Author:
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 148
Book Description
Japanese Journal of Financial Economics
Author:
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 148
Book Description
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 148
Book Description
Maximum Entropy and Bayesian Methods
Author: Kenneth M. Hanson
Publisher: Springer Science & Business Media
ISBN: 9401154309
Category : Mathematics
Languages : en
Pages : 479
Book Description
Proceedings of the Fifteenth International Workshop on Maximum Entropy and Bayesian Methods, Santa Fe, New Mexico, USA, 1995
Publisher: Springer Science & Business Media
ISBN: 9401154309
Category : Mathematics
Languages : en
Pages : 479
Book Description
Proceedings of the Fifteenth International Workshop on Maximum Entropy and Bayesian Methods, Santa Fe, New Mexico, USA, 1995
Rubinstein on Derivatives
Author: Mark Rubinstein
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 494
Book Description
The authentic voice of a genuine master of his craft in a full introduction to modern derivatives pricing and hedging that is clear, provocative and rich in insight and experience.
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 494
Book Description
The authentic voice of a genuine master of his craft in a full introduction to modern derivatives pricing and hedging that is clear, provocative and rich in insight and experience.
Research Program in Finance Working Paper Series
Author:
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 564
Book Description
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 564
Book Description
Derivatives: a PowerPlus Picture Book
Author: Mark Rubinstein
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 190
Book Description
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 190
Book Description
Financial Engineering and Computation
Author: Yuh-Dauh Lyuu
Publisher: Cambridge University Press
ISBN: 9780521781718
Category : Business & Economics
Languages : en
Pages : 654
Book Description
A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.
Publisher: Cambridge University Press
ISBN: 9780521781718
Category : Business & Economics
Languages : en
Pages : 654
Book Description
A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.
Management Science
Author:
Publisher:
ISBN:
Category : Industrial management
Languages : en
Pages : 508
Book Description
Issues for Feb. 1965-Aug. 1967 include Bulletin of the Institute of Management Sciences.
Publisher:
ISBN:
Category : Industrial management
Languages : en
Pages : 508
Book Description
Issues for Feb. 1965-Aug. 1967 include Bulletin of the Institute of Management Sciences.
Options Markets
Author: John C. Cox
Publisher: Prentice Hall
ISBN:
Category : Business & Economics
Languages : en
Pages : 518
Book Description
Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first step-by-step procedure for implementing the Black-Scholes formula in actual trading.
Publisher: Prentice Hall
ISBN:
Category : Business & Economics
Languages : en
Pages : 518
Book Description
Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first step-by-step procedure for implementing the Black-Scholes formula in actual trading.
Bond and Money Markets
Author: Moorad Choudhry
Publisher: Butterworth-Heinemann
ISBN: 0080574939
Category : Business & Economics
Languages : en
Pages : 1152
Book Description
The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students.Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products* Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management * Term structure models, estimating and interpreting the yield curve * Portfolio management and strategies,total return framework, constructing bond indices* A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis * Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives * Combines accessible style with advanced level topics
Publisher: Butterworth-Heinemann
ISBN: 0080574939
Category : Business & Economics
Languages : en
Pages : 1152
Book Description
The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students.Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products* Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management * Term structure models, estimating and interpreting the yield curve * Portfolio management and strategies,total return framework, constructing bond indices* A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis * Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives * Combines accessible style with advanced level topics
The Derivatives Sourcebook
Author: Terence Lim
Publisher: Now Publishers Inc
ISBN: 1933019212
Category : Business & Economics
Languages : en
Pages : 225
Book Description
The Derivatives Sourcebook is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category. Over 1800 research articles are collected and organized into a simple web-based searchable database. We have also included the 1997 Nobel lectures of Robert Merton and Myron Scholes as a backdrop to this literature.
Publisher: Now Publishers Inc
ISBN: 1933019212
Category : Business & Economics
Languages : en
Pages : 225
Book Description
The Derivatives Sourcebook is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category. Over 1800 research articles are collected and organized into a simple web-based searchable database. We have also included the 1997 Nobel lectures of Robert Merton and Myron Scholes as a backdrop to this literature.