Textbook
Ang, C. S. (2021)
This advanced undergraduate/graduate textbook teaches students in finance and economics how to use R to analyse financial data and implement financial models. It demonstrates how …
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Lee, R. S. T. (2020)
With the exponential growth of program trading in the global financial industry, quantum finance and its underlying technologies have become one of the hottest topics in the …
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Marty, W. (2020)
This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and positive interest rates. The transition from a …
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Ma, L. (2020)
This book provides readers with a systematic approach to quantitative investments and bridges the gap between theory and practice, equipping students to more seamlessly enter the …
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Pitacco, E. (2020)
This book deals with Enterprise Risk Management (ERM) and, in particular, Quantitative Risk Management (QRM) in life insurance business. Constituting a “bridge” between …
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Baaquie, B. E. (2020)
Given the rapid pace of development in economics and finance, a concise and up-to-date introduction to mathematical methods has become a prerequisite for all graduate students, …
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Asmussen, S., Steffensen, M. (2020)
This textbook provides a broad overview of the present state of insurance mathematics and some related topics in risk management, financial mathematics and probability. Both …
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Saari, D. G. (2019)
This textbook invites the reader to develop a holistic grounding in mathematical finance, where concepts and intuition play as important a role as powerful mathematical tools. …
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Franke, J., Härdle, W. K., Hafner, C. M. (2019)
Now in its fifth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods …
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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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Yan, J. (2018)
This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and hedging of contingent …
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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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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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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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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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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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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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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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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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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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