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Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portra...Savoir plus
Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedg...Savoir plus
This book introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus has had a profound impact on stochastic...Savoir plus
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Risk Analysis in Finance and Insurance, Third Edition presents an accessible yet comprehensive introduction to the main concepts and methods that tran...Savoir plus
Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models is written for academics and practitioners who are co...Savoir plus
Contains Nearly 100 Pages of New Material The recent financial crisis has shown that credit risk in particular and finance in general remain important...Savoir plus
Published under the collective title of Foundations of Quantitative Finance, this set of 10 books develops the advanced topics in mathematics that fin...Savoir plus
This book bridges the gap between the theory of mathematical finance and the practical applications of these concepts for derivative pricing and portf...Savoir plus
From simple to more sophisticated versions of the BGM model, this book offers a range of methods that can be programmed into production code to suit r...Savoir plus
This book is devoted to the mathematical methods of metamodeling that can be used to speed up the valuation of large portfolios of variable annuities....Savoir plus
Computational Methods in Finance is developed from the author's courses at Columbia University and the Courant Institute of New York University. This ...Savoir plus
This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologi...Savoir plus
Every financial professional wants and needs an advantage. A firm foundation in advanced mathematics can translate into dramatic advantages to profess...Savoir plus
Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portra...Savoir plus
This book seeks to replace existing books with a more rigorous stand-alone text that covers fewer examples but with more proofs, and also provides exa...Savoir plus
Intended for practitioners, researchers and graduate students in quantitative finance, computer science and related fields, this book serves as a hand...Savoir plus
Published under the collective title of Foundations of Quantitative Finance, this set of ten books presents the advanced mathematics finance professio...Savoir plus
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Risk management combines considerable quantitative skills with practical and intuitive competencies. Presenting both mathematical aspects and practica...Savoir plus