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Modelling, Pricing, and Hedging Counterparty Credit Exposure
A Technical Guide
Produktform: E-Buch Text Elektronisches Buch in proprietärem
149,79 € inkl. MwSt.
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A Course in Derivative Securities
Introduction to Theory and Computation
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64,19 € inkl. MwSt.
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Analytically Tractable Stochastic Stock Price Models
Produktform: E-Buch Text Elektronisches Buch in proprietärem
This book offers sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions and implied volatilities in stochastic volatility models. For readers familiar with stochastic analysis and probability theory.
60,98 € inkl. MwSt.
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Computational Methods for Quantitative Finance
Finite Element Methods for Derivative Pricing
Produktform: E-Buch Text Elektronisches Buch in proprietärem
This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and classes of Feller processes.
85,59 € inkl. MwSt.
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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
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213,99 € inkl. MwSt.
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A Benchmark Approach to Quantitative Finance
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53,49 € inkl. MwSt.
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The Mathematics of Arbitrage
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128,39 € inkl. MwSt.
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Discrete Time Series, Processes, and Applications in Finance
Produktform: E-Buch Text Elektronisches Buch in proprietärem
This book surveys empirical properties of financial time series, discusses their mathematical basis, and describes uses in risk evaluation, option pricing or portfolio construction. The author introduces and assesses a range of processes against the benchmark.
53,49 € inkl. MwSt.
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Financial Modeling, Actuarial Valuation and Solvency in Insurance
Produktform: E-Buch Text Elektronisches Buch in proprietärem
96,29 € inkl. MwSt.
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Contract Theory in Continuous-Time Models
Produktform: E-Buch Text Elektronisches Buch in proprietärem
96,29 € inkl. MwSt.
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