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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 …

In the aftermath of the financial crisis, capital management has become a critical factor in value creation for banks and other financial institutions. Although complex and subject to regulatory …

Principles of Quantitative Development is a practical guide to designing, building and deploying a trading platform. It is also a lucid and succinct exposé on the trade life cycle and the busines…

This book provides a comprehensive introduction to actuarial mathematics, covering both deterministic and stochastic models of life contingencies, as well as more advanced topics such as risk the…

Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time processes and numerical option pricing. Introduces…

Экономическая теория последних столетий трещит по швам. Ни одну из ее моделей нельзя сегодня использовать для предсказания кризисов. В 2007 году МВФ предрекал светлое будущее мировой экономике, а…

Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in hel…

A whole is worth the sum of its parts. Even the most complex structured bond, credit arbitrage strategy or hedge trade can be broken down into its component parts, and if we understand the elemen…

The Second Edition of The Essential Guide to Internal Auditing is a condensed version of the Handbook of Internal Auditing, Third Edition. It shows internal auditors and students in the field how…

В монографии изложены теоретико-методологические основы инвестиционного поведения хозяйствующих субъектов в современной трансформационной экономике страны, инвестиционный риск-менеджмент в систем…

Эссе «Мышеловка или осознанный риск» — это размышление о грани между ростом и гибелью, между возможностью и ловушкой. Автор показывает, почему стремление к «бесплатному сыру» часто заканчивается …

Вниманию читателя предложен лекционный и семинарский материал учебной дисциплины «Организация предпринимательской деятельности» для финансово-экономических ВУЗов. Уровень высшего образования «СПЕ…

Вниманию читателя предложен лекционный и семинарский материал учебной дисциплины «Организация предпринимательской деятельности» для финансово-экономических ВУЗов. Уровень высшего образования «СПЕ…

Devise an organized, proactive approach to financial compliance Financial Regulation and Compliance provides detailed, step-by-step guidance for the compliance professional seeking to manage over…

The seminal guide to risk management, streamlined and updated Risk Management in Banking is a comprehensive reference for the risk management industry, covering all aspects of the field. Now in i…

Drive profit and manage risk with expert guidance on trade processing The Trade Lifecycle catalogues and details the various types of trades, including the inherent cashflows and risk exposures o…

Winner of the 2017 Most Promising New Textbook Award by Textbook & Academic Authors Association (TAA)! Practical guide to implementing Enterprise Risk Management processes and procedures in gover…

The most up-to-date, comprehensive guide on liquidity risk management—from the professionals Written by a team of industry leaders from the Price Waterhouse Coopers Financial Services Regulatory …

Gain a deeper understanding of the issues surrounding financial risk and regulation Foundations of Financial Risk details the various risks, regulations, and supervisory requirements institutions…

Risk management solutions for today's high-speed investing environment Real-Time Risk is the first book to show regular, institutional, and quantitative investors how to navigate intraday threats…