Tools for Computational Finance
eBook. English.
Published London : Springer London 2012
9781447129936 1447129938
5th ed. 2012.
Quantitative Assessment of Securitisation Deals
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer 2013
9783642297212 3642297218
The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate...
Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer 2013
9783642349256 3642349250
The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization...
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg 2006
3540330879 9783540330875
Pricing and Risk Management of Synthetic CDOs
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg 2011
3642156096 9783642156090
Statistical Tools for Finance and Insurance
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg 2011
3642180620 9783642180620
Implicit Embedded Options in Life Insurance Contracts: A Market Consistent Valuation Framework
eBook. English.
Published Heidelberg : Physica-Verlag HD 2012
9783790828436 3790828432
Introduction to the Mathematics of Finance: Arbitrage and Option Pricing
eBook. English.
Published New York, NY : Springer New York 2012
9781461435822 146143582X
2nd ed. 2012.
Topics in Numerical Methods for Finance
eBook. English.
Published Boston, MA : Springer US : Imprint: Springer 2012
9781461434337 1461434335
Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic...
Real Estate Investment: A Value Based Approach
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer 2012
3642235271 9783642235276
This book fills a gap in the existing resources available to students and professionals requiring an academically rigorous, but practically orientated...
