финансовая математика

Программирование, математика и финансы неразрывно связаны между собой. Ив Хилпиш, автор бестселлера «Python для финансовых расчетов», объясняет базовы…

This uniquely accessible, breakthrough book lets auditors grasp the thinking behind the mathematical approach to risk without doing the mathematics. R…

Leading authority Shannon Pratt demystifies discounts and premiums in business valuation «A must-read! Shannon Pratt continues to add to the business …

Написано на основе компетентностного подхода в соответствии с программой курса «Финансовая математика» для бакалавров. Предназначено для использования…

В сборник включено свыше 4000 задач и упражнений по важнейшим разделам математического анализа: введение в анализ, дифференциальное исчисление функций…

Перевод 4-го издания популярного учебника по теории вероятностей и ее приложениям, написанного известными американскими математиками из Стэнфордского …

Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Impe…

This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and predict…

В учебнике детально описаны основные понятия и конструкции финансовой математики. Большое внимание уделено технике работы с финансовыми потоками. Пято…

Учебное пособие предназначено для организации самостоятельной работы студентов экономических специальностей, а также может быть использовано преподава…

Вы знаете, кто такой Уоррен Баффет? Это самый знаменитый инвестор в мире. А что было бы, если бы он родился не в Америке, а у нас, в России? Знакомьт…

This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors inclu…

This book provides a comprehensive introduction to actuarial mathematics, covering both deterministic and stochastic models of life contingencies, as …

Учебно-методическое пособие содержит краткие теоретические сведения по нескольким разделам анализа данных. Представлены решения типовых задач, показан…

Приведены необходимые теоретические сведения и формулы, даны решения типовых задач, приведены задачи и упражнения с пояснениями и ответами, а также ва…

A guide to modeling analyses for financial and sports gambling markets, with a focus on major current events Addressing the highly competitive and ris…

October 19th 1987 was a day of huge change for the global finance industry. On this day the stock market crashed, the Nobel Prize winning Black-Schole…

Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples …

Материал первого тома, состоящий из четырех глав: Глава I. Основные понятия, структуры, инструменты, цели и задачи финансовой теории и финансовой инже…

A practical guide to the inside language of the world of derivative instruments and risk management Financial engineering is where technology and quan…

This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a ba…

Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In m…

Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of so…

Материал настоящего, второго тома, посвященного «Теории», также состоит из четырех глав: Глава V. Теория арбитража в стохастических финансовых моделях…

Fixed Income Analysis Workbook helps busy professionals better understand and apply the concepts and methodologies essential to fixed income portfolio…

An accessible introduction to the essential quantitative methods for making valuable business decisions Quantitative methods-research techniques used …

An update to the Elliot Wave Principle that corrects a fundamental error The Elliot Wave Principle has been widely adopted as a tool for traders analy…

A comprehensive and accessible guide to panel data analysis using EViews software This book explores the use of EViews software in creating panel data…

The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy…

A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but …

An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth …

The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has bec…

Quantitative Finance is expanding rapidly. One of the aspects of the recent financial crisis is that, given the complexity of financial products, the …

Explore cutting-edge statistical methodologies for collecting, analyzing, and modeling online auction data Online auctions are an increasingly importa…

A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but …

A new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus® and R software Time Series: Applications to Finance…

A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models …

A ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK Understanding and investigating the impacts of market ri…

Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given …

Посвящено изучению основ теории нечетких множеств и мягких вычислений и применению методов теории нечетких множеств в экономике и финансах. Рассматрив…

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from stu…

A ground-breaking and practical treatment of probability and stochastic processes A Modern Theory of Random Variation is a new and radical re-formulat…

Foundations of Risk Analysis presents the issues core to risk analysis – understanding what risk means, expressing risk, building risk models, address…

Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both t…

Настоящее пособие по финансовой математике разработано на кафедре математики и прикладной информатики Краснодарского филиала ФГБОУ ВПО РЭУ им. Г.В. Пл…