Financial Engineering Explained Series
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Author | : J. Mai |
Publisher | : Springer |
Total Pages | : 200 |
Release | : 2014-10-02 |
Genre | : Business & Economics |
ISBN | : 1137346310 |
Download Financial Engineering with Copulas Explained Book in PDF, Epub and Kindle
This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques and risk models and are a core part of the financial engineer's toolkit.
Author | : Marek Capinski |
Publisher | : Springer |
Total Pages | : 317 |
Release | : 2006-04-18 |
Genre | : Business & Economics |
ISBN | : 1852338466 |
Download Mathematics for Finance Book in PDF, Epub and Kindle
This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.
Author | : Dongsheng Lu |
Publisher | : Springer |
Total Pages | : 218 |
Release | : 2015-11-10 |
Genre | : Business & Economics |
ISBN | : 1137435844 |
Download The XVA of Financial Derivatives: CVA, DVA and FVA Explained Book in PDF, Epub and Kindle
This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.
Author | : Marc Henrard |
Publisher | : Springer |
Total Pages | : 112 |
Release | : 2017-09-04 |
Genre | : Business & Economics |
ISBN | : 3319539795 |
Download Algorithmic Differentiation in Finance Explained Book in PDF, Epub and Kindle
This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD in the derivatives setting with a focus on implementation. Algorithmic Differentiation (AD) has been popular in engineering and computer science, in areas such as fluid dynamics and data assimilation for many years. Over the last decade, it has been increasingly (and successfully) applied to financial risk management, where it provides an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Calculating derivatives exposure across a portfolio is no simple task. It requires many complex calculations and a large amount of computer power, which in prohibitively expensive and can be time consuming. Algorithmic differentiation techniques can be very successfully in computing Greeks and sensitivities of a portfolio with machine precision. Written by a leading practitioner who works and programmes AD, it offers a practical analysis of all the major applications of AD in the derivatives setting and guides the reader towards implementation. Open source code of the examples is provided with the book, with which readers can experiment and perform their own test scenarios without writing the related code themselves.
Author | : Jürgen Topper |
Publisher | : John Wiley & Sons |
Total Pages | : 398 |
Release | : 2005-04 |
Genre | : Business & Economics |
ISBN | : |
Download Financial Engineering with Finite Elements Book in PDF, Epub and Kindle
The pricing of derivative instruments has always been a highly complex and time-consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through mathematical rather than analytical models. In this book, the author bridges the divide between finance and mathematics by applying this proven mathematical technique to the financial markets. Utilising practical examples, the author systematically describes the processes involved in a manner accessible to those without a deep understanding of mathematics. * Explains little understood techniques that will assist in the accurate more speedy pricing of options * Centres on the practical application of these useful techniques * Offers a detailed and comprehensive account of the methods involved and is the first to explore the application of these particular techniques to the financial markets
Author | : |
Publisher | : |
Total Pages | : 0 |
Release | : 2015 |
Genre | : |
ISBN | : |
Download Financial engineering explained series Book in PDF, Epub and Kindle
Author | : Philip Barker |
Publisher | : Springer Science & Business Media |
Total Pages | : 562 |
Release | : 2007-05-16 |
Genre | : Computers |
ISBN | : 1846287413 |
Download Java Methods for Financial Engineering Book in PDF, Epub and Kindle
This book describes the principles of model building in financial engineering. It explains those models as designs and working implementations for Java-based applications. The book provides software professionals with an accessible source of numerical methods or ready-to-use code for use in business applications. It is the first book to cover the topic of Java implementations for finance/investment applications and is written specifically to be accessible to software practitioners without prior accountancy/finance training. The book develops a series of packaged classes explained and designed to allow the financial engineer complete flexibility.
Author | : Paul Wilmott |
Publisher | : Wiley |
Total Pages | : 252 |
Release | : 1999-02-05 |
Genre | : Business & Economics |
ISBN | : 9780471986706 |
Download Derivatives Book in PDF, Epub and Kindle
Derivatives by Paul Wilmott provides the most comprehensive and accessible analysis of the art of science in financial modeling available. Wilmott explains and challenges many of the tried and tested models while at the same time offering the reader many new and previously unpublished ideas and techniques. Paul Wilmott has produced a compelling and essential new work in this field. The basics of the established theories-such as stochastic calculus, Black-Scholes, binomial trees and interest-rate models-are covered in clear and precise detail, but Derivatives goes much further. Complex models-such as path dependency, non-probabilistic models, static hedging and quasi-Monte Carlo methods-are introduced and explained to a highly sophisticated level. But theory in itself is not enough, an understanding of the role the techniques play in the daily world of finance is also examined through the use of spreadsheets, examples and the inclusion of Visual Basic programs. The book is divided into six parts: Part One: acts as an introduction and explanation of the fundamentals of derivatives theory and practice, dealing with the equity, commodity and currency worlds. Part Two: takes the mathematics of Part One to a more complex level, introducing the concept of path dependency. Part Three: concerns extensions of the Black-Scholes world, both classic and modern. Part Four: deals with models for fixed-income products. Part Five: describes models for risk management and measurement. Part Six: delivers the numerical methods required for implementing the models described in the rest of the book. Derivatives also includes a CD containing a wide variety of implementation material related to the book in the form of spreadsheets and executable programs together with resource material such as demonstration software and relevant contributed articles. At all times the style remains readable and compelling making Derivatives the essential book on every finance shelf.
Author | : J. Kienitz |
Publisher | : Springer |
Total Pages | : 264 |
Release | : 2014-12-05 |
Genre | : Business & Economics |
ISBN | : 1137360070 |
Download Interest Rate Derivatives Explained Book in PDF, Epub and Kindle
Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.
Author | : Dan Stefanica |
Publisher | : |
Total Pages | : 332 |
Release | : 2011 |
Genre | : Business mathematics |
ISBN | : 9780979757624 |
Download A Primer for the Mathematics of Financial Engineering Book in PDF, Epub and Kindle