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Stochastic Calculus Models for Finance II : Continuous-Time Models (Springer Finance Series) by Steven E. Shreve
Textbook Hardcover - New Edition
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This is the second volume in a two volume sequence on Stochastic calculus models in finance. This second volume which does not require the first volume as a pre-requisite ... More
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2.
Risk and Asset Allocation by Attilio Meucci
Paperback - Reprint
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This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments. Multivariate estimation methods ... More
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Interest Rate Models by Rene A. Carmona, Michael Tehranchi
Hardcover
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These ... More
- Online price: $89.95Member price: $80.95(Save 10%)Limited Time Offer! Everyone receives the Member Price on books.
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Asset Pricing : Modeling And Estimation by B.Philipp Kellerhals
Hardcover
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The modern field of asset pricing asks for sound pricing models grounded on the theory of financial economics as well as for accurate estimation techniques when it comes to ... More
- Online price: $135.00Member price: $121.50(Save 10%)Limited Time Offer! Everyone receives the Member Price on books.
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5.
Credit Risk Valuation by Manuel Ammann
Hardcover - REV
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This book offers an advanced introduction to the models of credit risk valuation. It concentrates on firm-value and reduced-form approaches and their applications in practice. ... More
- Online price: $139.00Member price: $125.10(Save 10%)Limited Time Offer! Everyone receives the Member Price on books.
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6.
Credit Risk : Modeling, Valuation and Hedging by Tomasz R. Bielecki, Marek Rutkowski, T. R. Bielecki
Hardcover
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The main objective of Credit Risk Modeling, Valuation and Hedging is to present a comprehensive survey of the past developments in the area of credit risk research, as well as ... More
- Online price: $115.00Member price: $92.00(Save 20%)Limited Time Offer! Everyone receives the Member Price on books.
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7.
Creditrisk+ In The Banking Industry by Matthias Gundlach (Editor) , Frank Lehrbass
Hardcover
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CreditRisk+ is an important and widely implemented default-mode model of portfolio credit risk, based on a methodology from acturial mathematics. This book gives an account ... More
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8.
Derivative Securities and Difference Methods by You-lan Zhu, Xiaonan Wu, I-Liang Chern
Textbook Hardcover - New Edition
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The aim of the book is to provide readers who have some code writing experience for engineering computations with the skills to develop efficient derivative pricing codes. The ... More
- List price: $99.00Online price: $93.50Member price: $84.15(Save 14%)Limited Time Offer! Everyone receives the Member Price on books.
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9.
Efficient Methods For Valuing Interest Rate Derivatives by Antoon Pelsser, A. A. J. Pelsser
Hardcover
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Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two ... More
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10.
Empirical Techniques In Finance by Ramaprasad Bhar, Shigeyuki Hamori
Hardcover
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The rapid advances in financial technology in the past decade have led to a commensurate increase in sophistication for modelling techniques needed by the researchers for the ... More
- Online price: $129.00Member price: $116.10(Save 10%)Limited Time Offer! Everyone receives the Member Price on books.
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