финансовая математика

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

The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied th…

Apply practical derivatives knowledge to truly test your understanding Derivatives Workbook offers practical instruction for students and professional…

A technical resource for self-directed traders who want to understand the scientific underpinnings of the filters and indicators used in trading decis…

Explore the deadly elegance of finance's hidden powerhouse The Money Formula takes you inside the engine room of the global economy to explore the lit…

This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most…

Venture deep into the heart of finance's weird and wonderful paradoxes Dinosaur Derivatives and Other Trades is an entertaining and compelling tour de…

Apply practical derivatives knowledge to truly test your understanding Derivatives Workbook offers practical instruction for students and professional…

Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pric…

A thorough guide to correlation risk and its growing importance in global financial markets Ideal for anyone studying for CFA, PRMIA, CAIA, or other c…

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

Venture deep into the heart of finance's weird and wonderful paradoxes Dinosaur Derivatives and Other Trades is an entertaining and compelling tour de…

Thorough, accessible coverage of the key issues in XVA XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialist…

Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pric…

Предназначено для эффективной подготовки студентов к экзамену (зачету) по финансовой математике (основам финансовых вычислений). Будет полезно как при…

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 detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Cap…

Thorough, accessible coverage of the key issues in XVA XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialist…

Учебник посвещен концепциям и методам стохастической теории финансов, которые безусловно доказали свою практическую значимость. Излагаются как классич…

Методическая разработка предназначено для студентов Владимирского государственного университета, представляет собой ряд многовариантных задач по финан…

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 detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Cap…

Get the little known – yet crucial – facts about FX options Daily turnover in FX options is an estimated U.S. $ 207 billion, but many fundamental fact…

Learn how quantitative models can help fight client problems head-on Before financial problems can be solved, they need to be fully understood. Since …

Рассматриваются модели и методы классической финансовой математики. Изложение ограничено анализом детерминированных моделей. Особое внимание уделено т…

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

Believing «high-risk equals high-reward» is holding your portfolio hostage High Returns from Low Risk proves that low-volatility, low-risk portfolios …

Get the little known – yet crucial – facts about FX options Daily turnover in FX options is an estimated U.S. $ 207 billion, but many fundamental fact…

Learn how quantitative models can help fight client problems head-on Before financial problems can be solved, they need to be fully understood. Since …

Рынок капиталов представляет собой часть финансового рынка, на котором происходит обращение так называемых "длинных денег", которые в свою очередь явл…

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

Believing «high-risk equals high-reward» is holding your portfolio hostage High Returns from Low Risk proves that low-volatility, low-risk portfolios …

Select and execute the best trades—and reduce risk Rather than teaching options from a financial perspective, How to Price and Trade Options: Identify…

A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated wit…

Мы все мечтаем о чём-то. О поездке к морю, новой шубе, автомобиле, квартире, образовании в престижном ВУЗе и о многом-многом другом. Мы все мечтаем о …

The complete guide to derivatives, from the experts at the CFA Derivatives is the definitive guide to derivatives, derivative markets, and the use of …

Explore the deadly elegance of finance's hidden powerhouse The Money Formula takes you inside the engine room of the global economy to explore the lit…

Select and execute the best trades—and reduce risk Rather than teaching options from a financial perspective, How to Price and Trade Options: Identify…

A through guide covering Modern Portfolio Theory as well as the recent developments surrounding it Modern portfolio theory (MPT), which originated wit…

Учебное пособие предназначено для студентов Владимирского государственного университета направлению подготовки "Экономи-ка" и профилям бакалавриата 44…

The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied th…

Explore the deadly elegance of finance's hidden powerhouse The Money Formula takes you inside the engine room of the global economy to explore the lit…

A technical resource for self-directed traders who want to understand the scientific underpinnings of the filters and indicators used in trading decis…

Explore the deadly elegance of finance's hidden powerhouse The Money Formula takes you inside the engine room of the global economy to explore the lit…

Обычно деятельность коммерческого банка подразделяется на деятельность, связанную с обслуживание клиентов, и внутреннюю деятельность. Считается, что б…