Innovations in Derivatives Markets Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation /
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in: • Modeling counterparty credit ri...
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Autor kompanije: | SpringerLink (Online service) |
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Daljnji autori: | Glau, Kathrin (Urednik), Grbac, Zorana (Urednik), Scherer, Matthias (Urednik), Zagst, Rudi (Urednik) |
Format: | Elektronički e-knjiga |
Jezik: | engleski |
Izdano: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
|
Serija: | Springer Proceedings in Mathematics & Statistics,
165 |
Teme: | |
Online pristup: | http://dx.doi.org/10.1007/978-3-319-33446-2 |
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Slični predmeti
Advanced financial modelling
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Computational Methods in Financial Engineering Essays in Honour of Manfred Gilli /
od: Kontoghiorghes, Erricos J.
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od: Kontoghiorghes, Erricos J.
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Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice /
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od: Schulmerich, Marcus
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Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice /
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High Frequency Financial Econometrics Recent Developments /
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Innovations in Quantitative Risk Management TU München, September 2013 /
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Stochastic Optimal Control and the U.S. Financial Debt Crisis
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od: Stein, Jerome L.
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Financial Derivatives Modeling
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Modern Actuarial Risk Theory Using R /
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Complex and Chaotic Nonlinear Dynamics Advances in Economics and Finance, Mathematics and Statistics /
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Pricing and Risk Management of Synthetic CDOs
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Probability and statistics for scientists and engineers /
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od: Dukkipati, Rao V.
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Hidden Markov Models in Finance
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Practical financial optimization a library of GAMS models /
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Probabilistic reliability models
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Introduction to probability and statistics : principles and applications for engineering and the computing sciences /
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Microeconomics of banking
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Theory of Zipf's Law and Beyond
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od: Saichev, Alex
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Market Risk and Financial Markets Modeling
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od: Sornette, Didier
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Computational Probability Algorithms and Applications in the Mathematical Sciences /
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Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
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Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications /
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Real Options and Intellectual Property Capital Budgeting Under Imperfect Patent Protection /
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Bayesian risk management : a guide to model risk and sequential learning in financial markets /
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Pricing of Derivatives on Mean-Reverting Assets
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Probability, Uncertainty and Quantitative Risk
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Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
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od: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
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Introduction to probability and statistics /
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Elements of probability and statistics /
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Izdano: (1974)
od: Wolf, Frank L. (Frank Louis)
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Elements of probability and statistics.
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Probability and statistical inference /
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Essentials of statistical interence /
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Introduction to probability and statistics /
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Introduction to probability and statistics /
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od: Mendenhall, William
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Introduction to probability and statistics : introduction to probability and statistics /
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Probability and statistics /
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Slični predmeti
-
Advanced financial modelling
Izdano: (2009) -
Computational Methods in Financial Engineering Essays in Honour of Manfred Gilli /
od: Kontoghiorghes, Erricos J.
Izdano: (2008) -
Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice /
od: Schulmerich, Marcus
Izdano: (2005) -
Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice /
od: Schulmerich, Marcus
Izdano: (2010) -
High Frequency Financial Econometrics Recent Developments /
od: Bauwens, Luc
Izdano: (2008)