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Author : Rabindra Nath Bhattacharya
Publisher : IMS
ISBN 13 : 9780940600553
Total Pages : 312 pages
Book Rating : 4.6/5 (5 download)
Download or read book Probability, Statistics, and Their Applications written by Rabindra Nath Bhattacharya and published by IMS. This book was released on 2003 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 736 pages
Book Rating : 4.3/5 (555 download)
Download or read book The Journal of Derivatives written by and published by . This book was released on 2005 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : D. Kannan
Publisher : CRC Press
ISBN 13 : 1482294702
Total Pages : 790 pages
Book Rating : 4.4/5 (822 download)
Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan and published by CRC Press. This book was released on 2001-10-23 with total page 790 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Author : Marco Avellaneda
Publisher : World Scientific
ISBN 13 : 9814493562
Total Pages : 379 pages
Book Rating : 4.8/5 (144 download)
Download or read book Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Ii) written by Marco Avellaneda and published by World Scientific. This book was released on 2001-01-10 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lecturers and presenters of papers are prominent researchers and practitioners in the field of quantitative financial modeling. Most are faculty members at leading universities or Wall Street practitioners.The lectures deal with the emerging science of pricing and hedging derivative securities and, more generally, managing financial risk. Specific articles concern topics such as option theory, dynamic hedging, interest-rate modeling, portfolio theory, price forecasting using statistical methods, etc.
Author : Aymeric Kalife
Publisher : CRC Press
ISBN 13 : 1000876276
Total Pages : 541 pages
Book Rating : 4.0/5 (8 download)
Download or read book Sustainable Life Insurance written by Aymeric Kalife and published by CRC Press. This book was released on 2023-08-18 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sustainable Life Insurance: Managing Risk Appetite for Insurance Savings and Retirement Products gives an overview of all relevant aspects of traditional and non-traditional savings and retirement products from both insurers’ and policyholders’ respective risk appetites. Examples of such products include general accounts, whole life, annuities (variable, fixed and fixed indexed, structured), index-linked products, CPPI-based products, etc. The book contains technical details associated with both practice and theory, specifically related to modelling, product design, investments and risk management challenges and solutions, tailored to both insurers’ and policyholders’ perspectives. Features The book offers not only theoretical background but also concrete, cutting-edge "quick wins" across strategic and operational business axes. It will be an asset for professionals in the insurance industry, and a great teaching/learning resource for courses in risk management, insurance modelling, and more. The book highlights the operational challenges encountered across modelling, product designs and hedging.
Author :
Publisher :
ISBN 13 :
Total Pages : 594 pages
Book Rating : 4.:/5 (31 download)
Download or read book Research Program in Finance Working Paper Series written by and published by . This book was released on 1971 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Marco Avellaneda
Publisher : World Scientific
ISBN 13 : 9814490598
Total Pages : 363 pages
Book Rating : 4.8/5 (144 download)
Download or read book Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Iii) written by Marco Avellaneda and published by World Scientific. This book was released on 2002-01-18 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The audience consisted of academics from New York University and other universities, as well as practitioners from investment banks, hedge funds and asset-management firms.
Author : University of Oxford
Publisher :
ISBN 13 :
Total Pages : 80 pages
Book Rating : 4.3/5 (91 download)
Download or read book Successful Candidates for the Degrees of D.Phil., M.Litt., M.Sc., and Diploma in Law with Titles of Their Theses written by University of Oxford and published by . This book was released on 2002 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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ISBN 13 :
Total Pages : 774 pages
Book Rating : 4.F/5 ( download)
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2006 with total page 774 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yuri Kabanov
Publisher : Springer Science & Business Media
ISBN 13 : 3540681213
Total Pages : 306 pages
Book Rating : 4.5/5 (46 download)
Download or read book Markets with Transaction Costs written by Yuri Kabanov and published by Springer Science & Business Media. This book was released on 2009-12-04 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is the first monograph on this highly important subject.
