CRC Press, 2025. — 304 p. — ISBN 103291517X. Data Analytics in Finance covers the methods and application of data analytics in all major areas of finance, including buy-side investments, sell-side investment banking, corporate finance, consumer finance, financial services, real estate, insurance, and commercial banking. It explains statistical inference of big data, financial...
Springer, 2025. — 144 p. Preface Objective and Audience Guide to the Chapters Acknowledgments Symbols and Notation Gaussian Process Preliminaries Introduction Fundamentals Gaussian Process Regression GP Likelihood and Hyperparameters Estimation and Likelihood Examples and Discussion Hyperparameter Sensitivity in GPR Universal Kriging and Varying Prior Means GPs as Kernel...
Palgrave Macmillan, 2002. — 155 p. In the 1990s shareholder value was applied to all aspects of corporate strategy and management decisions as a result of intense competition, globalization, advances in technology, deregulation and the financial markets. As we enter the twentyfirst century the business environment is one of increasing creative destruction, where competitive...
Singapore: World Scientific Publishing Company, 2025. — 249 p. — (World Scientific Lecture Notes in Finance, 10). — ISBN 9789819811595. These lecture notes are thought for Master courses in Finance, Fintech and Quantitative Finance programmes. We fully subscribe to the philosophy that post-graduate students should be offered courses that are really at the cutting edge of the...
Cambridge University Press, Elements in Quantitative Finance series, 09.11.2023, 86 pages. Virtually all journal articles in the factor investing literature make associational claims, in denial of the causal content of factor models. Authors do not identify the causal graph consistent with the observed phenomenon, they justify their chosen model specification in terms of...
Springer, 2025. — 278 p. — (Springer Texts in Business and Economics). — ISBN 3031746678. This textbook is designed to facilitate a thorough learning for students of financial mathematics. It includes exercises and theoretical questions across seven chapters: Interest Theory, Financial Flows and Annuities, Profitability and Risk of Financial Operations, Portfolio Analysis,...
Wiley, 2025. — 208 p. — ISBN 1394281315. Expert guidance on implementing quantitative portfolio optimization techniques. In Quantitative Portfolio Optimization: Theory and Practice, renowned financial practitioner Miquel Noguer, alongside physicists Alberto Bueno Guerrero and Julian Antolin Camarena, who possess excellent knowledge in finance, delve into advanced mathematical...
Wiley, 2025. — 384 p. — ISBN 1394281315. Expert guidance on implementing quantitative portfolio optimization techniques. In Quantitative Portfolio Optimization: Theory and Practice, renowned financial practitioner Miquel Noguer, alongside physicists Alberto Bueno Guerrero and Julian Antolin Camarena, who possess excellent knowledge in finance, delve into advanced mathematical...
3rd Edition. — CRC Press, 2024. — 436 p. — (Chapman and Hall/CRC Financial Mathematics Series). — ISBN: 978-1-032-48444-0. Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a three-dimensional...
Wiley-Scrivener, 2025. — 330 p. — ISBN 978-1-394-23322-9. The book serves as an essential guide and a deep dive into the intersection of Artificial Intelligence (AI) and finance, providing readers with a thorough understanding of the current state, challenges, and future possibilities of autonomous financial systems. In the rapidly evolving domain of autonomous finance, the...
2nd Edition. — Chapman and Hall/CRC, 2025. — 368 p. — (Chapman and Hall/CRC Financial Mathematics Series). — ISBN 978-1-032-63638-2. Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random...
2nd Edition. — Chapman and Hall/CRC, 2025. — 368 p. — (Chapman and Hall/CRC Financial Mathematics Series). — ISBN 978-1-032-63638-2. Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random...
2nd Edition. — Chapman and Hall/CRC, 2025. — 368 p. — (Chapman and Hall/CRC Financial Mathematics Series). — ISBN 978-1-032-63638-2. Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random...
2nd Edition. — Chapman and Hall/CRC, 2025. — 368 p. — (Chapman and Hall/CRC Financial Mathematics Series). — ISBN 978-1-032-63635-1. Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random...
Рабочая тетрадь. — Ижевск: Ижевская государственная сельскохозяйственная академия, 2020. — 34 с. В рабочей тетради представлены задания для проведения практических занятий и самостоятельной работы по дисциплине «Основы финансовых вычислений». Пособие предназначено для систематизации и углубления теоретических знаний с помощью задач, творческих заданий, табличного процессора...
Методические указания. — Ижевск: Ижевская государственная сельскохозяйственная академия, 2020. — 27 с. В издании представлены задания для самостоятельной работы и выполнения контрольных работ по дисциплине «Основы финансовых вычислений». Предназначено для систематизации и углубления теоретических знаний с помощью теоретического материала, вопросов к темам, задач. Все...
Princeton: Princeton University Press, 2006. — 497 p. — ISBN 9780691122977 Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing financial...
2nd ed. — New York: John Wiley & Sons Ltd, 2004. — 867 p. — ISBN 0470091401, 9780470091401 In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox , Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation –...
В 2 т. — М.: МЦНМО, 2016. — 461 с. — ISBN 978-5-4439-2392-2. Подготовлено на основе книги : Ширяев А. Н. Основы стохастической финансовой математики : В 2 т. Т. 2 : Теория. М. : МЦНМО, 2016. 464 с. ISBN 978-5-4439-0394-1; 978-5-4439-0396-5 (том 2) Материал настоящего, второго тома , посвященного «Теории» , также состоит из четырех глав: Теория арбитража в стохастических...
McGraw-Hill Professional, 2005. — 448 p. Advanced Option Pricing Models details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows option traders how to construct improved models for better pricing in a wider range of market conditions. Model-building steps cover options pricing under conditional or marginal...