Finance - Mathematical models.
概要
| 作品: | 256 作品在 80 項出版品 80 種語言 | |
|---|---|---|
書目資訊
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
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Quantitative analysis, derivatives modeling, and trading strategies : = in the presence of counterparty credit risk for fixed-income market /
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Modelling irregularly spaced financial data : = theory and practice of dynamic duration models /
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Quality money management = process engineering and best practices for systematic trading and investment /
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Stochastic methods in finance = lectures given at the C.I.M.E.-E.M.S. summer school held in Bressanone/Brixen, Italy, July 6-12, 2003 /
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Complex and chaotic nonlinear dynamics = advances in economics and finance, mathematics and statistics /
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Complex and chaotic nonlinear dynamics : = advances in economics and finance, mathematics and statistics /
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Financial econometrics modeling = market microstructure, factor models and financial risk measures /
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Recent developments in computational finance = foundations, algorithms and applications /
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Bayesian risk management = a guide to model risk and sequential learning in financial markets /
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Counterparty credit risk, collateral and funding = with pricing cases for all asset classes /
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Handbook in Monte Carlo simulation = applications in financial engineering, risk management, and economics /
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The mathematics of financial models = solving real-world problems with quantitative methods /
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The handbook of financial modeling = a practical approach to creating and implementing valuation projection models /
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Introduction to stochastic differential equations with applications to modelling in biology and finance
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Continuous time processes for finance = switching, self-exciting, fractional and other recent dynamics /
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The art of quantitative finance.. Vol.2,. Volatilities, stochastic analysis and valuation tools
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Variational inequalities in management science and finance = modelling, analysis, numerics and applications /
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Dynamic modeling, empirical macroeconomics, and finance = essays in honor of Willi Semmler /
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Building automated trading systems = with an introduction to Visual C++.NET 2005 /
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Pricing, risk, and performance measurement in practice = the building block approach to modeling instruments and portfolios /
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Probability and statistical models = foundations for problems in reliability and financial mathematics /
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Computational financial mathematics using Mathematica : = optimal trading in stocks and options /
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The financial mathematics of market liquidity : = from optimal execution to market making /
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Multivariate nonparametric regression and visualization : = with R and applications to finance /
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Financial and macroeconomic connectedness : = a network approach to measurement and monitoring /
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Advanced simulation-based methods for optimal stopping and control = with applications in finance /
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Partial least squares structural equation modeling = recent advances in banking and finance /
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Modern SABR analytics = formulas and insights for quants, former physicists and mathematicians /
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Mathematical modeling in economics and finance : = probability, stochastic processes and differential equations /
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Principles of financial modelling = model design and best practices using Excel and VBA /
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Algorithmic approaches to financial technology = forecasting, trading, and optimization /
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Advanced quantitative finance with modern C++ = interest rate modeling and advanced derivatives /
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