Financial Engineering 2016

Saddlepoint Approximation Methods in Financial Engineering  eBooks & eLearning

Posted by AvaxGenius at Feb. 17, 2018
Saddlepoint Approximation Methods in Financial Engineering

Saddlepoint Approximation Methods in Financial Engineering By Yue Kuen Kwok
English | PDF,EPUB | 2018 | 134 Pages | ISBN : 3319741004 | 4.43 MB

This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It addresses pricing exotic financial derivatives and calculating risk contributions to Value-at-Risk and Expected Shortfall in credit portfolios under various default correlation models. These standard problems involve the computation of tail probabilities and tail expectations of the corresponding underlying state variables.
Engineering Mathematics I: Electromagnetics, Fluid Mechanics, Material Physics and Financial Engineering

Engineering Mathematics I: Electromagnetics, Fluid Mechanics, Material Physics and Financial Engineering (Springer Proceedings in Mathematics & Statistics) by Sergei Silvestrov
English | 15 Dec. 2016 | ISBN: 331942081X | 360 Pages | EPUB | 6.67 MB
Engineering Mathematics I: Electromagnetics, Fluid Mechanics, Material Physics and Financial Engineering [Repost]

Sergei Silvestrov, Milica Rančić - Engineering Mathematics I: Electromagnetics, Fluid Mechanics, Material Physics and Financial Engineering
Published: 2016-11-27 | ISBN: 331942081X | PDF | 341 pages | 12.19 MB
Financial Engineering and Computation: Principles, Mathematics, Algorithms (Repost)

Yuh-Dauh Lyuu, "Financial Engineering and Computation: Principles, Mathematics, Algorithms"
English | 2001 | ISBN: 052178171X | PDF | pages: 647 | 9.5 mb
Algorithmic Differentiation in Finance Explained (Financial Engineering Explained)

Algorithmic Differentiation in Finance Explained (Financial Engineering Explained) by Marc Henrard
English | 11 Sept. 2017 | ISBN: 3319539787 | 120 Pages | EPUB | 1.49 MB

This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD

ACCA P4 Advanced Financial Management 2016-17  eBooks & eLearning

Posted by AlenMiler at Dec. 2, 2017
ACCA P4 Advanced Financial Management 2016-17

ACCA P4 Advanced Financial Management 2016-17 by Rob Tully
English | 25 Aug. 2016 | ASIN: B01L2C9JTW | 619 Pages | PDF | 2.76 MB
State-Space Approaches for Modelling and Control in Financial Engineering: Systems theory and machine learning methods

Gerasimos G. Rigatos, "State-Space Approaches for Modelling and Control in Financial Engineering: Systems theory and machine learning methods"
English | 2017 | ISBN-10: 3319528653 | 310 pages | EPUB | 6 MB
Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained)

Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained) by Jörg Kienitz
English | 11 Dec. 2017 | ISBN: 1137360186 | 248 Pages | PDF | 7.69 MB

This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I.

Equity Derivatives Explained (Financial Engineering Explained) (Repost)  eBooks & eLearning

Posted by insetes at Oct. 18, 2017
Equity Derivatives Explained (Financial Engineering Explained) (Repost)

Equity Derivatives Explained (Financial Engineering Explained) By Mohamed Bouzoubaa
2014 | 144 Pages | ISBN: 113733553X | EPUB, MOBI, PDF | 1 MB + 2 MB + 1 MB

Smile Pricing Explained (Financial Engineering Explained) (Repost)  eBooks & eLearning

Posted by insetes at Oct. 16, 2017
Smile Pricing Explained (Financial Engineering Explained) (Repost)

Smile Pricing Explained (Financial Engineering Explained) By Peter Austing
2014 | 240 Pages | ISBN: 1137335718 | EPUB, MOBI, PDF | 3 MB + 4 MB + 2 MB