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- 資料種別
- 図書
- 並列タイトル等
- Chapman and Hall/CRC financial mathematics seriesFinancial mathematics series
- 出版地(国名コード)
- us
- 対象利用者
- 一般
- 関連情報
- An introduction to computational risk management of equity-linked insurancePortfolio rebalancingNumerical methods for financeInterest rate modeling : theory and practiceStochastic finance : a numeraire approachQuantitative finance : an object-oriented approach in C++Stochastic financial modelsIntroduction to risk parity and budgetingUnderstanding risk : the theory and practice of financial risk managementQuantitative fund managementInterest rate modeling : theory and practiceThe financial mathematics of market liquidity : from optimal execution to market makingMonte Carlo simulation with applications to financeFinancial modelling with jump processesDerivative pricing : a problem-based primerOption valuation : a first course in financial mathematicsPortfolio optimization and performance analysisCounterparty risk and funding : a tale of two puzzlesC++ for financial mathematicsRisk analysis in finance and insuranceHigh-performance computing in finance : problems, methods, and solutionsFinancial mathematics : a comprehensive treatmentMalliavin calculus in finance : theory and practiceHandbook of financial risk managementIntroductory mathematical analysis for quantitative financeMeasure spaces and measurable functionsMonte Carlo methods and models in finance and insuranceComputational methods in financeCredit risk : models, derivatives, and managementModel-free hedging : a martingale optimal transport viewpointStochastic processes with applications to financeEquity-linked life insurance : partial hedging methodsAnalysis, geometry, and modeling in finance : advanced methods in option pricingIntroduction to stochastic calculus applied to financeStructured credit portfolio analysis, baskets & CDOsRobust Libor modelling and pricing of derivative productsIntroduction to credit risk modelingStochastic finance : an introduction with market examplesNonlinear option pricingAn introduction to exotic option pricingAmerican-style derivatives : valuation and computationUnravelling the credit crunchAn introduction to credit risk modelingCommoditiesEngineering BGMQuantitative equity portfolio management : modern techniques and applicationsStochastic volatility modelingFinancial mathematics : a comprehensive treatment in discrete timeRisk measures and insurance solvency benchmarks : fixed-probability levels in renewal risk modelsHigh-performance computing in finance : problems, methods, and solutionsUnderstanding risk : the theory and practice of financial risk managementGeometry of derivation with applicationsModeling fixed income securities and interest rate optionsMachine learning for factor investing : R versionRisk measures and insurance solvency benchmarks : fixed-probability levels in renewal risk modelsMachine learning for factor investing : R versionFinancial modelling in commodity marketsIntroducing financial mathematics : theory, binomial models, and applicationsThe integrals of Riemann, Lebesgue, and (Riemann-)StieltjesIntroduction to stochastic finance with market examplesGeneral measure and integration theoryIntroductory mathematical analysis for quantitative finance
- 連携機関・データベース
- 国立情報学研究所 : CiNii Research
- 提供元機関・データベース
- CiNii Books