Financial Modelling and Asset Valuation with Excel, Helb?k, Morten

Автор: Glasserman
Название: Monte Carlo Methods in Financial Engineering
ISBN: 0387004513 ISBN-13(EAN): 9780387004518
Издательство: Springer
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Цена: 74530.00 T
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Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."

Автор: Musiela Marek
Название: Martingale Methods in Financial Modelling
ISBN: 3540209662 ISBN-13(EAN): 9783540209669
Издательство: Springer
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Цена: 78250.00 T
Наличие на складе: Есть
Описание: In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.

Автор: Helb?k, Morten
Название: Financial Modelling and Asset Valuation with Excel
ISBN: 0415625963 ISBN-13(EAN): 9780415625968
Издательство: Taylor&Francis
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Цена: 193950.00 T
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Автор: Nadi Serhan Ayd?n
Название: Financial Modelling with Forward-looking Information
ISBN: 331957146X ISBN-13(EAN): 9783319571461
Издательство: Springer
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Цена: 102480.00 T
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Описание: Introduction.- The Signal-based Framework.- A Signal-based Heterogeneous Agent Network.- Putting Signal-based Model to Work.- Conclusion.

Автор: Fairhurst, Danielle Stein
Название: Using excel for business and financial modelling
ISBN: 111952038X ISBN-13(EAN): 9781119520382
Издательство: Wiley
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Цена: 66530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: pacote do Courseware consiste em duas publicacoes, VeriSMTM - Foundation Courseware e VeriSM - Foundation Study Guide. Este material de treinamento abrange o plano de estudos para a qualificacao da Fundacao VeriSM . O treinamento pode ser entregue em dois dias. Este material didatico e credenciado para preparar o aluno para a certificacao da VeriSM Foundation. O VeriSM Foundation consiste em duas partes: VeriSM Essentials e VeriSM Plus, cada uma cobrindo um dia de treinamento.Os alunos que ja possuem um certificado de Gerenciamento de Servicos (TI) podem se beneficiar do conhecimento que ja possuem. Eles sao o publico-alvo de apenas um treinamento do VeriSM Plus. Ao serem aprovados no exame VeriSM Plus, recebem o certificado VeriSM Foundation.Provedores de treinamento que desejam oferecer um treinamento de um dia sobre principios de gerenciamento de servicos podem decidir oferecer apenas o treinamento VeriSM Essentials. Os alunos que forem aprovados no exame VeriSM Essentials receberao o certificado VeriSM Essentials. Se eles passarem no exame VeriSM Plus mais tarde, receberao automaticamente o certificado VeriSM Foundation.O "courseware" abrange os seguintes topicos:A organizacao do servico (Essentials)Cultura de servico (Essentials)Pessoas e estrutura organizacional (Essentials)O modelo VeriSM (ambos)Praticas Progressivas (Plus)Tecnologias Inovadoras (Plus)O VeriSM e uma abordagem holistica e orientada aos negocios para o Gerenciamento de Servicos, que ajuda a entender o panorama crescente das melhores praticas e como integra-las para oferecer valor ao consumidor.E uma evolucao no pensamento em Gerenciamento de Servicos e oferece uma abordagem atualizada, incluindo as mais recentes praticas e desenvolvimentos tecnologicos, para ajudar as organizacoes a transformar seus negocios para a nova realidade da era digital.O VeriSM e um gerenciamento orientado a valor, evolutivo, responsivo e integrado.VeriSM e uma marca registrada e propriedade da IFDC, a Fundacao Internacional de Competencias Digitais.

Автор: Aydın Nadi Serhan
Название: Financial Modelling with Forward-Looking Information: An Intuitive Approach to Asset Pricing
ISBN: 3319860879 ISBN-13(EAN): 9783319860879
Издательство: Springer
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Цена: 111790.00 T
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Описание: Introduction.- The Signal-based Framework.- A Signal-based Heterogeneous Agent Network.- Putting Signal-based Model to Work.- Conclusion.

Автор: Lynch Penelope a.
Название: Financial Modelling for Project Finance: Pre-Financial Close Cashflow Modelling in Excel
ISBN: 0995673004 ISBN-13(EAN): 9780995673007
Издательство: Неизвестно
Цена: 109200.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A practical guide to creating, developing and using cash flow models for project finance. Relevant cross-industry, including energy, power, renewables and infrastructure, and for funding structures including classic project finance, PFI, PPP, BOT & DCF valuation. Clear explanation of theory and methods, plus self-study exercises.

Автор: Steele, J.michael
Название: Stochastic calculus and financial applications
ISBN: 1441928626 ISBN-13(EAN): 9781441928627
Издательство: Springer
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Цена: 69830.00 T
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Описание: This book will appeal to practitioners and students who want an elementary introduction to these areas.From the reviews: "As the preface says, `This is a text with an attitude, and it is designed to reflect, wherever possible and appropriate, a prejudice for the concrete over the abstract`.

Автор: Anthony Brabazon; Michael O`Neill
Название: Biologically Inspired Algorithms for Financial Modelling
ISBN: 3642065732 ISBN-13(EAN): 9783642065736
Издательство: Springer
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Цена: 121110.00 T
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Описание:

Predicting the future for financial gain is a difficult, sometimes profitable activity. The focus of this book is the application of biologically inspired algorithms (BIAs) to financial modelling.

In a detailed introduction, the authors explain computer trading on financial markets and the difficulties faced in financial market modelling. Then Part I provides a thorough guide to the various bioinspired methodologies neural networks, evolutionary computing (particularly genetic algorithms and grammatical evolution), particle swarm and ant colony optimization, and immune systems. Part II brings the reader through the development of market trading systems. Finally, Part III examines real-world case studies where BIA methodologies are employed to construct trading systems in equity and foreign exchange markets, and for the prediction of corporate bond ratings and corporate failures.

The book was written for those in the finance community who want to apply BIAs in financial modelling, and for computer scientists who want an introduction to this growing application domain."

Автор: Masari Mario, Gianfrate Gianfranco
Название: The Valuation of Financial Companies: Tools and Techniques to Measure the Value of Banks, Insurance Companies and Other Financial Institutions
ISBN: 1118617339 ISBN-13(EAN): 9781118617335
Издательство: Wiley
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Цена: 68640.00 T
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Описание: This book presents the main valuation approaches that can be used to value financial institutions.

Автор: Cont, Tankov
Название: Financial modelling with jump processes
ISBN: 1584884134 ISBN-13(EAN): 9781584884132
Издательство: Taylor&Francis
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Цена: 117390.00 T
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Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.

Автор: Dmitrii S. Silvestrov
Название: American-Type Options: Stochastic Approximation Methods, Volume 2
ISBN: 3110329689 ISBN-13(EAN): 9783110329681
Издательство: Walter de Gruyter
Цена: 173490.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The volume presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies.