Investments - Mathematical models.
Overview
Works: | 65 works in 16 publications in 16 languages |
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Titles
The theory of real options & its application to the investment strategies /
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Footprints of chaos in the markets : = analyzing non-linear time series in financial markets and other real systems /
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The term structure of interest rates; = financial intermediaries and debt management
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Asset markets, portfolio choice and macroeconomic activity = a Keynesian perspective /
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(Electronic resources)
Market microstructure and nonlinear dynamics = keeping financial crisis in context /
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(Electronic resources)
Trading tactics in the financial market = mathematical methods to improve performance /
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(Electronic resources)
Generalized Modigliani-Miller theory = applications in corporate finance, investments, taxation and ratings /
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(Electronic resources)
Spreadsheet modeling in investments : = 2002 edition to accompany other popular investments textbooks /
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Mathematical finance and probability : = a discrete introduction /
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Quantitative financial economics : = stocks, bonds and foreign exchange /
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Modeling financial markets = using Visual Basic.NET and databases to create pricing, trading, and risk management models /
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Hypermodels in mathematical finance = modelling via infinitesimal analysis /
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Financial engineering and computation = principles, mathematics, algorithms /
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Frequently asked questions in quantitative finance : = including key models, important formulae, common contracts, a history of quantitative finance, sundry lists, brainteasers and more /
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Strategic Asset Allocation = Portfolio Choice for Long-Term Investors
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Optimal risk-return trade-offs of commercial banks : = and the suitability of profitability measures for loan portfolios /
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The microscopic simulation of financial markets = from investor behavior to market phenomena /
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Modelling, pricing, and hedging counterparty credit exposure = a technical guide /
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Quantitative financial economics : = stocks, bonds, and foreign exchange /
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(Language materials, printed)
Risk estimation on high frequency financial data = empirical analysis of the DAX 30 /
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(Electronic resources)
Portfolio management under stress = a Bayesian-net approach to coherent asset allocation /
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(Electronic resources)
Finance computationnelle et gestion des risques = ing{acute}enierie financi{grave}ere avec applications Excel (Visual Basic) et Matlab /
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GARCH models = structure, statistical inference and financial applications /
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(Electronic resources)
Market tremors = quantifying structural risks in modern financial markets /
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(Electronic resources)
Financial engineering and computation : = principles, mathematics, algorithms /
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Quality money management = process engineering and best practices for systematic trading and investment /
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Robust equity portfolio management + website = formulations, implementations, and properties using MATLAB /
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Quantitative trading : = algorithms, analytics, data, models, optimization /
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