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Séries : livres de la série Chapman and Hall/CRC Financial Mathematics
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Interest Rate Modeling
Lixin Wu
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics
- 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
148,95 €Livraison 1 à 2 semaines148,95 €Livraison 1 à 2 semaines -
Machine Learning for Factor Investing
Guillaume Coqueret, Tony Guida
- Livre broché | Anglais | Chapman and Hall/CRC Financial Mathematics
- Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedg... Savoir plus
93,45 €Livraison 1 à 2 semaines93,45 €Livraison 1 à 2 semaines -
Malliavin Calculus in Finance
Elisa Alos, David Garcia Lorite
- Livre broché | Anglais | Chapman and Hall/CRC Financial Mathematics
- This book introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus has had a profound impact on stochastic... Savoir plus
63,95 €Livraison 1 à 2 semaines63,95 €Livraison 1 à 2 semaines -
Commodities
- Livre broché | Anglais | Chapman and Hall/CRC Financial Mathematics | n° 32
- Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity fut... Savoir plus
79,95 €Livraison 1 à 2 semaines79,95 €Livraison 1 à 2 semaines -
Handbook of Price Impact Modeling
Kevin T Webster
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics
- The Handbook of Price Impact Modeling provides practitioners and students with a mathematical framework grounded in academic references to apply price... Savoir plus
167,95 €Livraison 2 à 3 semaines167,95 €Livraison 2 à 3 semaines -
Risk Analysis in Finance and Insurance
Alexander Melnikov
- Livre broché | Anglais | Chapman and Hall/CRC Financial Mathematics
- Risk Analysis in Finance and Insurance, Third Edition presents an accessible yet comprehensive introduction to the main concepts and methods that tran... Savoir plus
114,45 €Livraison 2 à 3 semaines114,45 €Livraison 2 à 3 semaines -
Equity-Linked Life Insurance
Alexander Melnikov, Amir Nosrati
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics
- This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides a... Savoir plus
213,95 €Livraison 2 à 3 semaines213,95 €Livraison 2 à 3 semaines -
The Financial Mathematics of Market Liquidity
Olivier Gueant
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics | n° 33
- This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in f... Savoir plus
190,95 €Livraison 2 à 3 semaines190,95 €Livraison 2 à 3 semaines -
Risk Measures and Insurance Solvency Benchmarks
Vsevolod K Malinovskii
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics
- This book is written for academics and practitioners who are concerned about potential weaknesses of the Solvency II regulatory system. It is also int... Savoir plus
259,45 €Livraison 2 à 3 semaines259,45 €Livraison 2 à 3 semaines -
Introduction to Credit Risk Modeling
Christian Bluhm, Ludger Overbeck, Christoph Wagner
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics
- 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
366,45 €Livraison 2 à 3 semaines366,45 €Livraison 2 à 3 semaines -
Quantitative Finance with Python
Chris Kelliher
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics
- 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
213,95 €Livraison 2 à 3 semaines213,95 €Livraison 2 à 3 semaines -
Engineering Bgm
Alan Brace
- Livre broché | Anglais | Chapman and Hall/CRC Financial Mathematics
- Also known as the Libor market model, the Brace-Gatarek-Musiela (BGM) model is becoming an industry standard for pricing interest rate derivatives. Wr... Savoir plus
129,95 €Livraison 2 à 3 semaines129,95 €Livraison 2 à 3 semaines -
Foundations of Quantitative Finance Book IV
Robert R Reitano
- Livre broché | Anglais | Chapman and Hall/CRC Financial Mathematics
- 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
167,95 €Livraison 2 à 3 semaines167,95 €Livraison 2 à 3 semaines -
Foundations of Quantitative Finance
Robert R Reitano
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics
- Published under the collective title of Foundations of Quantitative Finance, this set of ten books presents the advanced mathematics finance professio... Savoir plus
381,95 €Livraison 2 à 3 semaines381,95 €Livraison 2 à 3 semaines -
Metamodeling for Variable Annuities
Guojun Gan, Emiliano A Valdez
- Livre broché | Anglais | Chapman and Hall/CRC Financial Mathematics
- 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
99,45 €Livraison 2 à 3 semaines99,45 €Livraison 2 à 3 semaines -
Derivative Pricing
Ambrose Lo
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics
- This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologi... Savoir plus
183,45 €Livraison 2 à 3 semaines183,45 €Livraison 2 à 3 semaines -
Computational Methods in Finance
Ali Hirsa
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics
- 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
137,45 €Livraison 2 à 3 semaines137,45 €Livraison 2 à 3 semaines -
Interest Rate Modeling
Lixin Wu
- Livre broché | Anglais | Chapman and Hall/CRC Financial Mathematics
- 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
54,45 €Livraison 1 à 2 semaines54,45 €Livraison 1 à 2 semaines -
High-Performance Computing in Finance
- Livre broché | Anglais | Chapman and Hall/CRC Financial Mathematics
- High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HP... Savoir plus
106,95 €Livraison 2 à 3 semaines106,95 €Livraison 2 à 3 semaines -
Introducing Financial Mathematics
Mladen Victor Wickerhauser
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics
- 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
110,95 €Livraison 1 à 2 semaines110,95 €Livraison 1 à 2 semaines -
Foundations of Quantitative Finance
Robert R Reitano
- Livre broché | Anglais | Chapman and Hall/CRC Financial Mathematics
- Published under the collective title of Foundations of Quantitative Finance, this set of ten books presents the advanced mathematics finance professio... Savoir plus
152,95 €Livraison 2 à 3 semaines152,95 €Livraison 2 à 3 semaines -
Stochastic Finance
Jan Vecer
- Livre broché | Anglais | Chapman and Hall/CRC Financial Mathematics
- Unlike much of the existing literature, Stochastic Finance: A Numeraire Approach treats price as a number of units of one asset needed for an acquisit... Savoir plus
152,95 €Livraison 2 à 3 semaines152,95 €Livraison 2 à 3 semaines -
High-Performance Computing in Finance
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics
- High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HP... Savoir plus
351,45 €Livraison 2 à 3 semaines351,45 €Livraison 2 à 3 semaines -
Understanding Risk
David Murphy
- Livre relié | Anglais | Chapman and Hall/CRC Financial Mathematics
- Risk management combines considerable quantitative skills with practical and intuitive competencies. Presenting both mathematical aspects and practica... Savoir plus
381,95 €Livraison 2 à 3 semaines381,95 €Livraison 2 à 3 semaines