Efficient Pricing Algorithms For Exotic Derivatives

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Efficient Pricing Algorithms For Exotic Derivatives

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Author : Roger Lord
language : en
Publisher: Rozenberg Publishers
Release Date : 2008

Efficient Pricing Algorithms For Exotic Derivatives written by Roger Lord and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.

Advanced Mathematical Methods For Finance

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Author : Julia Di Nunno
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-03-29

Advanced Mathematical Methods For Finance written by Julia Di Nunno and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-29 with Mathematics categories.

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.

Efficient Methods For Valuing Interest Rate Derivatives

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Author : Antoon Pelsser
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

Efficient Methods For Valuing Interest Rate Derivatives written by Antoon Pelsser and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.

Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore the practical issues, such as the implementation of models, and model selection. Aimed at people with a solid quantitative background, this book will be of particular interest to risk managers, interest rate derivative traders, quantitative researchers, portfolio and fund managers, and students of mathematics and economics, but it will also prove invaluable to anyone looking for a good overview of interest rate derivative modelling.

Prices And Pricesetting

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Author : Riemer Pieter Faber
language : en
Publisher: Rozenberg Publishers
Release Date : 2010

Prices And Pricesetting written by Riemer Pieter Faber and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.

Stochastic Dominance In Portfolio Analysis And Asset Pricing

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Author : Andrey M. Lizyayev
language : en
Publisher: Rozenberg Publishers
Release Date : 2010

Stochastic Dominance In Portfolio Analysis And Asset Pricing written by Andrey M. Lizyayev and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.

The Concept Of Equilibrium In Different Economic Traditions

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Author : Bert Tieben
language : en
Publisher: Rozenberg Publishers
Release Date : 2009

The Concept Of Equilibrium In Different Economic Traditions written by Bert Tieben and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Equilibrium (Economics) categories.

Dynamic Delay Management At Railways Semi Markovian Decision Approach

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Author : Assil Al- Ibrahim
language : en
Publisher: Rozenberg Publishers
Release Date : 2010

Dynamic Delay Management At Railways Semi Markovian Decision Approach written by Assil Al- Ibrahim and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.

The Influence Of Sellers And The Intermediary On Buyers Trust In C2c Electronic Marketplaces

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Author : Selmar Meents
language : en
Publisher: Rozenberg Publishers
Release Date : 2009

The Influence Of Sellers And The Intermediary On Buyers Trust In C2c Electronic Marketplaces written by Selmar Meents and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.

Three Essays On Empirical Finance

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Author : Tse-Chun Lin
language : en
Publisher: Rozenberg Publishers
Release Date : 2009

Three Essays On Empirical Finance written by Tse-Chun Lin and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.

Essays On The Measurements Sensitivity Of Risk Aversion And Causal Effects In Education

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Author : Adam Sanoé Booij
language : en
Publisher: Rozenberg Publishers
Release Date : 2009

Essays On The Measurements Sensitivity Of Risk Aversion And Causal Effects In Education written by Adam Sanoé Booij and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.