Mathematics for Finance

PUBLISHED


Viewing: 1 - 10 of 98
Published:
June 23, 2014
Author(s):
Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo
Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty. The authors provide an analytical basis for the quantitative 
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Published:
May 08, 2014
Author(s):
Matt Davison
Teach Your Students How to Become Successful Working Quants Quantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration. The text not 
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Published:
March 12, 2014
Author(s):
Giuseppe Campolieti, Roman N. Makarov
Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of 
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Published:
December 20, 2013
Author(s):
Nicolas Privault
Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models without friction, emphasizing the complementarity of analytical and probabilistic methods. It demonstrates both the power and limitations of 
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Published:
December 19, 2013
Author(s):
Julien Guyon, Pierre Henry-Labordere
New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research—including Risk magazine’s 2013 Quant of the Year—Nonlinear Option 
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Published:
December 07, 2013
Author(s):
A. G. Aliyev
In this book on mathematical programming, the postulate spacial-time certainty of economic process at uncertainty conditions in finite-dimensional vector space and the principle piecewise-linear homogeneity of economic process at uncertainty conditions in finite-dimensional vector space are first 
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Published:
November 19, 2013
Author(s):
Erik Schlogl
Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. 
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Published:
November 12, 2013
Author(s):
Dale S. Borowiak, Arnold F. Shapiro
Understand Up-to-Date Statistical Techniques for Financial and Actuarial Applications Since the first edition was published, statistical techniques, such as reliability measurement, simulation, regression, and Markov chain modeling, have become more prominent in the financial and actuarial 
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Published:
July 16, 2013
Author(s):
Thierry Roncalli
Although portfolio management didn’t change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a popular 
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Published:
June 18, 2013
Author(s):
Aparna Gupta
The challenges of the current financial environment have revealed the need for a new generation of professionals who combine training in traditional finance disciplines with an understanding of sophisticated quantitative and analytical tools. Risk Management and Simulation shows how simulation 
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New Textbook! Taking an applied mathematics approach, An Introduction to Exotic Option Pricing illustrates how to use straightforward techniques to price a wide range of exotic options within the Black–Scholes framework. These methods can even be used as control variates in a Monte Carlo simulation of a stochastic volatility model.

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