Финансовая математика

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

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…

Enter the world of vibration trading with a new methodology for making more money, more safely What if you could enter the markets and know, in advance, the exact value of trades needed to sustai…

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…

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…

Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risk…

A practical guide to the inside language of the world of derivative instruments and risk management Financial engineering is where technology and quantitative analysis meet on Wall Street to solv…

This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and p…

Fixed Income Analysis Workbook helps busy professionals better understand and apply the concepts and methodologies essential to fixed income portfolio management. A companion to the Fixed Income …

A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective risk management depends on identify…

Посвящено изучению основ теории нечетких множеств и мягких вычислений и применению методов теории нечетких множеств в экономике и финансах. Рассматриваются нечеткие множества и операции над ними,…

Настоящее пособие по финансовой математике разработано на кафедре математики и прикладной информатики Краснодарского филиала ФГБОУ ВПО РЭУ им. Г.В. Плеханова. В учебном пособии излагаются математ…

The complete guide to derivatives, from the experts at the CFA Derivatives is the definitive guide to derivatives, derivative markets, and the use of options in risk management. Written by the ex…

The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success,…

Venture deep into the heart of finance's weird and wonderful paradoxes Dinosaur Derivatives and Other Trades is an entertaining and compelling tour de force highlighting the paradoxes inherent to…

A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the lea…

Believing «high-risk equals high-reward» is holding your portfolio hostage High Returns from Low Risk proves that low-volatility, low-risk portfolios beat high-volatility portfolios hands down, a…

Explore the deadly elegance of finance's hidden powerhouse The Money Formula takes you inside the engine room of the global economy to explore the little-understood world of quantitative finance,…

Apply practical derivatives knowledge to truly test your understanding Derivatives Workbook offers practical instruction for students and professionals seeking additional guidance on working with…

Thorough, accessible coverage of the key issues in XVA XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive …