Interest Rate Modeling

Lixin Wu

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portra... Lees meer

Portfolio Rebalancing

Edward E Qian

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• The goal of Portfolio Rebalancing is to provide mathematical and empirical analysis of the effects of portfolio rebalancing on portfolio returns and r... Lees meer

Machine Learning for Factor Investing

Guillaume Coqueret, Tony Guida

• Paperback | Engels | Chapman and Hall/CRC Financial Mathematics
• Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedg... Lees meer

Handbook of Price Impact Modeling

Kevin T Webster

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• Handbook of Price Impact Modeling provides practitioners and students with a mathematical framework grounded in academic references to apply price imp... Lees meer

Commodities

• Paperback | Engels | Chapman and Hall/CRC Financial Mathematics | nr. 32
• Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity fut... Lees meer

Financial Mathematics

Giuseppe Campolieti, Roman N Makarov

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unifie... Lees meer

Malliavin Calculus in Finance

Elisa Alos, David Garcia Lorite

• Paperback | Engels | Chapman and Hall/CRC Financial Mathematics
• Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin ... Lees meer

The Financial Mathematics of Market Liquidity

Olivier Gueant

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics | nr. 33
• This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in f... Lees meer

Structured Credit Portfolio Analysis, Baskets and CDOs

Christian Bluhm, Ludger Overbeck

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• The financial industry is swamped by credit products whose economic performance is linked to the performance of some underlying portfolio of credit-ri... Lees meer

Risk Measures and Insurance Solvency Benchmarks

Vsevolod K Malinovskii

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models is written for academics and practitioners who are co... Lees meer

Commodities

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics | nr. 32
• Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity fut... Lees meer

Metamodeling for Variable Annuities

Guojun Gan, Emiliano A Valdez

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• This book is devoted to the mathematical methods of metamodeling that can be used to speed up the valuation of large portfolios of variable annuities.... Lees meer

Introduction to Credit Risk Modeling

Christian Bluhm, Ludger Overbeck, Christoph Wagner

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• Contains Nearly 100 Pages of New Material The recent financial crisis has shown that credit risk in particular and finance in general remain important... Lees meer

Machine Learning for Factor Investing: R Version

Guillaume Coqueret, Tony Guida

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• Machine learning (ML) is progressively reshaping the fields of quantitative finance and algorithmic trading. ML tools are increasingly adopted by hedg... Lees meer

Engineering Bgm

Alan Brace

• Paperback | Engels | Chapman and Hall/CRC Financial Mathematics
• Also known as the Libor market model, the Brace-Gatarek-Musiela (BGM) model is becoming an industry standard for pricing interest rate derivatives. Wr... Lees meer

Quantitative Finance with Python

Chris Kelliher

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• Quantitative Finance with Python: A Practical Guide to Investment Management, Trading and Financial Engineering bridges the gap between the theory of ... Lees meer

Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

Robert R Reitano

• Paperback | Engels | Chapman and Hall/CRC Financial Mathematics
• Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to pro... Lees meer

Unravelling the Credit Crunch

David Murphy

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• Fascinating Insight into How the Financial System Works and How the Credit Crisis AroseClearly supplies details vital to understanding the crisis Unra... Lees meer

Derivative Pricing

Ambrose Lo

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• The proliferation of financial derivatives over the past decades, options in particular, has underscored the increasing importance of derivative prici... Lees meer

Commodities

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• Since a major source of income for many countries comes from exporting commodities, price discovery and information transmission between commodity fut... Lees meer

Metamodeling for Variable Annuities

Guojun Gan, Emiliano A Valdez

• Paperback | Engels | Chapman and Hall/CRC Financial Mathematics
• This book is devoted to the mathematical methods of metamodeling that can be used to speed up the valuation of large portfolios of variable annuities.... Lees meer

Foundations of Quantitative Finance

Robert R Reitano

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• Published under the collective title of Foundations of Quantitative Finance, this set of ten books presents the advanced mathematics finance professio... Lees meer

Interest Rate Modeling

Lixin Wu

• Paperback | Engels | Chapman and Hall/CRC Financial Mathematics
• Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portra... Lees meer

Stochastic Processes with Applications to Finance

Masaaki Kijima

• Hardcover | Engels | Chapman and Hall/CRC Financial Mathematics
• Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of t... Lees meer