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Frequently Asked Questions in Quantitative Finance
The book then has sections on: -Most Popular Probability Distributions and Their Uses in Finance -Ten Different Ways to Derive Black-Scholes -Models and Equations -The Black-Scholes formula and the Greeks -Common Contracts -Popular Quant Books -The Most Popular Search Words and Phrases on [...] -Brainteasers -Paul & Dominic's Guide to Getting a Quant Job it covers a lot of ground in a little more than 400 pages but it is a useful...
432 p itc 20/01/2013 377 3
Từ khóa: principles of financial engineering, futures and other derivatives, stochastic calculus for finance, finance, quantitative finance, frequently asked questions in quantitative finance
Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment...
664 p itc 20/01/2013 357 2
Từ khóa: zero yield curve, deriving credit spreads, hedging, also covers interest rate, credit derivatives, valuation, risk management, portfolio strategies, securities
What is Financial Mathematics?
What is Financial Mathematics? Introduction • Financial Mathematics is a collection of mathematical techniques that find applications in finance, e.g. – Asset pricing: derivative securities. – Hedging and risk management – Portfolio optimization – Structured products • There are two main approaches: – Partial Differential Equations – Probability and Stochastic Processes Short History of Financial Mathematics • 1900:...
52 p itc 20/01/2013 361 2
Từ khóa: financial mathematics, asset pricing, derivative securities, risk management, time value of money, financial securities
Derivatives: The Tools that Changed Finance
This title sets out to equip the lay reader with a clear and thorough explanation of financial derivatives and how they work. It features an introduction to the entire realm of derivatives, utilising a range of real life examples to provide a broad outlook on the subject matter which is global in perspective. It also presents a lucid conceptual background to derivatives by avoiding unecessary technical details.
205 p itc 17/01/2013 305 2
Từ khóa: derivatives, tools that changed finance, derivatives, Economics, risk management, financial contexts,
An Introduction to the Mathematics of Financial Derivatives
This popular text, publishing Spring 1999 in its Second Edition, introduces the mathematics underlying the pricing of derivatives. The increase of interest in dynamic pricing models stems from their applicability to practical situations: with the freeing of exchange, interest rates, and capital controls, the market for derivative products has matured and pricing models have become more accurate. Professor Neftci's book answers the need for a...
277 p itc 15/01/2013 327 2
Từ khóa: business mathematics, finance accounting, finance banking, derivatives, công cụ tài chính phát sinh, pricing models, interest rates, capital controls
Exchange-Traded Derivatives provides an overview of the global listed futures and options markets, and how individual exchanges and products are adapting to a new operating environment - an environment characterized by rapid, almost continuous, change. This book serves as an ideal resource on the 21st century listed derivative markets, products and instruments. Divided into three parts, Exchange-Traded Derivatives begins by providing an...
261 p itc 08/01/2013 312 2
Từ khóa: finance accounting, investing finance, investments securities, exchange traded derivatives, kinh tế tài chính, kế toán
Credit Derivatives: Instruments, Applications, and Pricing
An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications...
354 p itc 08/01/2013 306 2
Từ khóa: money and monetary policy, finance accounting, credit derivatives, tài chính tín dụng, tài chính ngân hàng, risk management
Monte Carlo Simulation and Finance
Monte Carlo methods have been used for decades in physics, engineering, statistics, and other fields. Monte Carlo Simulation and Finance explains the nuts and bolts of this essential technique used to value derivatives and other securities. Author and educator Don McLeish examines this fundamental process, and discusses important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte Carlo methods can help solve and...
398 p itc 07/01/2013 331 1
Từ khóa: investing finance, popular economics, monte carlo simulation and finance, thị trường tài chính, kinh tế tài chính, value derivatives and other securities
Introduction to Stochastic Calculus Applied to Finance
In recent years the growing importance of derivative products financial markets has increased financial institutions' demands for mathematical skills. This book introduces the mathematical methods of financial modeling with clear explanations of the most useful models. Introduction to Stochastic Calculus begins with an elementary presentation of discrete models, including the Cox-Ross-Rubenstein model. This book will be valued by...
197 p itc 07/01/2013 332 2
Từ khóa: derivative products financial markets, financial institutions, finance theory, applied probability, thị trường tài chính, introduction to stochastic calculus applied to finance
Springer Finance is a programme of books addressing students, academics and practitioners working on increasingly technical approaches to the analysis of financial markets. It aims to cover a variety of topics, not only mathematical finance but foreign exchanges, term structure, risk management, portfolio theory, equity derivatives and financial economics.
1030 p itc 07/01/2013 348 1
Từ khóa: Springer Finance, analysis of financial markets, phân tích thị trường tài chính, mathematical finance, foreign exchanges, term structure, risk management, portfolio theory, equity derivatives, financial economics.
Handbook of Finance, Financial Markets and Instruments (Volume 1)
Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets. It also addresses the role of financial markets in an economy, the structure and organization of financial markets, the efficiency of markets, and the determinants of asset pricing and interest rates. Incorporating...
869 p itc 07/01/2013 334 1
Từ khóa: handbook of finance, financial markets and instruments, derivative instruments, role of financial markets in an economy, the structure and organization of financial markets, the efficiency of markets, the determinants of asset pricing and interest rates
The Mathematics of Financial Derivatives: A Student Introduction
Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods. Indeed, the area is an expanding source for novel and relevant "real-world" mathematics. In this book, the authors describe the modeling of financial derivative products from an applied...
339 p itc 04/01/2013 322 2
Từ khóa: Finance, financial bank, the mathematics of financial derivatives, tài chính ngân hàng, tài chính, toán ngân hàng
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