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Kategoria BISAC: Business & Economics >> Finance - Financial Engineering
ilość książek w kategorii: 802
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Financial Engineering (Kolb) +
ISBN: 9780470455814 / Angielski / Twarda / 616 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. FINANCIAL ENGINEERING The Robert W. Kolb Series in Finance is an unparalleled source of information dedicated to the most important issues in modern finance. Each book focuses on a specific topic in the field of finance and contains contributed chapters from both respected academics and experienced financial professionals. As part of the Robert W. Kolb Series in Finance, Financial Engineering aims to provide a comprehensive understanding of this important discipline by examining its fundamentals, the newest financial products, and disseminating cutting-edge research. A... FINANCIAL ENGINEERING The Robert W. Kolb Series in Finance is an unparalleled source of information dedicated to the most important issues i... |
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365,09 zł |
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Algorithmic Differentiation in Finance Explained
ISBN: 9783319539782 / Angielski / Miękka / 103 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. |
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133,12 zł |
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Equity Valuation: Models from Leading Investment Banks
ISBN: 9780470031490 / Angielski / Twarda / 440 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Equity Valuation: Models from the Leading Investment Banks is a clear and reader-friendly guide to how today's leading investment banks analyze firms. Editors Jan Viebig and Thorsten Poddig bring together expertise from UBS, Morgan Stanley, DWS Investment GmbH and Credit Suisse, providing a unique analysis of leading equity valuation models, from the very individuals who use them. Filled with real world insights, practical examples and theoretical approaches, the book will examine the strengths and weaknesses of some of the leading valuation approaches, helping readers understand how...
Equity Valuation: Models from the Leading Investment Banks is a clear and reader-friendly guide to how today's leading investment banks analyze...
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390,22 zł |
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Swaps and Other Derivatives
ISBN: 9780470721919 / Angielski / Twarda / 392 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. "Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners."
--Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and... "Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This...
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392,79 zł |
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professional financial computi
ISBN: 9780470824399 / Angielski / Twarda / 352 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. "Professional Financial Computing Using Excel and VBA is an admirable exposition that bridges the theoretical underpinnings of financial engineering and its application which usually appears as a "black-box" software application. The book opens the black-box and reveals the architecture of risk-modeling and financial engineering based on industry-standard stochastic models by utilizing Excel and VBA functionality to create a robust and practical modeling tool-kit. Financial engineering professionals who purchase this book will have a jumpstart advantage for their customized financial...
"Professional Financial Computing Using Excel and VBA is an admirable exposition that bridges the theoretical underpinnings of financial engine...
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456,97 zł |
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advanced modelling in finance using excel and vba
ISBN: 9780471499220 / Angielski / Twarda / 288 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s.
The book adopts a step-by-step approach to understanding the more sophisticated aspects of Excel macros and VBA programming, showing how these programming techniques can be used to model and manipulate financial data, as applied to equities, bonds and options. The book is essential... This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across ...
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410,71 zł |
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Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation
ISBN: 9783319340265 / Angielski / Miękka / 492 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years' experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: -Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks. -Numerical methods including discrete-time methods, finite... This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk manag... |
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302,60 zł |
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Global Credit Review - Volume 3
ISBN: 9789814566131 / Angielski / Twarda / 176 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Global Credit Review is an annual publication that provides an overview of the most important developments in global credit markets and the regulatory landscape. The third volume provides some critical analysis, reviews the introduction of new regulations and also offers new insights to address the challenges ahead. The carefully selected chapters touch on current topics such as: the measurement of systemic risk, reserve requirements and its role in monetary policy, the application of the Basel II default definition by credit risk assessment systems, and changes in credit portfolio...
Global Credit Review is an annual publication that provides an overview of the most important developments in global credit markets and the regulatory...
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cena:
395,10 zł |
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Smile Pricing Explained
ISBN: 9781137335715 / Angielski / Miękka / 238 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In modern derivatives trading, Black-Scholes theory is only a starting point. Asset volatilities are not constant, but change with market conditions. Large price moves are associated with periods of market turbulence and this leads to a smile shaped curve of the volatility implied from market prices. Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing. The key models used in practice are covered, together with numerical techniques and calibration. Dr Austing guides the reader from...
In modern derivatives trading, Black-Scholes theory is only a starting point. Asset volatilities are not constant, but change with market conditions. ...
