SERIES IN QUANTITATIVE FINANCE – serie
Visar alla böcker i serien SERIES IN QUANTITATIVE FINANCE. Handla med fri frakt och snabb leverans.
7 produkter
EXTREME FINANCIAL RISKS AND ASSET ALLOCATION
Av Olivier Le Courtois, Christian Walter
Inbunden, 2014
1987 kr
Lägg i varukorg
Each financial crisis calls for — by its novelty and the mechanisms it shares with preceding crises — appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are …
OPTION PRICING IN INCOMPLETE MARKETS: MODELING BASED ON GEOMETRIC L'EVY PROCESSES AND MINIMAL ENTROPY MARTINGALE MEASURES
Inbunden, 2011
1331 kr
Lägg i varukorg
This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown that the geometric Lévy process (GLP) is a typical …
ADVANCED ASSET PRICING THEORY
Av Chenghu Ma
Inbunden, 2011
1777 kr
Lägg i varukorg
This book provides a broad introduction of modern asset pricing theory with equal treatments for both discrete-time and continuous-time modeling. Both the no-arbitrage and the general equilibrium approaches of asset pricing theory are treated coherently within the general equilibrium framework.The …
SIMULATING COPULAS: STOCHASTIC MODELS, SAMPLING ALGORITHMS, AND APPLICATIONS
Av Jan-Frederik Mai, Matthias Scherer
Inbunden, 2012
1563 kr
Lägg i varukorg
This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles …
NEW MODELS AND METHODS IN DYNAMIC PORTFOLIO OPTIMIZATION
Inbunden, 2025
1644 kr
Lägg i varukorg
This book presents some new models and methods in the context of dynamical portfolio optimization. It encapsulates the authors' recent progress in their research on several interesting, featured issues of dynamic portfolio optimization problems with default contagion, tracking benchmark, …
SIMULATING COPULAS: STOCHASTIC MODELS, SAMPLING ALGORITHMS, AND APPLICATIONS (SECOND EDITION)
Av Jan-Frederik Mai, Matthias Scherer
Inbunden, 2017
1846 kr
Lägg i varukorg
"The book remains a valuable tool both for statisticians who are already familiar with the theory of copulas and just need to develop sampling algorithms, and for practitioners who want to learn copulas and implement the simulation techniques needed to exploit the potential of copulas in …
INTRODUCTION TO COMPUTATIONAL FINANCE, AN
Av Ömür Ugur
Inbunden, 2008
1225 kr
Tillfälligt slut
Although there are several publications on similar subjects, this book mainly focuses on pricing of options and bridges the gap between Mathematical Finance and Numerical Methodologies. The author collects the key contributions of several monographs and selected literature, values and displays …
