Зарегистрироваться
Восстановить пароль
FAQ по входу

Baaquie B.E. Quantum Finance

  • Файл формата rar
  • размером 1,75 МБ
  • содержит документ формата pdf
  • Добавлен пользователем
  • Описание отредактировано
Baaquie B.E. Quantum Finance
Cambridge, Cambridge Unuversity Press, 2004. - 334 p.
Работа посвящена переносу методов и принципов квантовой механики в область финансовой математики. Делается попытка связать теорию опционов и модели процентных ставок с квантовой теории поля. Автор предполагает в читателе хорошее владение математических анализом, свободное обращение с линейной алгеброй и умение пользоваться теорией вероятностей.
  • Чтобы скачать этот файл зарегистрируйтесь и/или войдите на сайт используя форму сверху.
  • Регистрация

Смотри также

Подробнее

Chan E.P. Algorithmic Trading. Winning Strategies and Their Rationale

  • pdf
John Wiley, 2013. — 225 pp. This book is a practical guide to algorithmic trading strategies that can be readily implemented by both retail and institutional traders. It is not an academic treatise on financial theory. Rather, I hope to make accessible to the reader some of the most useful financial research done in the past few decades, mixing them with insights I gained from...
  • 2,21 МБ
  • добавлен
  • описание отредактировано
Подробнее

Cont R. (ed.) Encyclopedia of Quantitative Finance

  • pdf
N.-Y.: Wiley, 2010. - 2224p. "What initially looked like an impossible undertaking has become a formidable achievement, stretching from the theoretical foundations to the most recent cutting edge methods. Mille bravos!" —Dr Bruno Dupire (Bloomberg L.P.) The Encyclopedia of Quantitative Finance is a major reference work designed to provide a comprehensive coverage of essential...
  • 20,44 МБ
  • добавлен
  • описание отредактировано
Подробнее

Mun J. Advanced Analytical Models: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond

  • pdf
Wiley, 2008. – 1033 p. – ISBN: 047017921X, 9780470179215 If you’re seeking solutions to advanced and even esoteric problems, Advanced Analytical Models goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications—including the use of embedded functions and algorithms. This reliable resource will equip you...
  • 49,28 МБ
  • добавлен
  • описание отредактировано
Подробнее

Van Deventer D.R. et al. Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management

  • pdf
Wiley, 2013. – 775 p. – ISBN: 1118278542, 9781118278543. Practical tools and advice for managing financial risk, updated for a post-crisis world. Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the...
  • 14,21 МБ
  • добавлен
  • описание отредактировано
Подробнее

Viens F.G., Mariani M.C., Florescu I. (Eds.) Handbook of Modeling High-Frequency Data in Finance

  • pdf
Wiley – 2012, 443 pages ISBN: 0470876883 Cutting-Edge Developments in High-Frequency Financial Econometrics. In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and...
  • 4,40 МБ
  • добавлен
  • описание отредактировано
Подробнее

Wilmott Paul. Quantitative Finance

  • pdf
2nd edition. — John Wiley & Sons Ltd, 2006. — 1401 p. Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes. Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return. The reader is introduced to the fundamental mathematical tools and...
  • 14,89 МБ
  • добавлен
  • описание отредактировано
Наверх