![Analyzing Financial Data and Implementing Financial Models Using R]( "Analyzing Financial Data and Implementing Financial Models Using R")
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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Hardcover
eBook
![Recent Econometric Techniques for Macroeconomic and Financial Data]( "Recent Econometric Techniques for Macroeconomic and Financial Data")
Book
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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Hardcover
eBook
![Quantum Finance]( "Quantum Finance")
Textbook
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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Hardcover
eBook
Softcover
![Fixed Income Analytics]( "Fixed Income Analytics")
Textbook
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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Hardcover
eBook
![Financial Risk Management for Cryptocurrencies]( "Financial Risk Management for Cryptocurrencies")
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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Softcover
eBook
![Quantitative Investing]( "Quantitative Investing")
Textbook
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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Hardcover
eBook
![ERM and QRM in Life Insurance]( "ERM and QRM in Life Insurance")
Textbook
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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Softcover
eBook
![Mathematical Methods and Quantum Mathematics for Economics and Finance]( "Mathematical Methods and Quantum Mathematics for Economics and Finance")
Textbook
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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Hardcover
eBook
![Risk and Insurance]( "Risk and Insurance")
Textbook
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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Hardcover
eBook
![Quantile Regression for Cross-Sectional and Time Series Data]( "Quantile Regression for Cross-Sectional and Time Series Data")
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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Softcover
eBook
![Quantitative Portfolio Management]( "Quantitative Portfolio Management")
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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Hardcover
eBook
![Mathematical Finance]( "Mathematical Finance")
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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Hardcover
eBook
![Nonlinear Expectations and Stochastic Calculus under Uncertainty]( "Nonlinear Expectations and Stochastic Calculus under Uncertainty")
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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eBook
Softcover
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![Yield Curves and Forward Curves for Diffusion Models of Short Rates]( "Yield Curves and Forward Curves for Diffusion Models of Short Rates")
Book
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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Softcover
Hardcover
eBook
![Mathematics of Finance]( "Mathematics of Finance")
Textbook
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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Softcover
eBook
![Statistics of Financial Markets]( "Statistics of Financial Markets")
Textbook
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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Softcover
eBook
![Modern SABR Analytics]( "Modern SABR Analytics")
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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Softcover
eBook
![Stochastic Flows and Jump-Diffusions]( "Stochastic Flows and Jump-Diffusions")
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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Hardcover
eBook
![Dynamic Markov Bridges and Market Microstructure]( "Dynamic Markov Bridges and Market Microstructure")
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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eBook
Hardcover
Softcover
![Continuous-Time Asset Pricing Theory]( "Continuous-Time Asset Pricing Theory")
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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Hardcover
eBook
Softcover