Books

18 results found
Title Authors Description OpenBook ID
Financial Econometrics Financial Econometrics Joann Jasiak,Christian Gourieroux,Christian Gourieroux "Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economi… OL11605037W
Fischer Black and the revolutionary idea of finance Fischer Black and the revolutionary idea of finance Perry Mehrling Fischer Black and the Revolutionary Idea of Finance explores Fischer Black's intellectual journey from Harvard to the offices of ADL, from the University of Chicago to MIT, and then to Goldman Sachs.… OL13730653W
Dynamic copula methods in finance Dynamic copula methods in finance Umberto Cherubini "The latest tools and techniques for pricing and risk management. This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrate… OL16117875W
Financial simulation modeling in Excel Financial simulation modeling in Excel Keith A. Allman "A practical guide to understanding and implementing financial simulation modeling. As simulation techniques become more popular among the financial community and a variety of sub-industries, a thoro… OL16485929W
Artificial higher order neural networks for economics and business Artificial higher order neural networks for economics and business Ming Zhang "This book is the first book to provide opportunities for millions working in economics, accounting, finance and other business areas education on HONNs, the ease of their usage, and directions on ho… OL16951926W
How I became a quant How I became a quant Barry Schachter xiii, 386 p OL18545337W
Mathematics of Derivative Securities (Publications of the Newton Institute) Mathematics of Derivative Securities (Publications of the Newton Institute) Michael A. H. Dempster,H. K. Moffatt xvii, 582 p. : 24 cm OL19349340W
Advances in Finance and Stochastics Advances in Finance and Stochastics Klaus Sandmann In many areas of finance and stochastics, significant advances have been made since this field of research was opened by Black, Scholes and Merton in 1973. Advances in Finance and Stochastics contain… OL19824413W
Advances in Stochastic Modelling and Data Analysis Advances in Stochastic Modelling and Data Analysis Jacques Janssen Advances in Stochastic Modelling and Data Analysis presents the most recent developments in the field, together with their applications, mainly in the areas of insurance, finance, forecasting and mar… OL19824809W
Discrete Time Series, Processes, and Applications in Finance Discrete Time Series, Processes, and Applications in Finance Gilles Zumbach <p>Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natu… OL19843601W
Financial Markets Theory Financial Markets Theory Emilio Barucci <STRONG>Financial Markets Theory</STRONG> presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portf… OL19850050W
Financial Mathematics, Volatility And Covariance Modelling Financial Mathematics, Volatility And Covariance Modelling Julien Chevallier, Stéphane Goutte,David Guerreiro,Sophie Saglio Financial Mathematics, Volatility and Covariance Modelling: Volume 2 provides a key repository on the current state of knowledge, the latest debates and recent literature on financial mathematics, vo… OL20224983W
Recent Advances in Computational Finance Recent Advances in Computational Finance Gordon H. Dash xiv, 213 pages : 27 cm OL20365035W
Developments in mean-variance efficient portfolio selection Developments in mean-variance efficient portfolio selection Megha Agarwal "Mean-variance efficient portfolio selection was originally identified by Nobel Laureate Harry Markowitz (1952) and to this day remains one of the most popular approaches to portfolio selection. Howe… OL23197994W
Financial Products Financial Products Bill Dalton Financial Products provides a step-by-step guide to some of the most important ideas in financial mathematics. It describes and explains interest rates, discounting, arbitrage, risk neutral probabili… OL3179757W
The Credit Market Handbook The Credit Market Handbook H. Gifford Fong In The Credit Market Handbook, financial expert and Editor H. Gifford Fong has assembled a group of prominent professionals and academics familiar with the credit arena. In each chapter, a different … OL5372749W
The Paradox of Asset Pricing (Frontiers of Economic Research) The Paradox of Asset Pricing (Frontiers of Economic Research) Peter Bossaerts "Asset pricing theory abounds with elegant mathematical models. The logic is so compelling that the models are widely used in policy, from banking, investments, and corporate finance to government. I… OL8328349W
Quality money management Quality money management Benjamin Van Vliet,Andrew Kumiega viii, 295 pages : 27 cm OL9316664W