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 /
Zapisane w:
1. autor: | Wilmott, Paul |
---|---|
Korporacja: | ebrary, Inc |
Format: | Elektroniczne E-book |
Język: | angielski |
Wydane: |
New York :
Wiley,
2009.
|
Wydanie: | 2nd ed. |
Hasła przedmiotowe: | |
Dostęp online: | An electronic book accessible through the World Wide Web; click to view |
Etykiety: |
Dodaj etykietę
Nie ma etykietki, Dołącz pierwszą etykiete!
|
Podobne zapisy
Mathematical techniques in financial market trading
od: Mak, Don K.
Wydane: (2006)
od: Mak, Don K.
Wydane: (2006)
Nonlinear models in mathematical finance new research trends in option pricing /
Wydane: (2008)
Wydane: (2008)
Principles of financial economics
od: LeRoy, Stephen F.
Wydane: (2001)
od: LeRoy, Stephen F.
Wydane: (2001)
Fourier transform methods in finance
Wydane: (2010)
Wydane: (2010)
Hypermodels in mathematical finance modelling via infinitesimal analysis /
od: Ng, Siu-Ah
Wydane: (2003)
od: Ng, Siu-Ah
Wydane: (2003)
The Black-Scholes model
od: Capi�nski, Marek, 1951-
Wydane: (2012)
od: Capi�nski, Marek, 1951-
Wydane: (2012)
Robust static super-replication of barrier options
od: Maruhn, Jan H.
Wydane: (2009)
od: Maruhn, Jan H.
Wydane: (2009)
Advances in quantitative analysis of finance and accounting.
Wydane: (2006)
Wydane: (2006)
Advances in quantitative analysis of finance and accounting
Wydane: (2007)
Wydane: (2007)
Advances in quantitative analysis of finance and accounting
Wydane: (2005)
Wydane: (2005)
Advances in quantitative analysis of finance and accounting.
Wydane: (2008)
Wydane: (2008)
Quantitative finance for physicists an introduction /
od: Schmidt, Anatoly B.
Wydane: (2005)
od: Schmidt, Anatoly B.
Wydane: (2005)
Financial modelling in practice a concise guide for intermediate and advanced level /
od: Rees, Michael, 1964-
Wydane: (2008)
od: Rees, Michael, 1964-
Wydane: (2008)
The Heston model and its extensions in Matlab and C#
od: Rouah, Fabrice, 1964-
Wydane: (2013)
od: Rouah, Fabrice, 1964-
Wydane: (2013)
The Heston model and its extensions in VBA + website /
od: Rouah, Fabrice, 1964-
Wydane: (2015)
od: Rouah, Fabrice, 1964-
Wydane: (2015)
Probability, finance and insurance proceedings of a workshop at the University of Hong Kong, Hong Kong, 15-17 July 2002 /
Wydane: (2004)
Wydane: (2004)
Option trading pricing and volatility strategies and techniques /
od: Sinclair, Euan, 1969-
Wydane: (2010)
od: Sinclair, Euan, 1969-
Wydane: (2010)
Option valuation and Option tutor /
od: O'Brien, John, 1950-
Wydane: (1995)
od: O'Brien, John, 1950-
Wydane: (1995)
Multi-factor models and signal processing techniques application to quantitative finance /
od: Darolles, Serge
Wydane: (2013)
od: Darolles, Serge
Wydane: (2013)
Advanced financial modelling
Wydane: (2009)
Wydane: (2009)
Forecasting volatility in the financial markets
Wydane: (2007)
Wydane: (2007)
The Kelly capital growth investment criterion theory and practice /
Wydane: (2011)
Wydane: (2011)
Linear factor models in finance
Wydane: (2005)
Wydane: (2005)
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
od: Tang, Yi
Wydane: (2007)
od: Tang, Yi
Wydane: (2007)
Handbook of high-frequency trading and modeling in finance /
Wydane: (2016)
Wydane: (2016)
American-type options.
od: Silvestrov, Dmitrii S.
Wydane: (2015)
od: Silvestrov, Dmitrii S.
Wydane: (2015)
Optional law the structure of legal entitlements /
od: Ayres, Ian
Wydane: (2005)
od: Ayres, Ian
Wydane: (2005)
Quantitative analysis in financial markets collected papers of the New York University Mathematical Finance Seminar.
Wydane: (2001)
Wydane: (2001)
Dynamic copula methods in finance
Wydane: (2011)
Wydane: (2011)
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
od: Rebonato, Riccardo
Wydane: (2009)
od: Rebonato, Riccardo
Wydane: (2009)
The nature of informed option trading : evidence from the takeover market /
od: Klapper, Marco
Wydane: (2014)
od: Klapper, Marco
Wydane: (2014)
The Fisher model and financial markets
od: MacMinn, Richard D.
Wydane: (2005)
od: MacMinn, Richard D.
Wydane: (2005)
Finance, economics, and mathematics /
od: Vasicek, Oldrich Alfons
Wydane: (2016)
od: Vasicek, Oldrich Alfons
Wydane: (2016)
Quantitative analysis in financial markets collected papers of the New York University Mathematical Finance Seminar.
Wydane: (2001)
Wydane: (2001)
Numerical methods in finance /
Wydane: (2010)
Wydane: (2010)
Copula methods in finance
od: Cherubini, Umberto
Wydane: (2004)
od: Cherubini, Umberto
Wydane: (2004)
The new dynamic public finance
od: Kocherlakota, Narayana Rao, 1963-
Wydane: (2010)
od: Kocherlakota, Narayana Rao, 1963-
Wydane: (2010)
Advanced quantitative finance with C++ : create and implement mathemtical models in C++ using quatitaive finance /
od: Peña, Alonso
Wydane: (2014)
od: Peña, Alonso
Wydane: (2014)
A workout in computational finance
od: Aichinger, Michael, 1979-
Wydane: (2013)
od: Aichinger, Michael, 1979-
Wydane: (2013)
Numerical methods in finance /
Wydane: (2012)
Wydane: (2012)
Podobne zapisy
-
Mathematical techniques in financial market trading
od: Mak, Don K.
Wydane: (2006) -
Nonlinear models in mathematical finance new research trends in option pricing /
Wydane: (2008) -
Principles of financial economics
od: LeRoy, Stephen F.
Wydane: (2001) -
Fourier transform methods in finance
Wydane: (2010) -
Hypermodels in mathematical finance modelling via infinitesimal analysis /
od: Ng, Siu-Ah
Wydane: (2003)