The Art Of Quantitative Finance Vol 1
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The Art Of Quantitative Finance Vol 1
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Author : Gerhard Larcher
language : en
Publisher: Springer Nature
Release Date : 2023-03-30
The Art Of Quantitative Finance Vol 1 written by Gerhard Larcher and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-03-30 with Business & Economics categories.
This textbook offers an easily understandable introduction to the fundamental concepts of financial mathematics and financial engineering. The author presents and discusses the basic concepts of financial engineering and illustrates how to trade and to analyze financial products with numerous examples. Special attention is given to the valuation of basic financial derivatives. In the final section of the book, the author introduces the Wiener Stock Price Model and the basic principles of Black-Scholes theory. The book’s aim is to introduce readers to the basic techniques of modern financial mathematics in a way that is intuitive and easy to follow, and to provide financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.
The Art Of Quantitative Finance Vol 3
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Author : Gerhard Larcher
language : en
Publisher: Springer
Release Date : 2023-03-22
The Art Of Quantitative Finance Vol 3 written by Gerhard Larcher and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-03-22 with Business & Economics categories.
The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last section, the book includes numerous case studies based on the author’s own work as a fund manager, court-appointed expert and consultant in the field of quantitative finance. This book is the third volume of the quantitative finance trilogy by the author and builds on the theoretical groundwork introduced in the previous books. The volume presents real-life examples of the successful application of the introduced techniques and methods in financial services and capital markets.
The Art Of Quantitative Finance Vol 3
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Author : Gerhard Larcher
language : en
Publisher: Springer Nature
Release Date : 2023-04-17
The Art Of Quantitative Finance Vol 3 written by Gerhard Larcher and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-04-17 with Business & Economics categories.
The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last section, the book includes numerous case studies based on the author’s own work as a fund manager, court-appointed expert and consultant in the field of quantitative finance. This book is the third volume of the quantitative finance trilogy by the author and builds on the theoretical groundwork introduced in the previous books. The volume presents real-life examples of the successful application of the introduced techniques and methods in financial services and capital markets.
The Art Of Quantitative Finance Vol 2
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Author : Gerhard Larcher
language : en
Publisher: Springer Nature
Release Date : 2023-03-23
The Art Of Quantitative Finance Vol 2 written by Gerhard Larcher and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-03-23 with Business & Economics categories.
This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author’s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.
The Best Of Wilmott 1
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Author : Paul Wilmott
language : en
Publisher: John Wiley & Sons
Release Date : 2005-07-08
The Best Of Wilmott 1 written by Paul Wilmott and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-07-08 with Business & Economics categories.
November 11th 2003 saw a landmark event take place in London. As the first conference designed for quants by quants the Quantitative Finance Review 2003, moved away from the anonymous bazaars that have become the norm, and instead delivered valuable information to market practitioners with the greatest interest. The roster of speakers was phenomenal, ranging from founding fathers to bright young things, discussing the latest developments, with a specific emphasis on the burgeoning field of credit derivatives. You really had to be there. Until now, at least. The Best of Wilmott 1: Including the latest research from Quantitative Finance Review 2003 contains these first-class articles, originally presented at the QFR 2003, along with a collection of selected technical papers from Wilmott magazine. In publishing this book we hope to share some of the great insights that, until now, only delegates at QFR 2003 were privy to, and give you some idea why Wilmott magazine is the most talked about periodical in the market. Including articles from luminaries such as Ed Thorp, Jean-Philippe Bouchaud, Philipp Schoenbucher, Pat Hagan, Ephraim Clark, Marc Potters, Peter Jaeckel and Paul Wilmott, this collection is a must for anyone working in the field of quantitative finance. The articles cover a wide range of topics: * Psychology in Financial Markets * Measuring Country Risk as Implied Volatility * The Equity-to-Credit Problem * Introducing Variety in Risk Management * The Art and Science of Curve Building * Next Generation Models for Convertible Bonds with Credit Risk * Stochastic Volatility and Mean-variance Analysis * Cliquet Options and Volatility Models And as they say at the end of (most) Bond movies The Best of Wilmott... will return on an annual basis.
