Textbook
Maggioni, M., Turchetti, G. (2018)

This textbook presents the fundamental economic dimensions of insurance companies and links them to managerial issues. Bringing together academic rigour and a strongly …

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Pagès, G. (2018)

This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance. Topics covered include the Monte Carlo simulation …

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Textbook
Jarrow, R. A. (2018)

Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the …

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Marty, W. (2017)

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated. The transition from a single bond to a bond portfolio leads to …

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Caselli, S. (Ed), Gatti, S. (Ed) (2017)

This book, now in its second edition, provides an in-depth overview of all segments of the structured finance business, with particular reference to market trends, deal …

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Seydel, R. U. (2017)

Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. …

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Textbook
Zhang, J. (2017)

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial …

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Textbook
Härdle, W. K. (Ed), Chen, C. Y. (Ed), Overbeck, L. (Ed) (2017)

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula …

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Barucci, E., Fontana, C. (2017)

This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a …

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Textbook
Witzany, J. (2017)

This book introduces to basic and advanced methods for credit risk management. It covers classical debt instruments and modern financial markets products. The author describes not …

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Ihori, T. (2017)

This textbook equips instructors and students with an overview of the existing literature so that the latter can attain an overall understanding of macroeconomic and microeconomic …

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Textbook
Wüthrich, M. V. (2016)

This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed …

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Textbook
Chesney, M., Gheyssens, J., Pana, A. C., Taschini, L. (2016)

This textbook provides an introduction to environmental finance and investments. The current situation raises fundamental questions that this book aims to address. Under which …

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Corelli, A. (2016)

This book draws readers’ attention to the financial aspects of daily life at a corporation by combining a robust mathematical setting and the explanation and derivation of the …

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Textbook
Choe, G. H. (2016)

This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, …

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Textbook
Bouchard, B., Chassagneux, J. (2016)

This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals …

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Petters, A. O., Dong, X. (2016)

This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately …

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Hens, T., Rieger, M. O. (2016)

Financial economics is a fascinating topic where ideas from economics, mathematics and, most recently, psychology are combined to understand financial markets. This book gives a …

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Textbook
Le Gall, J. (2016)

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main …

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Textbook
Mansini, R., Ogryczak, W., Speranza, M. G. (2015)

This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, …

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