Chapman & Hall/CRC financial mathematics series

• 資料種別: 図書
• タイトル: Chapman & Hall/CRC financial mathematics series
• 出版事項: Chapman & Hall/CRC
• 並列タイトル等: Chapman and Hall/CRC financial mathematics series; Financial 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 insurance; https://cir.nii.ac.jp/crid/1130000793889055488; Portfolio rebalancing; https://cir.nii.ac.jp/crid/1130000793921716736; Numerical methods for finance; https://cir.nii.ac.jp/crid/1130000793927038976; Interest rate modeling : theory and practice; https://cir.nii.ac.jp/crid/1130000794223776128; Stochastic finance : a numeraire approach; https://cir.nii.ac.jp/crid/1130000794583504384; Quantitative finance : an object-oriented approach in C++; https://cir.nii.ac.jp/crid/1130000794611805824; Stochastic financial models; https://cir.nii.ac.jp/crid/1130000794730034688; Introduction to risk parity and budgeting; https://cir.nii.ac.jp/crid/1130000795040217600; Understanding risk : the theory and practice of financial risk management; https://cir.nii.ac.jp/crid/1130000795686344576; Quantitative fund management; https://cir.nii.ac.jp/crid/1130000796508300288; https://cir.nii.ac.jp/crid/1130000796773753600; The financial mathematics of market liquidity : from optimal execution to market making; https://cir.nii.ac.jp/crid/1130000796969022464; Monte Carlo simulation with applications to finance; https://cir.nii.ac.jp/crid/1130000796988960384; Financial modelling with jump processes; https://cir.nii.ac.jp/crid/1130000797141592960; Derivative pricing : a problem-based primer; https://cir.nii.ac.jp/crid/1130000797144372992; Option valuation : a first course in financial mathematics; https://cir.nii.ac.jp/crid/1130000797220675200; Portfolio optimization and performance analysis; https://cir.nii.ac.jp/crid/1130000797404119808; Counterparty risk and funding : a tale of two puzzles; https://cir.nii.ac.jp/crid/1130000797758980096; C++ for financial mathematics; https://cir.nii.ac.jp/crid/1130000797799889792; Risk analysis in finance and insurance; https://cir.nii.ac.jp/crid/1130000797871504000; High-performance computing in finance : problems, methods, and solutions; https://cir.nii.ac.jp/crid/1130000797932500224; Financial mathematics : a comprehensive treatment; https://cir.nii.ac.jp/crid/1130000798135992960; Malliavin calculus in finance : theory and practice; https://cir.nii.ac.jp/crid/1130007425087124638; Handbook of financial risk management; https://cir.nii.ac.jp/crid/1130009515232357140; Introductory mathematical analysis for quantitative finance; https://cir.nii.ac.jp/crid/1130014171865088681; Measure spaces and measurable functions; https://cir.nii.ac.jp/crid/1130014171865175975; Monte Carlo methods and models in finance and insurance; https://cir.nii.ac.jp/crid/1130282268911812352; Computational methods in finance; https://cir.nii.ac.jp/crid/1130282269767341184; Credit risk : models, derivatives, and management; https://cir.nii.ac.jp/crid/1130282269771995008; Model-free hedging : a martingale optimal transport viewpoint; https://cir.nii.ac.jp/crid/1130282269954076416; Stochastic processes with applications to finance; https://cir.nii.ac.jp/crid/1130282270106588544; Equity-linked life insurance : partial hedging methods; https://cir.nii.ac.jp/crid/1130282270174766848; Analysis, geometry, and modeling in finance : advanced methods in option pricing; https://cir.nii.ac.jp/crid/1130282270226930176; Introduction to stochastic calculus applied to finance; https://cir.nii.ac.jp/crid/1130282270362499200; Structured credit portfolio analysis, baskets & CDOs; https://cir.nii.ac.jp/crid/1130282270365943296; Robust Libor modelling and pricing of derivative products; https://cir.nii.ac.jp/crid/1130282270519390464; Introduction to credit risk modeling; https://cir.nii.ac.jp/crid/1130282270898228224; Stochastic finance : an introduction with market examples; https://cir.nii.ac.jp/crid/1130282270955911936; Nonlinear option pricing; https://cir.nii.ac.jp/crid/1130282271400442880; An introduction to exotic option pricing; https://cir.nii.ac.jp/crid/1130282271473801728; American-style derivatives : valuation and computation; https://cir.nii.ac.jp/crid/1130282272392559360; Unravelling the credit crunch; https://cir.nii.ac.jp/crid/1130282272473982592; An introduction to credit risk modeling; https://cir.nii.ac.jp/crid/1130282272579009536; Commodities; https://cir.nii.ac.jp/crid/1130282272630495104; Engineering BGM; https://cir.nii.ac.jp/crid/1130282272735604736; Quantitative equity portfolio management : modern techniques and applications; https://cir.nii.ac.jp/crid/1130282272736021504; Stochastic volatility modeling; https://cir.nii.ac.jp/crid/1130282272849144576; Financial mathematics : a comprehensive treatment in discrete time; https://cir.nii.ac.jp/crid/1130289597005867155; Risk measures and insurance solvency benchmarks : fixed-probability levels in renewal risk models; https://cir.nii.ac.jp/crid/1130289751680264725; https://cir.nii.ac.jp/crid/1130295868781026689; https://cir.nii.ac.jp/crid/1130296641289248405; Geometry of derivation with applications; https://cir.nii.ac.jp/crid/1130297260957455415; Modeling fixed income securities and interest rate options; https://cir.nii.ac.jp/crid/1130566852070849024; Machine learning for factor investing : R version; https://cir.nii.ac.jp/crid/1130568596478289289; https://cir.nii.ac.jp/crid/1130570607703710743; https://cir.nii.ac.jp/crid/1130578116265887127; Financial modelling in commodity markets; https://cir.nii.ac.jp/crid/1130855721652843653; Introducing financial mathematics : theory, binomial models, and applications; https://cir.nii.ac.jp/crid/1130858596794900239; The integrals of Riemann, Lebesgue, and (Riemann-)Stieltjes; https://cir.nii.ac.jp/crid/1130859204716998272; Introduction to stochastic finance with market examples; https://cir.nii.ac.jp/crid/1130859513661716639; General measure and integration theory; https://cir.nii.ac.jp/crid/1130862379105288854; https://cir.nii.ac.jp/crid/1131694358825697162
• 関連情報（URI）: https://ci.nii.ac.jp/ncid/BA59871917#entity
• 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; https://ci.nii.ac.jp/books
• NACSIS書誌ID（NCID）: https://ci.nii.ac.jp/ncid/BA59871917 : BA59871917

目次

An introduction to computational risk management of equity-linked insurance

Portfolio rebalancing

Numerical methods for finance

Interest rate modeling : theory and practice

Stochastic finance : a numeraire approach