Финансовая математика

Программирование, математика и финансы неразрывно связаны между собой. Ив Хилпиш, автор бестселлера «Python для финансовых расчетов», объясняет базовые концепции и дает в ваши руки все необходимы…

Перевод 4-го издания популярного учебника по теории вероятностей и ее приложениям, написанного известными американскими математиками из Стэнфордского университета. Четвертое издание дополнено дву…

Вы знаете, кто такой Уоррен Баффет? Это самый знаменитый инвестор в мире. А что было бы, если бы он родился не в Америке, а у нас, в России? Знакомьтесь: Уоррен Эдуардович — удивительный дедушка…

A guide to modeling analyses for financial and sports gambling markets, with a focus on major current events Addressing the highly competitive and risky environments of current-day financial and …

This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the…

An accessible introduction to the essential quantitative methods for making valuable business decisions Quantitative methods-research techniques used to analyze quantitative data-enable professio…

An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Mont…

A new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus® and R software Time Series: Applications to Finance with R and S-Plus®, Second Edition is design…

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biol…

This uniquely accessible, breakthrough book lets auditors grasp the thinking behind the mathematical approach to risk without doing the mathematics. Risk control expert and former Big 4 auditor, …

Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Imperfect Markets, leading expert Malcolm Kemp sh…

This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors include linear (more generally, piece-wise polynom…

October 19th 1987 was a day of huge change for the global finance industry. On this day the stock market crashed, the Nobel Prize winning Black-Scholes formula failed and volatility smiles were b…

Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In model building, statistical inference for stoc…

An update to the Elliot Wave Principle that corrects a fundamental error The Elliot Wave Principle has been widely adopted as a tool for traders analyzing market cycles, but Ian Copsey has uneart…

The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk managem…

The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk managem…

A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture …

A ground-breaking and practical treatment of probability and stochastic processes A Modern Theory of Random Variation is a new and radical re-formulation of the mathematical underpinnings of subj…

Leading authority Shannon Pratt demystifies discounts and premiums in business valuation «A must-read! Shannon Pratt continues to add to the business valuation body of knowledge.» -Jay Fishman, F…