Quantitative Finance.
概観
| 著作: | 95 作品に 95 出版物中に 95 言語 | |
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タイトル
Mathematical and statistical methods for actuarial sciences and finance[electronic resource] /
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Implicit embedded options in life insurance contracts[electronic resource] :a market consistent valuation framework /
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Introduction to the mathematics of finance[electronic resource] :arbitrage and option pricing /
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Financial mathematics[electronic resource] :theory and problems for multi-period models /
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Pricing of bond options[electronic resource] :unspanned stochastic volatility and random field models /
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Parameter estimation in stochastic differential equations[electronic resource] /
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Business statistics for competitive advantage with Excel 2007[electronic resource] :basics, model building, and cases /
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Malliavin calculus for Levy processes with applications to finance[electronic resource] /
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Probability and statistical models[electronic resource] :foundations for problems in reliability and financial mathematics /
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Mathematical and statistical methods for actuarial sciences and finance[electronic resource] /
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Stochastic optimization in insurance[electronic resource] :a dynamic programming approach /
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General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions[electronic resource] /
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Market microstructure and nonlinear dynamics[electronic resource] :keeping financial crisis in context /
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Nonlinear economic dynamics and financial modelling[electronic resource] :essays in honour of Carl Chiarella /
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Applied asset and risk management[electronic resource] :a guide to modern portfolio management and behavior-driven markets /
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Financial econometrics and empirical market microstructure[electronic resource] /
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A time series approach to option pricing[electronic resource] :models, methods and empirical performances /
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Stochastic integration in Banach spaces[electronic resource] :theory and applications /
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Innovations in quantitative risk management[electronic resource] :TU Munchen, September 2013 /
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Fixed-income portfolio analytics[electronic resource] :a practical guide to implementing, monitoring and understanding fixed-income portfolios /
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Grammar-based feature generation for time-series prediction[electronic resource] /
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Quantitative energy finance[electronic resource] :modeling, pricing, and hedging in energy and commodity markets /
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Bank management and control[electronic resource] :strategy, capital and risk management /
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German covered bonds[electronic resource] :overview and risk analysis of pfandbriefe /
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Generalized Hyperbolic Secant Distributions[electronic resource] :With Applications to Finance /
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Fluctuations of Levy processes with applications[electronic resource] :introductory lectures /
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Mathematical and statistical methods for actuarial sciences and finance[electronic resource] /
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Linear and mixed integer programming for portfolio optimization[electronic resource] /
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Actuarial sciences and quantitative finance[electronic resource] :ICASQF, Bogota, Colombia, June 2014 /
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Portfolio analytics[electronic resource] :an introduction to return and risk measurement /
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Set optimization and applications - the state of the art[electronic resource] :from set relations to set-valued risk measures /
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Interest rate modeling[electronic resource] :post-crisis challenges and approaches /
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Tempered stable distributions[electronic resource] :stochastic models for multiscale processes /
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Dynamic systems models[electronic resource] :new methods of parameter and state estimation /
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Statistical methods and applications in insurance and finance[electronic resource] :CIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 /
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Financial economics[electronic resource] :a concise introduction to classical and behavioral finance /
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Quantitative modeling of operational risk in finance and banking using possibility theory[electronic resource] /
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Stochastic processes and calculus[electronic resource] :an elementary introduction with applications /
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The fascination of probability, statistics and their applications[electronic resource] :in honour of Ole E. Barndorff-Nielsen /
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Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA[electronic resource] /
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Leveraged exchange-traded funds[electronic resource] :price dynamics and options valuation /
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An introduction to mathematical finance with applications[electronic resource] :understanding and building financial intuition /
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Trends in mathematical economics[electronic resource] :dialogues between southern Europe and Latin America /
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Banking beyond banks and money[electronic resource] :a guide to banking services in the twenty-first century /
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Sustainable asset accumulation and dynamic portfolio decisions[electronic resource] /
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Options and derivatives programming in C++[electronic resource] :algorithms and programming techniques for the financial industry /
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Artificial intelligence in financial markets[electronic resource] :cutting edge applications for risk management, portfolio optimization and economics /
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Quantitative analysis and IBM SPSS statistics[electronic resource] :a guide for business and finance /
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Innovations in derivatives markets[electronic resource] :fixed income modeling, valuation adjustments, risk management, and regulation /
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Advanced modelling in mathematical finance[electronic resource] :in honour of Ernst Eberlein /
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