Author : David C. Heath Glen Swindle
Publisher : American Mathematical Soc.
ISBN 13 : 9780821867624
Total Pages : 184 pages
Book Rating : 4.8/5 (676 download)
Download or read book Introduction to Mathematical Finance written by David C. Heath Glen Swindle and published by American Mathematical Soc.. This book was released on 2000-01-25 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: The foundation for the subject of mathematical finance was laid nearly 100 years ago by Bachelier in his fundamental work, Theorie de la speculation. In this work, he provided the first treatment of Brownian motion. Since then, the research of Markowitz, and then of Black, Merton, Scholes, and Samuelson brought remarkable and important strides in the field. A few years later, Harrison and Kreps demonstrated the fundamental role of martingales and stochastic analysis in constructing and understanding models for financial markets. The connection opened the door for a flood of mathematical developments and growth. Concurrently with these mathematical advances, markets have grown, and developments in both academia and industry continue to expand. This lively activity inspired an AMS Short Course at the Joint Mathematics Meetings in San Diego (CA). The present volume includes the written results of that course. Articles are featured by an impressive list of recognized researchers and practitioners. Their contributions present deep results, pose challenging questions, and suggest directions for future research. This collection offers compelling introductory articles on this new, exciting, and rapidly growing field.
Author : Valeriy Zakamulin
Publisher : Springer
ISBN 13 : 331960970X
Total Pages : 300 pages
Book Rating : 4.3/5 (196 download)
Download or read book Market Timing with Moving Averages written by Valeriy Zakamulin and published by Springer. This book was released on 2017-11-17 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive guide to market timing using moving averages. Part I explores the foundations of market timing rules, presenting a methodology for examining how the value of a trading indicator is computed. Using this methodology the author then applies the computation of trading indicators to a variety of market timing rules to analyse the commonalities and differences between the rules. Part II goes on to present a comprehensive analysis of the empirical performance of trading rules based on moving averages.
Author : Klaus Bjerre Toft
Publisher :
ISBN 13 :
Total Pages : 304 pages
Book Rating : 4.:/5 (33 download)
Download or read book Essays in Option Pricing written by Klaus Bjerre Toft and published by . This book was released on 1994 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ching-Zong Wei
Publisher : IMS
ISBN 13 : 9780940600683
Total Pages : 314 pages
Book Rating : 4.6/5 (6 download)
Download or read book Time Series and Related Topics written by Ching-Zong Wei and published by IMS. This book was released on 2006 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stewart Hodges
Publisher : Manchester University Press
ISBN 13 : 9780719036354
Total Pages : 344 pages
Book Rating : 4.0/5 (363 download)
Download or read book Options written by Stewart Hodges and published by Manchester University Press. This book was released on 1992 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Carol Alexander
Publisher : John Wiley & Sons
ISBN 13 : 0470997893
Total Pages : 427 pages
Book Rating : 4.4/5 (79 download)
Download or read book Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments written by Carol Alexander and published by John Wiley & Sons. This book was released on 2008-06-09 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Duration-Convexity approximation to bond portfolios, and portfolio immunization; Pricing floaters and vanilla, basis and variance swaps; Coupon stripping and yield curve fitting; Proxy hedging, and hedging international securities and energy futures portfolios; Pricing models for European exotics, including barriers, Asians, look-backs, choosers, capped, contingent, power, quanto, compo, exchange, ‘best-of’ and spread options; Libor model calibration; Dynamic models for implied volatility based on principal component analysis; Calibration of stochastic volatility models (Matlab code); Simulations from stochastic volatility and jump models; Duration, PV01 and volatility invariant cash flow mappings; Delta-gamma-theta-vega mappings for options portfolios; Volatility beta mapping to volatility indices.
Author :
Publisher :
ISBN 13 :
Total Pages : 886 pages
Book Rating : 4.:/5 (4 download)
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1999 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt:
