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Chapman & Hall/CRC financial mathematics series

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Chapman & Hall/CRC financial mathematics series

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Related materials as well as pre- and post-revision versions

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Table of Contents

  • 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

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Material Type
図書
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Alternative Title
Chapman and Hall/CRC financial mathematics series
Financial mathematics series
Place of Publication (Country Code)
us
Target Audience
一般
Related Material
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
Quantitative finance : an object-oriented approach in C++
Stochastic financial models
Introduction to risk parity and budgeting
Understanding risk : the theory and practice of financial risk management
Quantitative fund management
Interest rate modeling : theory and practice
The financial mathematics of market liquidity : from optimal execution to market making
Monte Carlo simulation with applications to finance
Financial modelling with jump processes
Derivative pricing : a problem-based primer
Option valuation : a first course in financial mathematics
Portfolio optimization and performance analysis
Counterparty risk and funding : a tale of two puzzles
C++ for financial mathematics
Risk analysis in finance and insurance
High-performance computing in finance : problems, methods, and solutions
Financial mathematics : a comprehensive treatment
Malliavin calculus in finance : theory and practice
Handbook of financial risk management
Introductory mathematical analysis for quantitative finance
Measure spaces and measurable functions
Monte Carlo methods and models in finance and insurance
Computational methods in finance
Credit risk : models, derivatives, and management
Model-free hedging : a martingale optimal transport viewpoint
Stochastic processes with applications to finance
Equity-linked life insurance : partial hedging methods
Analysis, geometry, and modeling in finance : advanced methods in option pricing
Introduction to stochastic calculus applied to finance
Structured credit portfolio analysis, baskets & CDOs
Robust Libor modelling and pricing of derivative products
Introduction to credit risk modeling
Stochastic finance : an introduction with market examples
Nonlinear option pricing
An introduction to exotic option pricing
American-style derivatives : valuation and computation
Unravelling the credit crunch
An introduction to credit risk modeling
Commodities
Engineering BGM
Quantitative equity portfolio management : modern techniques and applications
Stochastic volatility modeling
Financial mathematics : a comprehensive treatment in discrete time
Risk measures and insurance solvency benchmarks : fixed-probability levels in renewal risk models
High-performance computing in finance : problems, methods, and solutions
Understanding risk : the theory and practice of financial risk management
Geometry of derivation with applications
Modeling fixed income securities and interest rate options
Machine learning for factor investing : R version
Risk measures and insurance solvency benchmarks : fixed-probability levels in renewal risk models
Machine learning for factor investing : R version
Financial modelling in commodity markets
Introducing financial mathematics : theory, binomial models, and applications
The integrals of Riemann, Lebesgue, and (Riemann-)Stieltjes
Introduction to stochastic finance with market examples
General measure and integration theory
Introductory mathematical analysis for quantitative finance
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