Udvidet returret til d. 31. januar 2025

Bøger i Springer Finance serien

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  • - Pricing and Hedging of Financial Derivatives
    af Rudiger Kiesel & N.H. Bingham
    729,95 - 1.026,95 kr.

    This second edition - completely up to date with new exercises - provides a comprehensive and self-contained treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives.

  • af Damir Filipovic
    568,95 kr.

  • af Jean-Luc Prigent
    1.665,95 - 1.755,95 kr.

    A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals.

  • af Tomasz R. Bielecki & Marek Rutkowski
    1.310,95 - 1.320,95 kr.

    The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practice. Mathematical developments are covered thoroughly and give the structural and reduced-form approaches to credit risk modeling.

  • - Methods, Models, and Applications
    af Manuel Ammann
    1.667,95 - 1.724,95 kr.

    This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. The book provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multivariate trees used to price derivative credit risk.

  • af Walter Schachermayer & Freddy Delbaen
    1.398,95 - 1.407,95 kr.

    Presents a mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of no arbitrage. This title consists of seven papers, which analyzes the topic in the general framework of semi-martingale theory.

  • - The Cross Section of Stock Returns
    af Mathias Kulpmann
    1.102,95 - 1.443,95 kr.

    Mathias Kulpmann presents a framework to evaluate whether the stock market is in line with underlying fundamentals. Empirical evidence of stock market overreaction are investigated within the paradigms of rational asset pricing and behavioural finance.

  • af Andrea Roncoroni & Gianluca Fusai
    1.028,95 - 1.433,95 kr.

    This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. It fills a gap in the current published literature by delivering a case-study collection together with a self-contained course on major numerical methods developed and used by the finance industry.

  •  
    1.114,95 kr.

    CreditRisk+ is a widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics. This book gives an account of the status quo as well as of new and recent developments of the credit risk model CreditRisk+, which is widely used in the banking industry.

  • - Modeling and Estimation
    af B.Philipp Kellerhals
    1.667,95 - 1.682,95 kr.

    Covers applications to risky assets traded on the markets for funds, fixed-income products and electricity derivatives. Integrates the latest research and includes a new chapter on financial modeling.

  • af Anton Thalmaier & Paul Malliavin
    565,95 - 665,95 kr.

    Highly esteemed authorTopics covered are relevant and timely

  • - with Self-Organizing Maps
     
    576,95 kr.

    Edited by Guido Deboeck, a leading exponent in the use of computation intelligence methods in finance and economic forecasting, and the originator of SOM, Teuvo Kohonen. An 8-page color section makes this book unique, colorful and exciting to read. Each chapter contains exercises and solutions, perfectly suited to aid self-study.

  • af You-lan Zhu, Xiaonan Wu & I-Liang Chern
    1.498,95 - 1.719,95 kr.

    The treatment is mathematically rigorous and covers a variety of topics in finance including forward and futures contracts, the Black-Scholes model, European and American type options, free boundary problems, lookback options, interest rate models, interest rate derivatives, swaps, caps, floors, and collars.

  • af René A. Carmona, Cambridge UK) Tehranchi & Michael R. (University of Cambridge
    613,95 - 754,95 kr.

    This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions.

  • - with Self-Organizing Maps
     
    583,95 kr.

    Edited by Guido Deboeck, a leading exponent in the use of computation intelligence methods in finance and economic forecasting, and the originator of SOM, Teuvo Kohonen. An 8-page color section makes this book unique, colorful and exciting to read. Each chapter contains exercises and solutions, perfectly suited to aid self-study.

  • - Introduction to Theory and Computation
    af Kerry Back
    722,95 - 1.020,95 kr.

    "Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book.

  • af Marc Yor, Monique Jeanblanc & Marc Chesney
    1.045,95 - 1.438,95 kr.

    Stochastic processes of common use in mathematical finance are presented in this book, which interlaces financial concepts and instruments such as arbitrage opportunities, option pricing and default risk with Brownian motion and Levy and diffusion processes.

  • - Theory and Practice
    af Munich Germany) Schmid & Berndt (Risklab
    1.977,95 - 1.984,95 kr.

    Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced form and hybrid approaches but also showing how these methods can be applied to practice.

  • - Equilibrium, Efficiency and Information
    af Emilio Barucci
    1.099,95 - 1.252,95 kr.

    A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical results.

  • af Robert J. Elliott & John van der (University of Adelaide) Hoek
    1.970,95 - 2.022,95 kr.

    This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. The basic building block in our book is the one-step binomial model where a known price today can take one of two possible values at a future time, which might, for example, be tomorrow, or next month, or next year.

  • af Yue-Kuen Kwok
    1.016,95 - 1.131,95 kr.

    This book contains a comprehensive account of pricing models of financial derivatives. It covers risk neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory.

  • af Jianfeng Zhang & Jaksa Cvitanic
    915,95 - 1.861,95 kr.

    There has been increased interest in continuous-time Principal-Agent models and their applications. This monograph surveys results of the theory using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion.

  • - A Technical Guide
    af Giovanni Cesari, John Aquilina, Niels Charpillon, mfl.
    1.677,95 - 1.685,95 kr.

    This volume offers practical solutions to the problem of computing credit exposure for large books of derivatives. It presents a software architecture that allows the computation of credit exposure in a portfolio-aggregated and scenario-consistent way.

  • af Michael Merz & Mario Valentin Wüthrich
    1.031,95 - 1.410,95 kr.

    This book combines ideas from financial mathematics, actuarial sciences and economic theory to give a fully consistent framework for the analysis of solvency questions.

  • - A Graduate Course
    af Damir Filipovic
    867,95 kr.

    Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. LIBOR market models;

  • af Matthias R. Fengler
    854,95 kr.

    This book offers recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces. The second part covers estimation techniques that are natural candidates to meet the challenges in implied volatility surfaces.

  • - With Smile, Inflation and Credit
    af Damiano Brigo & Fabio Mercurio
    1.647,95 - 1.650,95 kr.

    This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models.

  • - Continuous-Time Models
    af Steven E. Shreve
    602,95 - 691,95 kr.

    "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.

  • - The Binomial Asset Pricing Model
    af Steven E. Shreve
    660,95 - 668,95 kr.

    Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;

  • - A Backward Stochastic Differential Equations Perspective
    af Stephane Crepey
    931,95 - 1.201,95 kr.

    This book examines financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes as well as a review of quantitative finance tools.

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