Editorial Reviews Book Description This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing d...
Risk Analysis in Finance and Insurance ALEXANDER MELNIKOV Chapman Hall Contents 1 Foundations of Financial Risk Management 1.1 Introductory concepts of the securities market. Subject of nancial mathematics 1.2 Probabilistic foundations of...
Eckhard Platen David Heath School of Finance Economics and Department of Mathematical Sciences University of Technology Sydney GPO Box 123 Broadway, NSW, 2007, Australia Springer Basic Notation . . . . . . . . . . . . . . . . . . . . . . ....
Title: Credit Risk: Modeling, Valuation, and Hedging Author: Tomasz R. Bielecki and Marek Rutkowski Publisher: Springer Year: 2002 Pages: 497 Quality: Photocopy TOC: 1. Introdcution to Credit Risk 2. Corporate Debt 3. First-Passage-Time Mo...
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) (Hardcover) by Damiano Brigo (Author), Fabio Mercurio (Author) The concept of interest rate belongs to our every-day life and has entered our m...
Contents 1 The Discrete Case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 2 Dynamic Models in Discrete Time . . . . . . . . . . . . . . . . . . . . . . . . . 43 3 The BlackScholes Formula . . . . . ....
书名：Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications 作者：Claudio Albanese Giuseppe Campolieti 版次：Cdr edition (September 8, 2005) 格式：精美pdf非扫描版 页数：426 pages 出版者：Aca...
1. Inteoduction 2. Market history 3. Market development- Opportunities and challenges 4. Market trends 5. The impact of the new ASBEs on mainland Chinese securities companies 6. Financial highlights 7.Sector rankings 8. Financial highlight...
Brian Kettell, Economics for Financial Markets (Quantitative Finance) 金融市场经济学 PDF 清晰 Editorial Reviews Book Description Successful trading, speculating or simply making informed decisions about financial markets means it is essent...
PREFACE xvii I . STATIC MARKETS . . . . . . . . . . . . . . . . 1 . The Geometry of Choices and Prices . . . . . . 2 . Preferences . . . . . . . . . . . . . . . . . 3 . Market Equilibrium . . . . . . . . . . . . . . 4 . First Probability C...
