Oxford Finance Series – serie
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11 produkter
Arbitrage Theory in Continuous Time
Av Tomas Björk
Inbunden, 2019
956 kr
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The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications. Concentrating on the probabilistic theory of continuous time arbitrage …
The Mathematical Theory of Minority Games
Statistical mechanics of interacting agents
Inbunden, 2005
1963 kr
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Minority games are simple mathematical models initially designed to understand the co-operative phenomena observed in markets. Their core ingredients are large numbers of interacting decision-making agents, each aiming for personal gain in an artificial `market' by trying to anticipate (on the …
Financial Market Complexity
Av Neil F. Johnson, Paul Jefferies m. fl.
Inbunden, 2003
1894 kr
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Financial markets are a fascinating example of 'complexity in action': a real-world complex system whose evolution is dictated by the decisions of crowds of traders who are continually trying to win in a vast global 'game'. This book draws on recent ideas from the highly-topical science of …
Readings in Credit Scoring
Foundations, Developments, and Aims
Av Lyn C. Thomas, David B. Edelman m. fl.
Inbunden, 2004
2655 kr
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Credit scoring is one of the most successful applications of statistical and management science techniques in finance in the last forty years. This unique collection of recent papers, with comments by experts in the field, provides excellent coverage of recent developments, advances and aims in …
Minority Games
Interacting agents in financial markets
Av Damien Challet, Matteo Marsili m. fl.
Inbunden, 2004
2492 kr
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The Minority Game is a physicist's attempt to explain market behaviour by the interaction between traders. With a minimal set of ingredients and drastic assumptions, this model reproduces market ecology among different types of traders. Its emphasis is on speculative trading and information flow. …
Random Processes in Physics and Finance
Av Melvin Lax, Wei Cai m. fl.
Inbunden, 2006
1932 kr
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This respected high-level text is aimed at students and professionals working on random processes in various areas, including physics and finance. The first author, Melvin Lax (1922-2002) was a distinguished Professor of Physics at City College of New York and a member of the U. S. National Academy …
Scale-Free Networks
Complex Webs in Nature and Technology
Inbunden, 2007
2260 kr
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A variety of different social, natural and technological systems can be described by the same mathematical framework. This holds from the Internet to food webs and to boards of company directors. In all these situations a graph of the elements of the system and their interconnections displays a …
Asset Pricing in Discrete Time
A Complete Markets Approach
Av Ser-Huang Poon, Richard Stapleton
Inbunden, 2005
1998 kr
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Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It is primarily aimed at advanced Masters and PhD students in finance.-- Covers asset pricing in a single period model, …
Scale-Free Networks
Complex Webs in Nature and Technology
Häftad, 2013
750 kr
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A variety of different social, natural, and technological systems can be described by the same mathematical framework. This holds from the Internet to food webs and to boards of company directors. In all these situations a graph of the elements of the system and their interconnections displays a …
Random Processes in Physics and Finance
Av Melvin Lax, Wei Cai m. fl.
Häftad, 2013
956 kr
Lägg i varukorg
This text is aimed at professionals and students working on random processes in various areas, including physics and finance. The first author, Melvin Lax (1922-2002), was a distinguished Professor of Physics at City College of New York and a member of the U. S. National Academy of Sciences, widely …
Minority Games
Interacting agents in financial markets
Av Damien Challet, Matteo Marsili m. fl.
Häftad, 2013
846 kr
Lägg i varukorg
The Minority Game is a physicist's attempt to explain market behaviour by the interaction between traders. With a minimal set of ingredients and drastic assumptions, this model reproduces market ecology among different types of traders. Its emphasis is on speculative trading and information flow. …
