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 ...

Lire la suite
A Course in Derivative Securities

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

Lire la suite
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 ...

Lire la suite
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, ...

Lire la suite
Advances in Mathematical Finance

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

Lire la suite
Applied Quantitative Finance

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

Lire la suite
Asset Prices, Booms and Recessions

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

Lire la suite
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 ...

Lire la suite
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 ...

Lire la suite
Estimation in Conditionally Heteroscedastic Time Series Models

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

Lire la suite
NoIMG
Financial Economics and Econometrics / Nikiforos T. Laopodis

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

Lire la suite
NoIMG
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 ...

Lire la suite
High Frequency Financial Econometrics

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

Lire la suite
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 ...

Lire la suite
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 ...

Lire la suite
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 ...

Lire la suite
NoIMG
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 ...

Lire la suite
Long Memory in Economics

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

Lire la suite
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. ...

Lire la suite
Mathematical Control Theory and Finance

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

Lire la suite
Total Books: 1 - 20 /30