Title：Implementing Models in Quantitative Finance: Methods and Cases Authors：Gianluca Fusai Andrea Roncoroni Edition：1 edition (January 2008) Format：High Quality pdf Non-scanned Version Pages：619 pages Publisher：Springer Reference：...
书名：Dynamic asset pricing Theory （3rd ED） 中译：动态资产定价理论 作者：Darrell Duffie 版次：2001 格式：pdf扫描版 页数：472 出版者：Princeton Academic Press 英文介绍： http://press.princeton.edu/titles/7223.html 中文介绍：《动态资产定价...
Contents Preface xi List of Common Symbols and Notations xv 1 Derivatives Pricing, Hedging and Risk Management: The State of the Art 1 2 Bivariate Copula Functions 49 3 Market Comovements and Copula Families 95 4 Multivariate Copulas 129 5...
Chapter 1 - Executive Overview of this Book Part I - Template Programming in C++ Chapter 2 - A Gentle Introduction to Templates in C++ Chapter 3 - An Introduction to the Standard Template Library Chapter 4 - STL for Financial Engineering A...
Preface ix Editor xix Contributors xxi PART I A VIEW ON CREDIT DERIVATIVES CHAPTER 1 Single Name Credit Default Swap Valuation: A Review 3 Anouk G.P. Claes and Marc J.K. De Ceuster CHAPTER 2 Valuation of Credit Derivatives with Counterpart...
1 Structured Finance: A Primer 1 2 Object-Oriented Programming 19 3 Volatility and Correlation 45 4 Cash Flow Design 75 5 Convertible Bonds 113 6 Equity-Linked Notes 137 7 Credit-Linked Notes 177 8 Basket Credit Derivatives and CDOs 203 9...
1. Introduction: A Simple Market Model . . . . . . . . . . . . . . . . . . . . . . 1 1.1 Basic Notions and Assumptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 No-Arbitrage Principle . . . . . . . . . . . . . . . . . ....
Title: Extreme Value TheoryAn Introduction Authors: Laurens de Haan, Ana Ferreira Total Page: 415 Publisher: Springer Contents: Preface vii List of Abbreviations and Symbols xv Part I One-Dimensional Observations 1 Limit Distributions and...
1 Basic interest rate markets, concepts, and relations 1 2 Fixed income securities 22 3 Stochastic processes and stochastic calculus 43 4 Asset pricing and term structures: discrete-time models 71 5 Asset pricing and term structures: an in...
Preface xi Acknowledgments xiii Chapter 1: Introduction 1 Chapter 2: Model Specification and Estimation Strategies 17 Chapter 3: Large-Sample Properties of Extremum Estimators 35 Chapter 4: Goodness-of-Fit and Hypothesis Testing 71 Chapter...
