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Found 2 from your keywords: author=Carl Chiarella
cover
Derivative Security Pricing Techniques, Methods and Applications
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Carl Chiarella

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as…

Edition
-
ISBN/ISSN
9783662459065
Collation
-
Series Title
-
Call Number
338.7
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cover
Sustainable Asset Accumulation and Dynamic Portfolio Decisions
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Carl ChiarellaWilli SemmlerChih-Ying HsiaoLebogang Mateane

This book examines sustainable wealth formation and dynamic decision-making. The global economy experienced a veritable meltdown of asset markets in the years 2007-9, where many funds were overexposed to risky returns and suffered considerable losses. On the other hand, the long-term upswing in the stock market since 2010 has led to asset price booms and some new, but also uneven, wealth forma…

Edition
-
ISBN/ISSN
978-3-662-49229-1
Collation
XVIII, 189
Series Title
Dynamic Modeling and Econometrics in Economics and Finance
Call Number
-
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