The Art Of Quantitative Finance Vol 2
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Author : Gerhard Larcher
language : en
Publisher: Springer
Release Date : 2023-04-30
The Art Of Quantitative Finance Vol 2 written by Gerhard Larcher and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-04-30 with Business & Economics categories.
This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author’s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.
Quantitative Finance For Dummies
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Author : Steve Bell
language : en
Publisher: John Wiley & Sons
Release Date : 2016-06-07
Quantitative Finance For Dummies written by Steve Bell and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-07 with Business & Economics categories.
An accessible, thorough introduction to quantitative finance Does the complex world of quantitative finance make you quiver?You're not alone! It's a tough subject for even high-levelfinancial gurus to grasp, but Quantitative Finance ForDummies offers plain-English guidance on making sense ofapplying mathematics to investing decisions. With this completeguide, you'll gain a solid understanding of futures, options andrisk, and get up-to-speed on the most popular equations, methods,formulas and models (such as the Black-Scholes model) that areapplied in quantitative finance. Also known as mathematical finance, quantitative finance is thefield of mathematics applied to financial markets. It's a highlytechnical discipline—but almost all investment companies andhedge funds use quantitative methods. This fun and friendly guidebreaks the subject of quantitative finance down to easilydigestible parts, making it approachable for personal investors andfinance students alike. With the help of Quantitative FinanceFor Dummies, you'll learn the mathematical skills necessary forsuccess with quantitative finance, the most up-to-date portfolioand risk management applications and everything you need to knowabout basic derivatives pricing. Covers the core models, formulas and methods used inquantitative finance Includes examples and brief exercises to help augment yourunderstanding of QF Provides an easy-to-follow introduction to the complex world ofquantitative finance Explains how QF methods are used to define the current marketvalue of a derivative security Whether you're an aspiring quant or a top-tier personalinvestor, Quantitative Finance For Dummies is your go-toguide for coming to grips with QF/risk management.
Paul Wilmott On Quantitative Finance
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Author : Paul Wilmott
language : en
Publisher: John Wiley & Sons
Release Date : 2013-10-25
Paul Wilmott On Quantitative Finance written by Paul Wilmott and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-25 with Business & Economics categories.
Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return. The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative finance, portfolio management and derivatives. Parallels are drawn between the respectable world of investing and the not-so-respectable world of gambling. Volume 2: Exotic Contracts and Path Dependency; Fixed Income Modeling and Derivatives; Credit Risk In this volume the reader sees further applications of stochastic mathematics to new financial problems and different markets. Volume 3: Advanced Topics; Numerical Methods and Programs. In this volume the reader enters territory rarely seen in textbooks, the cutting-edge research. Numerical methods are also introduced so that the models can now all be accurately and quickly solved. Throughout the volumes, the author has included numerous Bloomberg screen dumps to illustrate in real terms the points he raises, together with essential Visual Basic code, spreadsheet explanations of the models, the reproduction of term sheets and option classification tables. In addition to the practical orientation of the book the author himself also appears throughout the book—in cartoon form, readers will be relieved to hear—to personally highlight and explain the key sections and issues discussed. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Applied Quantitative Finance
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Author : Wolfgang Karl Härdle
language : en
Publisher: Springer
Release Date : 2017-08-02
Applied Quantitative Finance written by Wolfgang Karl Härdle and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-02 with Business & Economics categories.
This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility. The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular b ut are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitcoins. The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website. The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web. QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.
Frontiers In Quantitative Finance
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Author : Rama Cont
language : en
Publisher: John Wiley & Sons
Release Date : 2009-03-09
Frontiers In Quantitative Finance written by Rama Cont and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-09 with Business & Economics categories.
The Petit D'euner de la Finance–which author Rama Cont has been co-organizing in Paris since 1998–is a well-known quantitative finance seminar that has progressively become a platform for the exchange of ideas between the academic and practitioner communities in quantitative finance. Frontiers in Quantitative Finance is a selection of recent presentations in the Petit D'euner de la Finance. In this book, leading quants and academic researchers cover the most important emerging issues in quantitative finance and focus on portfolio credit risk and volatility modeling.