Quantitative Finance.
概要
| 作品: | 275 作品在 207 項出版品 207 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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Networks, topology and dynamicstheory and applications to Economics and Social Systems /
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Complex and chaotic nonlinear dynamicsadvances in economics and finance, mathematics and statistics /
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Real options valuationthe importance of interest rate modelling in theory and practice /
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Extracting knowledge from time seriesan introduction to nonlinear empirical modeling /
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Stochastic differential equations in infinite dimensionswith applications to stochastic partial differential equations /
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The Basel II risk parametersestimation, validation, stress testing - with applications to loan risk management /
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Neutral and indifference portfolio pricing, hedging and investingwith applications in equity and FX /
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Implicit embedded options in life insurance contractsa market consistent valuation framework /
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An introduction to continuous-time stochastic processestheory, models, and applications to finance, biology, and medicine /
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Business statistics for competitive advantage with Excel 2007basics, model building, and cases /
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Probability and statistical modelsfoundations for problems in reliability and financial mathematics /
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Quantitative energy financemodeling, pricing, and hedging in energy and commodity markets /
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General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions
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Nonlinear economic dynamics and financial modellingessays in honour of Carl Chiarella /
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Applied asset and risk managementa guide to modern portfolio management and behavior-driven markets /
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Fixed-income portfolio analyticsa practical guide to implementing, monitoring and understanding fixed-income portfolios /
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An introduction to continuous-time stochastic processestheory, models, and applications to finance, biology, and medicine /
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Set optimization and applications - the state of the artfrom 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 applicationsin honour of Ole E. Barndorff-Nielsen /
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An introduction to mathematical finance with applicationsunderstanding and building financial intuition /
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Banking beyond banks and moneya guide to banking services in the twenty-first century /
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Options and derivatives programming in C++algorithms and programming techniques for the financial industry /
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Innovations in derivatives marketsfixed income modeling, valuation adjustments, risk management, and regulation /
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Anomalies in net present value, returns and polynomials, and regret theory in decision-making
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Analytical financethe mathematics of equity derivatives, markets, risk and valuation /Volume I
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Pricing derivatives under Levy modelsmodern finite-difference and pseudo-differential operators approach /
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Contemporary trends and challenges in financeproceedings from the 2nd Wroclaw International Conference in Finance /
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Financial modelling with forward-looking informationan intuitive approach to asset pricing /
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Identifying stock market bubblesmodeling illiquidity premium and bid-ask prices of financial securities /
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Actuarial sciences and quantitative financeICASQF2016, 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 marketsnew approach combining rules between PIPs and SAX /
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Contemporary trends and challenges in financeproceedings from the 3rd Wroclaw International Conference in Finance /
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Credit-risk modellingtheoretical foundations, diagnostic tools, practical examples, and numerical recipes in Python /
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Modern SABR analyticsformulas and insights for quants, former physicists and mathematicians /
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(書目-語言資料,印刷品)
Nonlinear expectations and stochastic calculus under uncertaintywith robust CLT and G-Brownian motion /
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Quantile regression for cross-sectional and time series dataapplications in energy markets using R /
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