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Seydel, R. (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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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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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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Shonkwiler, R. W. (2013)

This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial …

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Delong, Ł. (2013)

Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz …

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Cutland, N. J., Roux, A. (2013)

This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only …

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Hult, H., Lindskog, F., Hammarlid, O., Rehn, C. J. (2012)

Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured approach to these …

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Roman, S. (2012)

The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate …

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Seydel, R. (2012)

The disciplines of financial engineering and numerical computation differ greatly, however computational methods are used in a number of ways across the field of finance. It is …

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Pascucci, A., Runggaldier, W. J. (2012)

With the Bologna Accords a bachelor-master-doctor curriculum has been introduced in various countries with the intention that students may enter the job market already at the …

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Stojanovic, S. (2012)

This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in …

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Pascucci, A. (2011)

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for readers with a …

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Capiński, M., Zastawniak, T. (2011)

Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, …

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Wüthrich, M. V., Bühlmann, H., Furrer, H. (2010)

It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions are often measured by different yardsticks. Assets, …

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Ohlsson, E., Johansson, B. (2010)

Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object and the policy holder. …

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Filipovic, D. (2009)

Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of …

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Mikosch, T. (2009)

The second edition of this book contains both basic and more advanced - terial on non-life insurance mathematics. Parts I and II of the book cover the basic course of the ?rst …

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Lütkebohmert, E. (2009)

Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in …

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Textbook
Wüthrich, M. V., Bühlmann, H., Furrer, H. (2008)

It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions are often measured by different yardsticks. Assets, …

Available Formats:
eBook