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Resultados para: financial mathematics

8 produtos
  • The Mathematics of Financial Derivatives

    Wilmott, Paul; Howison,Sam
    (506638)

    The Mathematics of Financial Derivatives

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  • Chapman & Hall/CRC Financial Mathematics -...

    Wu,Lixin
    (9266770)

    Containing many results that are new or exist only in recent research articles, Interest Rate Modeling: Theory and Practice portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It...

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  • Chapman & Hall/CRC Financial Mathematics -...

    Guyon,Julien; Labordere,Henry; Labordere,Pierre-Henry; Henry-Labordere, Pierre
    (9266604)

    New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-including Risk...

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  • Chapman & Hall/CRC Financial Mathematics -...

    Kijima,Masaaki
    (9263957)

    Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks and ethical standards involved. Stochastic Processes with Applications to Finance, Second...

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  • Chapman & Hall/CRC Financial Mathematics - 27...

    Roncalli,Thierry
    (9265462)

    Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and...

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  • Chapman & Hall/CRC Financial Mathematics -...

    Campolieti, Giuseppe; Makarov,Roman
    (9263644)

    Versatile for Several Interrelated Courses at the Undergraduate and Graduate LevelsFinancial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial...

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  • Chapman & Hall/CRC Financial Mathematics - 19...

    Bluhm,Christian; Wagner,Christoph; Overbeck,Ludger
    (9263546)

    Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to...

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  • Financial Mathematics

    Mishura, Yuliya
    (9395765)

    Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with...

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