Tahun Terbit

-

Addresses selected practical applications and developments in the areas of quantitative financial modeling in derivatives instruments. This book focuses on the fixed-income market. It is written from the point of view of financial engineers or practitioners. It attempts to combine economic insights with mathematics and modeling.

This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent rando…

Offering the most comprehensive and up-to-date survey of current research in an important area of social choice theory, Wulf Gaertner's monograph provides an essential reference for economists and political scientists. In the interests of accessibilty and readability, extensive formal proofs to theorems are not included in the text but are carefully referenced, allowing interested readers to pu…

Market Structure and Competition Policy applies modern advances in game theory to the analysis of competition policy and develops some of the theoretical and policy concerns associated with the pioneering work of Louis Phlips. Containing contributions by leading scholars from Europe and North America, this book observes a common theme in the relationship between the regulatory regime and market…

Introduction to the Economics and Mathematics of Financial Markets fills the longstanding need for an accessible yet serious textbook treatment of financial economics. The book provides a rigorous overview of the subject, while its flexible presentation makes it suitable for use with different levels of undergraduate and graduate students. Each chapter presents mathematical models of financial …

This is an undergraduate textbook on the basic aspects of personal savings and investing with a balanced mix of mathematical rigor and economic intuition. It uses routine financial calculations as the motivation and basis for tools of elementary real analysis rather than taking the latter as given. Proofs using induction, recurrence relations and proofs by contradiction are covered. Inequalitie…

A comprehensive guide to investment guarantees in equity-linked life insurance. Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimati…

Tahun Terbit

2005

Edisi

1

ISBN/ISSN

978-0-07-124826-9

Deskripsi Fisik

xix + 688 hlm.; 19 x 23 cm

No. Panggil

330.015 1 CHI f

Tahun Terbit

-

ISBN/ISSN

978-1-4200-6005-2

Deskripsi Fisik

169p; 26 cm.; ill.

No. Panggil

615.7 KAL c