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cena:
181,55 zł |
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The Greeks and Hedging Explained
ISBN: 9781137350732 / Angielski / Miękka / 134 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Most books on financial derivatives focus on either the investment side of the business or on the mathematical models to price them. However, there is a gap between how quantitative researchers, analysts, structurers, risk managers and traders look and communicate on derivatives problems. In particular there often is a strong emphasis on pricing rather than hedging or risk management. This book fills a gap for a technical but not impenetrable guide to hedging options, and the 'Greek' (Theta, Vega, Rho, and Lambda) parameters that represent the sensitivity of derivatives prices. Taking the...
Most books on financial derivatives focus on either the investment side of the business or on the mathematical models to price them. However, there is...
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153,30 zł |
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Financial Engineering with Copulas Explained
ISBN: 9781137346308 / Angielski / Miękka / 150 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The modeling of dependence structures (or copulas) is undoubtedly one of the key challenges for modern financial engineering. First applied to credit-risk modeling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques, and risk models, and are a core part of the financial engineer's toolkit. However, by their very nature, copulas are complex and their applications are often misunderstood. Incorrectly applied, copulas can be hugely detrimental to a model or algorithm. Financial Engineering with Copulas Explained is a reader-friendly, yet rigorous...
The modeling of dependence structures (or copulas) is undoubtedly one of the key challenges for modern financial engineering. First applied to credit-...
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cena:
141,19 zł |
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Interest Rate Derivatives Explained, Volume 1: Products and Markets
ISBN: 9781137360069 / Angielski / Twarda / 207 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.
Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this boo...
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181,55 zł |
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Quantitative Finance: Back to Basic Principles
ISBN: 9781137414496 / Angielski / Twarda / 223 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today's markets.
The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and ...
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cena:
342,95 zł |
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Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging
ISBN: 9781119037996 / Angielski / Twarda / 374 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Supercharge options analytics and hedging using the power of Python
Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, giving you the background and tools necessary to value stock index options from a sound foundation. You'll find and use self-contained Python scripts and modules and learn how to apply... Supercharge options analytics and hedging using the power of Python
Derivatives Analytics with Python shows you how to implement mark... |
cena:
323,47 zł |
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Time-Discrete Method of Lines for Options and Bonds, The: A Pde Approach
ISBN: 9789814619677 / Angielski / Twarda / 288 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In The Time-Discrete Method of Lines for Options and Bonds, Gunter H Meyer examines PDE models for financial derivatives and shows where the Fichera theory requires the pricing equation at degenerate boundary points, and what modifications of it lead to acceptable tangential boundary conditions at non-degenerate points on computational boundaries when no financial data are available.Extensive numerical simulations are carried out with the method of...
Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In Th...
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cena:
439,01 zł |
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High-Frequency Trading and Probability Theory
ISBN: 9789814616508 / Angielski / Twarda / 192 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic...
This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build tradin...
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cena:
346,32 zł |
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High-Frequency Trading and Probability Theory
ISBN: 9789814616515 / Angielski / Miękka / 192 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic...
This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build tradin...
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cena:
185,36 zł |
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Zero Lower Bound Term Structure Modeling: A Practitioner's Guide
ISBN: 9781137408327 / Angielski / Twarda / 409 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to stimulate economic growth. This book provides a comprehensive reference to ZLB structure modeling in an applied setting.
Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the c...
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cena:
443,82 zł |
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Finance Monsters: How Massive Unregulated Betting by a Small Group of Financiers Propelled the Mortgage Market Collapse Into a Global Fi
ISBN: 9781503012400 / Angielski / Miękka / 250 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. What was the real reason for the worst financial crisis the world has seen since the Great Depression of the 1930s? Was the problem really subprime mortgages? Predatory lending? Fannie Mae, Freddie Mac and government policy? Rating Agencies failing to do their job? Banks too big to fail? Or was it something else? Inside these pages, Howard B. Hill points to another reason why the financial gears of our global economy froze in 2008. As a Wall Street professional for over 25 years, Hill was one of the key individuals responsible for building the mortgage securitization market, and he...
What was the real reason for the worst financial crisis the world has seen since the Great Depression of the 1930s? Was the problem really subprime mo...
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cena:
68,40 zł |
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Financial Reporting: Reporting
ISBN: 9781505301854 / Angielski / Miękka / 84 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is for all the business men and woman as well as degree student, it specialize explain the financial reporting and all the accounting standards in used when preparing financial statement.
This book is for all the business men and woman as well as degree student, it specialize explain the financial reporting and all the accounting standa...
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cena:
68,60 zł |
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