Computational Methods in Finance (Chapman and Hall/CRC Financial Mathematics Series)
Contents:
Fascinating Insight into How the Financial System Works and How the Credit Crisis AroseClearly supplies details vital to understanding the crisis Unravelling the Credit Crunch provides a clearly written, comprehensive account of the current credit crisis that is easily understandable to…. Containing many results that are new or exist only in recent research articles, Interest Rate Modeling: Dempster , Gautam Mitra , Georg Pflug.
The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels Addressing the imbalance between research and practice, Quantitative Fund Management presents leading-edge theory and methods, along with their application in practical problems encountered in the…. Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field.
It even obtains new results when only approximate and partial solutions were previously….
Edited by Niklas Wagner. Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable…. Sound risk management often involves a combination of both mathematical and practical aspects.
- Die Verwandtschaft der ästhetischen Prinzipien von Alberto Giacometti und Samuel Beckett (German Edition);
- The Generous Gambler (A short but grand prose poem).
- The Brothers Crunk.
Taking this into account, Understanding Risk: The Theory and Practice of Financial Risk Management explains how to understand financial risk and how the severity and frequency of losses can be controlled. By Damien Lamberton , Bernard Lapeyre.
Computational finance
Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Also known as the Libor market model, the Brace-Gatarek-Musiela BGM model is becoming an industry standard for pricing interest rate derivatives.
Written by one of its developers, Engineering BGM builds progressively from simple to more sophisticated versions of the BGM model, offering a range of…. Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the financial…. Qian , Ronald H. Hua , Eric H.
Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. While many texts are devoted to these disciplines, few deal with quantitative equity investing in a…. In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory.
The book presents both standard and novel results on the axiomatics of….
Chapman and Hall/CRC Financial Mathematics Series
By Christian Bluhm , Ludger Overbeck. The financial industry is swamped by credit products whose economic performance is linked to the performance of some underlying portfolio of credit-risky instruments, like loans, bonds, swaps, or asset-backed securities.
Financial institutions continuously use these products for tailor-made long…. While the valuation of standard American option contracts has now achieved a fair degree of maturity, much work remains to be done regarding the new contractual forms that are constantly emerging in response to evolving economic conditions and regulations. Focusing on recent developments in the…. By Peter Tankov , Rama Cont. During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing.
Much has been published on the subject, but the technical nature of most papers makes them difficult for….
Qian The goal of Portfolio Rebalancing is to provide mathematical and empirical analysis of the effects of portfolio rebalancing on portfolio returns and risks. Emphasis on PDE-based methods. Objective Introduce the main methods for efficient numerical valuation of derivative contracts in a Black Scholes as well as in incomplete markets due Levy processes or due to stochastic volatility models. Review of option pricing.
401-4658-00L Computational Methods for Quantitative Finance: PDE Methods
Wiener and Levy price process models. Deterministic, local and stochastic volatility models. Finite Difference Methods for option pricing. Relation to bi- and multinomial trees. Please fill in a complete birthday Enter a valid birthday. Skin care Face Body. What happens when I have an item in my cart but it is less than the eligibility threshold? Should I pay a subscription fee to always have free shipping?
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