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