Models, pricing, and computational methods.
22 published titles · Same filter in catalogue
the remarkable story of risk
Peter L. Bernstein · 1996 · John Wiley & Sons
Against the Gods explores the evolution of risk management and decision-making through history, illustrating how our understanding of risk has shaped human progress. Peter L. Bernstein delves into the mathematics and philosophy behind risk, making it relevant for practitioners and scholars alike.
Ruey S. Tsay · 2010 · John Wiley & Sons
This comprehensive text delves into the analysis of financial time series, integrating econometric techniques with risk management principles. It serves as a crucial resource for analysts and risk managers looking to enhance their understanding of time-series data in financial contexts.
managing vanilla and exotic options
Nassim Nicholas Taleb · 1997 · John Wiley & Sons
Dynamic Hedging offers a comprehensive approach to managing both vanilla and exotic options, emphasising the importance of risk assessment in derivatives trading. The book provides practical insights and strategies for traders and analysts in navigating complex financial instruments.
an introduction to derivative pricing
Martin Baxter · 1996 · Cambridge University Press
Financial Calculus offers a rigorous introduction to the mathematical foundations of derivative pricing, essential for analysts, traders, and students navigating the complexities of financial derivatives.
a practitioner's guide
Iain J. Clark · 2011 · John Wiley & Sons
This comprehensive guide delves into the intricacies of pricing foreign exchange options, providing practitioners with essential tools and methodologies. It covers theoretical foundations and practical applications, making it a valuable resource for analysts and traders in the FX market.
Principles and Approaches
Iain J. Clark · 2010 · John Wiley & Sons
This book provides advanced insights into FX options pricing and models, equipping practitioners with the necessary tools to navigate the complexities of foreign exchange derivatives. It covers various pricing principles and approaches essential for effective risk management in FX markets.
Models, Instruments and Strategies
Jurgen Hakala · Uwe Wystup · 1999 · Risk Books
This book provides a comprehensive overview of foreign exchange risk, exploring various models, instruments, and strategies to manage it effectively. It is designed for professionals seeking to deepen their understanding of FX risk management and quantitative approaches.
Umberto Cherubini · 2010 · John Wiley & Sons
This book provides a comprehensive overview of Fourier transform methods and their applications in finance, particularly in pricing derivatives and fixed income instruments. It combines theoretical insights with practical implementations, making it a valuable resource for finance professionals and researchers.
With Smile, Inflation and Credit (Springer Finance)
Damiano Brigo · Fabio Mercurio · Springer
This comprehensive volume delves into interest rate models, integrating theoretical foundations with practical applications. It covers advanced topics including smile dynamics, inflation impacts, and credit considerations, making it essential for finance professionals engaged in interest rate derivatives and risk management.
Carol Alexander · 2009 · John Wiley & Sons
This comprehensive volume by Carol Alexander delves into market risk analysis, focusing on Value at Risk (VaR) models. It provides practitioners with essential insights into risk measurement and management, making it a vital resource for analysts and risk managers in financial institutions.
in the light of a critical-historical analysis of the problems and of a synthesis of the results
Alexander Lipton · 2001 · World Scientific
This comprehensive work presents an advanced mathematical framework for pricing FX derivatives, focusing on stochastic models, partial differential equations (PDEs), and exotic option valuation. It is essential for practitioners seeking to deepen their understanding of financial engineering in foreign exchange markets.
for Insurance and Finance
Paul Embrechts et al. · 1997 · Springer
This foundational text provides a comprehensive mathematical treatment of extreme value theory and its applications in finance and insurance, focusing on tail risk modeling. It is essential for professionals dealing with risk assessment and quantitative finance.
pricing and volatility strategies and techniques
Euan Sinclair · 2010 · John Wiley & Sons
This book provides a comprehensive overview of option trading strategies, focusing on pricing and volatility techniques. It is designed for practitioners looking to enhance their understanding of options and their mathematical underpinnings in the context of financial markets.
Advanced Trading Strategies and Techniques, 2nd Edition
Sheldon Natenberg · 2014 · McGraw-Hill
This comprehensive guide delves into the intricacies of option volatility and pricing, offering advanced trading strategies and techniques. It equips traders and analysts with the necessary tools to navigate the complexities of derivatives markets effectively.
Paul Wilmott · 2007 · John Wiley & Sons
This comprehensive introduction to quantitative finance by Paul Wilmott covers essential mathematical models and their applications in finance, including options and derivatives. It serves as a critical resource for professionals seeking to deepen their understanding of quantitative methods in financial markets.
Paul Wilmott · 2006 · John Wiley & Sons
Paul Wilmott on Quantitative Finance provides a comprehensive overview of the mathematical models and techniques used in finance, particularly in derivatives pricing and risk management. This extensive work is essential for practitioners looking to deepen their understanding of quantitative methods in financial markets.
concepts, techniques and tools
Alexander J. McNeil · 2015 · Princeton University Press
This comprehensive text provides an in-depth exploration of quantitative risk management techniques and tools, integrating mathematical models with practical applications in finance and insurance. It serves as a vital resource for professionals and students seeking to enhance their understanding of risk measurement and management.
Espen Gaarder Haug · 2007 · McGraw-Hill
This comprehensive guide provides a detailed exploration of option pricing formulas, essential for analysts and traders in the derivatives market. It covers mathematical models and software applications that aid in pricing options effectively, making it a valuable resource for finance professionals.
Gregory Zuckerman · 2019 · Random House
Renaissance and quantitative investing narrative.
A Practitioner's Guide (Wiley Finance)
Jim Gatheral · 2006 · John Wiley & Sons
The Volatility Surface provides an in-depth exploration of the mathematical models and practical applications of volatility in derivatives trading. Authored by Jim Gatheral, this guide is essential for practitioners seeking to understand the complexities of pricing and managing options in financial markets.
the new benchmark for managing financial risk
Philippe Jorion · 2007 · McGraw-Hill
This comprehensive text by Philippe Jorion presents Value at Risk (VaR) as a pivotal tool for managing financial risk. It covers theoretical foundations, practical applications, and the implications of VaR in various financial contexts, making it essential for risk managers and analysts alike.
2nd Edition
Riccardo Rebonato · 2004 · John Wiley & Sons
This book provides an advanced treatment of volatility modeling, smile dynamics, and correlation structures essential for derivatives pricing and hedging. It is a critical resource for finance professionals seeking to deepen their understanding of these complex topics.