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4 produkter
4 produkter
933 kr
Skickas inom 10-15 vardagar
Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the financial field.Presenting state-of-the-art methods in this area, the book first discusses the coherent risk measures theory and how it applies to practical risk management. It then proposes a new method for pricing high-dimensional American options, followed by a description of the negative inter-risk diversification effects between credit and market risk. After evaluating counterparty risk for interest rate payoffs, the text considers strategies and issues concerning defined contribution pension plans and participating life insurance contracts. It also develops a computationally efficient swaption pricing technology, extracts the underlying asset price distribution implied by option prices, and proposes a hybrid GARCH model as well as a new affine point process framework. In addition, the book examines performance-dependent options, variance reduction, Value at Risk (VaR), the differential evolution optimizer, and put-call-futures parity arbitrage opportunities.Sponsored by DEPFA Bank, IDA Ireland, and Pioneer Investments, this concise and well-illustrated book equips practitioners with the necessary information to make important financial decisions.
316 kr
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A practical, introductory guide to the best use of Patient Reported Outcomes (PROs) to improve the quality of health care and patient health. Only title to exclusively introduce, explain and show how PROs can be best used to improve healthcare and patient outcomes Includes real life examples and case studies of PROs in practice Assesses the growing evidence base for PROs in practice Editor team from Office of Health Economics (OHE), The King's Fund and King’s College London with contributions from practising clinicians, GPs and other healthcare professionals
2 570 kr
Skickas inom 7-10 vardagar
Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the financial field.Presenting state-of-the-art methods in this area, the book first discusses the coherent risk measures theory and how it applies to practical risk management. It then proposes a new method for pricing high-dimensional American options, followed by a description of the negative inter-risk diversification effects between credit and market risk. After evaluating counterparty risk for interest rate payoffs, the text considers strategies and issues concerning defined contribution pension plans and participating life insurance contracts. It also develops a computationally efficient swaption pricing technology, extracts the underlying asset price distribution implied by option prices, and proposes a hybrid GARCH model as well as a new affine point process framework. In addition, the book examines performance-dependent options, variance reduction, Value at Risk (VaR), the differential evolution optimizer, and put-call-futures parity arbitrage opportunities.Sponsored by DEPFA Bank, IDA Ireland, and Pioneer Investments, this concise and well-illustrated book equips practitioners with the necessary information to make important financial decisions.
1 479 kr
Tillfälligt slut
Research into the teaching and learning of mathematics in higher education is in its infancy as a recognised academic field, and little has been published to inform and assist those teaching the subject. However, interest is growing in teaching quality, in the training of teaching assistants, and in staff development. This book makes available a wide selection of material on mathematics teaching and learning — purpose, curriculum design, teaching methodology and specific material — produced at a series of working conferences. It will be useful to all teachers and tutors of mathematics in higher education.