This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
WeiterlesenOffers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...
WeiterlesenOffers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically ...
WeiterlesenThis book is structured around the main theories and models used by practitioners to engineer finance and investment tools. ...
Weiterlesenwe will investigate the 'market-conform' pricing of newly issued contingent claims. A contingent claim is a derivative ...
WeiterlesenThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
WeiterlesenPortfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations ...
WeiterlesenA major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. ...
WeiterlesenGuerard and Schwartz cover a wide variety of tools and techniques used to evaluate and manage financial performance, with ...
WeiterlesenIn Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant ...
WeiterlesenThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
WeiterlesenThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Weiterlesen