Quantitative Finance.
概要
| 作品: | 260 作品在 182 項出版品 182 種語言 | |
|---|---|---|
書目資訊
An Introduction to Continuous-Time Stochastic Processes = Theory, Models, and Applications to Finance, Biology, and Medicine /
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Complex and chaotic nonlinear dynamics = advances in economics and finance, mathematics and statistics /
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Recursions for convolutions and compound distributions with insurance applications
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Banking beyond banks and money = a guide to banking services in the twenty-first century /
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Pricing derivatives under Levy models = modern finite-difference and pseudo-differential operators approach /
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Contemporary trends and challenges in finance = proceedings from the 2nd Wroclaw International Conference in Finance /
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Real Options Valuation = The Importance of Interest Rate Modelling in Theory and Practice /
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Financial Risk Management with Bayesian Estimation of GARCH Models = Theory and Applications /
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Networks, topology and dynamics = theory and applications to Economics and Social Systems /
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Handbook of portfolio construction = contemporary applications of Markowitz techniques /
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Option prices as probabilities = a new look at generalized Black-Scholes formulae /
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Modelling, pricing, and hedging counterparty credit exposure = a technical guide /
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Financial economics = a concise introduction to classical and behavioral finance /
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Extracting knowledge from time series = an introduction to nonlinear empirical modeling /
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Real options valuation = the importance of interest rate modelling in theory and practice /
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Stochastic differential equations in infinite dimensions = with applications to stochastic partial differential equations /
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The Basel II risk parameters = estimation, validation, stress testing - with applications to loan risk management /
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Implicit embedded options in life insurance contracts = a market consistent valuation framework /
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Business statistics for competitive advantage with Excel 2007 = basics, model building, and cases /
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Nonlinear economic dynamics and financial modelling = essays in honour of Carl Chiarella /
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General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions
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Applied asset and risk management = a guide to modern portfolio management and behavior-driven markets /
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Fixed-income portfolio analytics = a practical guide to implementing, monitoring and understanding fixed-income portfolios /
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An introduction to continuous-time stochastic processes = theory, models, and applications to finance, biology, and medicine /
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Set optimization and applications - the state of the art = from set relations to set-valued risk measures /
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Quantitative modeling of operational risk in finance and banking using possibility theory
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The fascination of probability, statistics and their applications = in honour of Ole E. Barndorff-Nielsen /
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An introduction to mathematical finance with applications = understanding and building financial intuition /
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Options and derivatives programming in C++ = algorithms and programming techniques for the financial industry /
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Anomalies in net present value, returns and polynomials, and regret theory in decision-making
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Analytical finance = the mathematics of equity derivatives, markets, risk and valuation /. Volume I
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Identifying stock market bubbles = modeling illiquidity premium and bid-ask prices of financial securities /
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Probability and statistical models = foundations for problems in reliability and financial mathematics /
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An introduction to continuous-time stochastic processes = theory, models, and applications to finance, biology, and medicine /
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Quantitative energy finance = modeling, pricing, and hedging in energy and commodity markets /
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A time series approach to option pricing = models, methods and empirical performances /
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Trends in mathematical economics = dialogues between southern Europe and Latin America /
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Innovations in derivatives markets = fixed income modeling, valuation adjustments, risk management, and regulation /
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Portfolio construction, measurement, and efficiency = essays in honor of Jack Treynor /
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Nonlinear expectations and stochastic calculus under uncertainty = with robust CLT and G-Brownian motion /
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From shortest paths to reinforcement learning = a MATLAB-based tutorial on dynamic programming /
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Actuarial sciences and quantitative finance = ICASQF2016, Cartagena, Colombia, June 2016 /
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Analytical finance.. Volume II,. The mathematics of interest rate derivatives, markets, risk and valuation
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Identifying patterns in financial markets = new approach combining rules between PIPs and SAX /
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Contemporary trends and challenges in finance = proceedings from the 3rd Wroclaw International Conference in Finance /
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Modern SABR analytics = formulas and insights for quants, former physicists and mathematicians /
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Quantile regression for cross-sectional and time series data = applications in energy markets using R /
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