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