Quantitative Finance

Enlargement of Filtration with Finance in View (SpringerBriefs in Quantitative Finance)

Enlargement of Filtration with Finance in View (SpringerBriefs in Quantitative Finance) by Anna Aksamit
English | 8 Dec. 2017 | ISBN: 331941254X | 150 Pages | EPUB | 4.07 MB

This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion

Credit Correlation: Theory and Practice (Applied Quantitative Finance)  eBooks & eLearning

Posted by hill0 at Nov. 16, 2017
Credit Correlation: Theory and Practice (Applied Quantitative Finance)

Credit Correlation: Theory and Practice (Applied Quantitative Finance) by Youssef Elouerkhaoui
English | 7 Dec. 2017 | ISBN: 3319609726 | 456 Pages | PDF | 7.48 MB

This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guidance. The book picks up where pre-crisis credit books left off,

Ethics in Quantitative Finance: A Pragmatic Financial Market Theory  eBooks & eLearning

Posted by AvaxGenius at Oct. 28, 2017
Ethics in Quantitative Finance: A Pragmatic Financial Market Theory

Ethics in Quantitative Finance: A Pragmatic Financial Market Theory By Timothy Johnson
English | PDF,EPUB | 2017 | 339 Pages | ISBN : 3319610384 | 5.24 MB

This book presents an ethical theory for financial transactions that underpins the stability of modern economies. It combines elements from history, ethics, economics and mathematics to show how these combined can be used to develop a pragmatic theory of financial markets.

Mastering R for Quantitative Finance  eBooks & eLearning

Posted by readerXXI at Oct. 7, 2017
Mastering R for Quantitative Finance

Mastering R for Quantitative Finance
by Ferenc Illes and Edina Berlinger
English | 2015 | ISBN: 1783552077 | 346 Pages | Mobi/Code Files | 15/8.5 MB
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) By Marc Henrard
2014 | 256 Pages | ISBN: 1137374659 | EPUB | 4 MB

Applied Quantitative Finance  eBooks & eLearning

Posted by AvaxGenius at Sept. 9, 2017
Applied Quantitative Finance

Applied Quantitative Finance By Prof. Dr. Wolfgang Karl Härdle, Prof. Cathy Yi-Hsuan Chen, Prof. Dr. Ludger Overbeck
English | EPUB | 2017 | 368 Pages | ISBN : 3662544857 | 6.71 MB

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance.

Mastering R for Quantitative Finance (repost)  eBooks & eLearning

Posted by andr1078 at Aug. 11, 2017
Mastering R for Quantitative Finance (repost)

Edina Berlinger, Ferenc Illes, Milan Badics, Adam Banai, Gergely Daroczi "Mastering R for Quantitative Finance"
Publisher: Packt Publishing | English | 2015 | ISBN: 1783552077 | 346 pages | PDF | 3.7 MB

Applied Quantitative Finance, Third Edition  eBooks & eLearning

Posted by AvaxGenius at Aug. 5, 2017
Applied Quantitative Finance, Third Edition

Applied Quantitative Finance, Third Edition By Prof. Dr. Wolfgang Karl Härdle, Prof. Cathy Yi-Hsuan Chen, Prof. Dr. Ludger Overbeck
English | PDF | 2017 | 368 Pages | ISBN : 3662544857 | 11.81 MB

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility.

An Introduction to Quantitative Finance (repost)  eBooks & eLearning

Posted by libr at May 10, 2017
An Introduction to Quantitative Finance (repost)

An Introduction to Quantitative Finance by Stephen Blyth
English | 2013 | ISBN: 0199666598 , 019966658X | 192 pages | PDF | 1 MB
Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope (repost)

Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope by T. Wake Epps
English | 2009-03-16 | ISBN: 0470431997 | 399 pages | PDF | 19 mb