Udvidet returret til d. 31. januar 2025

Bøger i SpringerBriefs in Quantitative Finance serien

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  • af Zorana Grbac & Wolfgang Runggaldier
    704,95 kr.

    Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets.

  • - Formulas and Insights for Quants, Former Physicists and Mathematicians
    af Alexandre Antonov
    715,95 kr.

    Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.

  • af L. C. G. Rogers
    801,95 kr.

    Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques that the book also covers.

  • af T. R. Hurd
    973,95 kr.

    This volume presents a unified mathematical framework for the transmission channels for damaging shocks that can lead to instability in financial systems.

  • af Monique Jeanblanc & Anna Aksamit
    835,95 kr.

    This volume presents classical results of the theory of enlargement of filtration. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable.

  • af Rene Aid
    891,95 kr.

  • - A Dynamic Programming Approach
    af Pablo Azcue & Nora Muler
    704,95 kr.

    The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance.

  • - Price Dynamics and Options Valuation
    af Tim Leung
    888,95 kr.

    This book provides an analysis, under both discrete-time and continuous-time frameworks, on the price dynamics of leveraged exchange-traded funds (LETFs), with emphasis on the roles of leverage ratio, realized volatility, investment horizon, and tracking errors.

  • - Theory and Practice
    af Maria Elvira Mancino, Maria Cristina Recchioni & Simona Sanfelici
    660,95 kr.

    This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings.

  • af Yue Kuen Kwok & Wendong Zheng
    558,95 kr.

    This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It will also be valuable to quantitative analysts in financial institutions who strive for effective valuation of prices of exotic financial derivatives and risk positions of portfolios of risky instruments.

  • af Ulrich Bindseil
    395,95 kr.

    This open access book gives a concise introduction to the practical implementation of monetary policy by modern central banks.

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