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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Dufrénot, G. (Ed), Matsuki, T. (Ed) (2021)
The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative …
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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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Book
Van der Auwera, E., Schoutens, W., Petracco Giudici, M., Alessi, L. (2020)
This book explores the emerging field of risk management and risk analysis of cryptocurrencies, an area that has been generating considerable research. It begins by providing an …
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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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Book
Uribe, J. M., Guillen, M. (2020)
This brief addresses the estimation of quantile regression models from a practical perspective, which will support researchers who need to use conditional quantile regression to …
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Book
Brugière, P. (2020)
This self-contained book presents the main techniques of quantitative portfolio management and associated statistical methods in a very didactic and structured way, in a minimum …
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Book
Eberlein, E., Kallsen, J. (2019)
Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and …
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Book
Peng, S. (2019)
This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear …
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Medvedev, G. A. (2019)
This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. The methods it describes differ from those usually found in the literature in that …
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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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Book
Antonov, A., Konikov, M., Spector, M. (2019)
Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner. It …
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Book
Kunita, H. (2019)
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion …
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Book
Çetin, U., Danilova, A. (2018)
This book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and …
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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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