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