Finance: A Quantitative Introduction, Nico van der Wijst
Автор: Shreve, Steven E. Название: Stochastic Calculus for Finance II ISBN: 0387401016 ISBN-13(EAN): 9780387401010 Издательство: Springer Рейтинг: Цена: 7317.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.
Автор: Shreve Название: Stochastic Calculus for Finance I ISBN: 0387401008 ISBN-13(EAN): 9780387401003 Издательство: Springer Рейтинг: Цена: 7317.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;
Автор: Joshi, Mark S. Название: Concepts and practice of mathematical finance ISBN: 0521514088 ISBN-13(EAN): 9780521514088 Издательство: Cambridge Academ Рейтинг: Цена: 11088.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The second edition of a successful text providing the working knowledge needed to become a good quantitative analyst. An ideal introduction to mathematical finance, readers will gain a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice.
Автор: Epps, T.wake Название: Quantitative finance ISBN: 0470431997 ISBN-13(EAN): 9780470431993 Издательство: Wiley Рейтинг: Цена: 21218.00 р. Наличие на складе: Поставка под заказ.
Описание: This book presents a course in quantitative finance, including exercises and worked solutions. It emphasizes instruction and technique in covering the essential topics for a quantitative finance survey course: portfolio theory, decision theory, pricing of primary assets, pricing of derivatives, and the empirical behavior of prices.
Автор: Andrew Metrick, Ayako Yasuda Название: Venture Capital and the Finance of Innovation ISBN: 0470454709 ISBN-13(EAN): 9780470454701 Издательство: Wiley Рейтинг: Цена: 32472.00 р. Наличие на складе: Поставка под заказ.
Описание: This useful guide walks venture capitalists through the principles of finance and the financial models that underlie venture capital decisions. It presents a new unified treatment of investment decision making and mark-to-market valuation. The discussions of risk-return and cost-of-capital calculations have been updated with the latest information.
Автор: Viens Название: Handbook of Modeling High-Frequency Data in Finance ISBN: 0470876883 ISBN-13(EAN): 9780470876886 Издательство: Wiley Рейтинг: Цена: 23594.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: * Emphasis throughout the book is placed on models for high-frequency data and applications of statistics and statistical methods to tackle modeling problems within a complex system and systems of systems framework * The book is written and edited by well-known, international experts in the field.
Автор: Stefano Gatti Название: Project Finance in Theory and Practice, ISBN: 0123919460 ISBN-13(EAN): 9780123919465 Издательство: Elsevier Science Рейтинг: Цена: 11053.00 р. Наличие на складе: Нет в наличии.
Описание: Presents a comprehensive coverage of project finance in Europe and North America. This book features two case studies, all pedagogical supplements including end-of-chapter questions and answers, and insights into the market downturn.
Автор: Guyon Название: Nonlinear Pricing Methods in Quantitative Finance ISBN: 1466570334 ISBN-13(EAN): 9781466570337 Издательство: Taylor&Francis Рейтинг: Цена: 29093.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
New Tools to Solve Your Option Pricing Problems
For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research--including Risk magazine's 2013 Quant of the Year--Nonlinear Option Pricing compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods.
Real-World Solutions for Quantitative Analysts
The book helps quants develop both their analytical and numerical expertise. It focuses on general mathematical tools rather than specific financial questions so that readers can easily use the tools to solve their own nonlinear problems. The authors build intuition through numerous real-world examples of numerical implementation. Although the focus is on ideas and numerical examples, the authors introduce relevant mathematical notions and important results and proofs. The book also covers several original approaches, including regression methods and dual methods for pricing chooser options, Monte Carlo approaches for pricing in the uncertain volatility model and the uncertain lapse and mortality model, the Markovian projection method and the particle method for calibrating local stochastic volatility models to market prices of vanilla options with/without stochastic interest rates, the a + bλ technique for building local correlation models that calibrate to market prices of vanilla options on a basket, and a new stochastic representation of nonlinear PDE solutions based on marked branching diffusions.
Автор: Brealey Richard Название: Principles Of Corporate Finance Global E ISBN: 0077151569 ISBN-13(EAN): 9780077151560 Издательство: McGraw-Hill Рейтинг: Цена: 6143.00 р. Наличие на складе: Поставка под заказ.
Описание: Principles of Corporate Finance is the worldwide leading text that describes the theory and practice of corporate finance. Throughout the book, the authors show how managers use financial theory to solve practical problems and as a way to respond to change by showing not just how, but why companies and management act as they do. This text is a valued reference for thousands of practicing financial managers.
Описание: "[A] magnificent history of money and finance."--New York Times Book Review "Convincingly makes the case that finance is a change-maker of change-makers."--Financial Times In the aftermath of recent financial crises, it`s easy to see finance as a wrecking ball: something that destroys fortunes and jobs, and undermines governments and banks. In Mo
Автор: Brooks Название: Introductory Econometrics for Finance ISBN: 1107661455 ISBN-13(EAN): 9781107661455 Издательство: Cambridge Academ Рейтинг: Цена: 7918.00 р. Наличие на складе: Поставка под заказ.
Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.
Описание: Conveys important corporate finance concepts and applications. This text distills the subject of corporate finance down to its core, while also maintaining a decidedly modern approach.
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