Filter by
Innovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustm…
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in: • Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, a…
- Edition
- -
- ISBN/ISSN
- 978-3-319-33446-2
- Collation
- X, 449
- Series Title
- Springer Proceedings in Mathematics & Statistics (PROMS, volume 165)
- Call Number
- -
Innovations in Quantitative Risk Management : TU München, September 2013
Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious mode…
- Edition
- -
- ISBN/ISSN
- 978-3-319-09114-3
- Collation
- XI, 438
- Series Title
- Springer Proceedings in Mathematics & Statistics (PROMS, volume 99)
- Call Number
- -
Artificial Intelligence in Financial Markets: Cutting Edge Applications for R…
As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable algorithmic approach which emulates certain aspects of human brain functions, and is used extensively in finan…
- Edition
- Ed. 1
- ISBN/ISSN
- 978-1-137-48880-0
- Collation
- XV, 344
- Series Title
- New Developments in Quantitative Trading and Investment
- Call Number
- 006.3 ART a
Innovations in Quantitative Risk Management: TU München, September 2013
Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious mode…
- Edition
- -
- ISBN/ISSN
- 978-3-319-09113-6
- Collation
- XI, 438
- Series Title
- -
- Call Number
- 330 INN
Innovations in Derivatives Markets Fixed Income Modeling, Valuation Adjustme…
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in: • Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, a…
- Edition
- -
- ISBN/ISSN
- 978-3-319-33445-5
- Collation
- X, 449
- Series Title
- -
- Call Number
- 330 INN
Uncertain Differential Equations
This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore, the book provides a number of new potential research directions for uncertain differential equat…
- Edition
- -
- ISBN/ISSN
- 978-3-662-52729-0
- Collation
- -
- Series Title
- -
- Call Number
- -
Trends in Mathematical Economics Dialogues Between Southern Europe and Latin…
This book gathers carefully selected works in Mathematical Economics, on myriad topics including General Equilibrium, Game Theory, Economic Growth, Welfare, Social Choice Theory, Finance. It sheds light on the ongoing discussions that have brought together leading researchers from Latin America and Southern Europe at recent conferences in venues like Porto, Portugal; Athens, Greece; and Guanaju…
- Edition
- -
- ISBN/ISSN
- 978-3-319-32543-9
- Collation
- -
- Series Title
- -
- Call Number
- -
The Price of Fixed Income Market Volatility
Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. While the methodology for options-based "model-free" pricing of equity volatility has been known for some time, little is known about analogous methodologies for pricing various fixed income volatilities…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-26523-0
- Collation
- XI, 250, 7 b/w illustrations, 45 illustrations in colour
- Series Title
- Springer Finance
- Call Number
- -
Financial Economics
Financial economics is a fascinating topic where ideas from economics, mathematics and, most recently, psychology are combined to understand financial markets. This book gives a concise introduction into this field and includes for the first time recent results from behavioral finance that help to understand many puzzles in traditional finance. The book is tailor made for master and PhD student…
- Edition
- -
- ISBN/ISSN
- 978-3-662-49688-6
- Collation
- XI, 363
- Series Title
- Springer Texts in Business and Economics
- Call Number
- -
Computer Science, Information & General Works 
Philosophy & Psychology 
Religion 
Social Sciences 
Language 
Pure Science 
Applied Sciences 
Art & Recreation 
Literature 
History & Geography