Frequently asked questions in quantitative finance including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers Ḿanifesto and lots more /
I tiakina i:
| Kaituhi matua: | |
|---|---|
| Kaituhi rangatōpū: | |
| Hōputu: | Tāhiko īPukapuka |
| Reo: | Ingarihi |
| I whakaputaina: |
New York :
Wiley,
2009.
|
| Putanga: | 2nd ed. |
| Ngā marau: | |
| Urunga tuihono: | An electronic book accessible through the World Wide Web; click to view |
| Ngā Tūtohu: |
Tāpirihia he Tūtohu
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|
Ngā tūemi rite
Mathematical techniques in financial market trading
mā: Mak, Don K.
I whakaputaina: (2006)
mā: Mak, Don K.
I whakaputaina: (2006)
Nonlinear models in mathematical finance new research trends in option pricing /
I whakaputaina: (2008)
I whakaputaina: (2008)
Principles of financial economics
mā: LeRoy, Stephen F.
I whakaputaina: (2001)
mā: LeRoy, Stephen F.
I whakaputaina: (2001)
Fourier transform methods in finance
I whakaputaina: (2010)
I whakaputaina: (2010)
Hypermodels in mathematical finance modelling via infinitesimal analysis /
mā: Ng, Siu-Ah
I whakaputaina: (2003)
mā: Ng, Siu-Ah
I whakaputaina: (2003)
The Black-Scholes model
mā: Capi�nski, Marek, 1951-
I whakaputaina: (2012)
mā: Capi�nski, Marek, 1951-
I whakaputaina: (2012)
Robust static super-replication of barrier options
mā: Maruhn, Jan H.
I whakaputaina: (2009)
mā: Maruhn, Jan H.
I whakaputaina: (2009)
Financial modelling in practice a concise guide for intermediate and advanced level /
mā: Rees, Michael, 1964-
I whakaputaina: (2008)
mā: Rees, Michael, 1964-
I whakaputaina: (2008)
The Heston model and its extensions in Matlab and C#
mā: Rouah, Fabrice, 1964-
I whakaputaina: (2013)
mā: Rouah, Fabrice, 1964-
I whakaputaina: (2013)
Advances in quantitative analysis of finance and accounting.
I whakaputaina: (2006)
I whakaputaina: (2006)
Advances in quantitative analysis of finance and accounting
I whakaputaina: (2005)
I whakaputaina: (2005)
Advances in quantitative analysis of finance and accounting
I whakaputaina: (2007)
I whakaputaina: (2007)
Advances in quantitative analysis of finance and accounting.
I whakaputaina: (2008)
I whakaputaina: (2008)
The Heston model and its extensions in VBA + website /
mā: Rouah, Fabrice, 1964-
I whakaputaina: (2015)
mā: Rouah, Fabrice, 1964-
I whakaputaina: (2015)
Probability, finance and insurance proceedings of a workshop at the University of Hong Kong, Hong Kong, 15-17 July 2002 /
I whakaputaina: (2004)
I whakaputaina: (2004)
Option trading pricing and volatility strategies and techniques /
mā: Sinclair, Euan, 1969-
I whakaputaina: (2010)
mā: Sinclair, Euan, 1969-
I whakaputaina: (2010)
Multi-factor models and signal processing techniques application to quantitative finance /
mā: Darolles, Serge
I whakaputaina: (2013)
mā: Darolles, Serge
I whakaputaina: (2013)
Option valuation and Option tutor /
mā: O'Brien, John, 1950-
I whakaputaina: (1995)
mā: O'Brien, John, 1950-
I whakaputaina: (1995)
Advanced financial modelling
I whakaputaina: (2009)
I whakaputaina: (2009)
Quantitative finance for physicists an introduction /
mā: Schmidt, Anatoly B.
I whakaputaina: (2005)
mā: Schmidt, Anatoly B.
I whakaputaina: (2005)
Forecasting volatility in the financial markets
I whakaputaina: (2007)
I whakaputaina: (2007)
Linear factor models in finance
I whakaputaina: (2005)
I whakaputaina: (2005)
The Kelly capital growth investment criterion theory and practice /
I whakaputaina: (2011)
I whakaputaina: (2011)
Handbook of high-frequency trading and modeling in finance /
I whakaputaina: (2016)
I whakaputaina: (2016)
American-type options.
mā: Silvestrov, Dmitrii S.
I whakaputaina: (2015)
mā: Silvestrov, Dmitrii S.
I whakaputaina: (2015)
Optional law the structure of legal entitlements /
mā: Ayres, Ian
I whakaputaina: (2005)
mā: Ayres, Ian
I whakaputaina: (2005)
Dynamic copula methods in finance
I whakaputaina: (2011)
I whakaputaina: (2011)
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
mā: Tang, Yi
I whakaputaina: (2007)
mā: Tang, Yi
I whakaputaina: (2007)
The Fisher model and financial markets
mā: MacMinn, Richard D.
I whakaputaina: (2005)
mā: MacMinn, Richard D.
I whakaputaina: (2005)
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
mā: Rebonato, Riccardo
I whakaputaina: (2009)
mā: Rebonato, Riccardo
I whakaputaina: (2009)
The nature of informed option trading : evidence from the takeover market /
mā: Klapper, Marco
I whakaputaina: (2014)
mā: Klapper, Marco
I whakaputaina: (2014)
Finance, economics, and mathematics /
mā: Vasicek, Oldrich Alfons
I whakaputaina: (2016)
mā: Vasicek, Oldrich Alfons
I whakaputaina: (2016)
Numerical methods in finance /
I whakaputaina: (2010)
I whakaputaina: (2010)
Copula methods in finance
mā: Cherubini, Umberto
I whakaputaina: (2004)
mā: Cherubini, Umberto
I whakaputaina: (2004)
The new dynamic public finance
mā: Kocherlakota, Narayana Rao, 1963-
I whakaputaina: (2010)
mā: Kocherlakota, Narayana Rao, 1963-
I whakaputaina: (2010)
A workout in computational finance
mā: Aichinger, Michael, 1979-
I whakaputaina: (2013)
mā: Aichinger, Michael, 1979-
I whakaputaina: (2013)
Numerical methods in finance /
I whakaputaina: (2012)
I whakaputaina: (2012)
Stochastic simulation and applications in finance with MATLAB programs
mā: Huynh, Huu Tue
I whakaputaina: (2008)
mā: Huynh, Huu Tue
I whakaputaina: (2008)
Fundamental models in financial theory /
mā: Peleg, Doron, 1952-
I whakaputaina: (2014)
mā: Peleg, Doron, 1952-
I whakaputaina: (2014)
Spillovers to emerging equity markets an econometric assessment /
mā: Psalida, L. Effie
I whakaputaina: (2009)
mā: Psalida, L. Effie
I whakaputaina: (2009)