Electronic Books

Total Books: 1 - 20 /30

A Benchmark Approach to Quantitative Finance

The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for ...

A Course in Derivative Securities

This book aims at a middle ground between the introductory books on derivative securities and those that provide advanced ...

A Portrait of State-of-the-Art Research at the Technical University of Lisbon

This book contains the edited version of the invited lectures that were delivered by prominent researchers at UTL. This book ...

A Trading Desk View of Market Quality

"Market quality" is a complex, ambiguous term that means different things to different people. How should it be defined, ...

Advances in Mathematical Finance

This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...

Applied Quantitative Finance

Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics ...

Asset Prices, Booms and Recessions

The book studies the interaction of the financial market, economic activity and the macroeconomy from a dynamic perspective. ...

Binomial Models in Finance

This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and ...

Commodity Derivatives: Markets and Applications / Neil C. Schofield

The second edition includes discussions of critical new topics like dual curve swap valuation, option valuation within a ...

Estimation in Conditionally Heteroscedastic Time Series Models

ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. ...

Financial Economics and Econometrics / Nikiforos T. Laopodis

Covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; ...

Food Price Volatility and Its Implications for Food Security and Policy

This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price ...

High Frequency Financial Econometrics

This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range ...

Interest Rate Models - Theory and Practice

The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...

Interest Rate Models - Theory and Practice

The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...

Introduction to Modern Time Series Analysis

This excellent textbook presents an introduction to the time series analysis. It provides a good source of information for ...

Investigating the long-run relation between crypto-currencies and other assets محمد منير عبد القادر جحا ؛ عبد الله عدنان رزق ؛ تولين محي الدين الطيار ؛ تالا محي الدين الطيار ؛ إشراف د. سليمان موصللي

Crypto-currencies are financial assets with high volatility, which calls for an investigation of the long-run relation between ...

Long Memory in Economics

When applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic ...

Martingale Methods in Financial Modelling

This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...

Mathematical Control Theory and Finance

This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...

Total Books: 1 - 20 /30