Martingale Methods in Financial Modelling

Martingale Methods in Financial Modelling  

Posted by step778 at Sept. 6, 2013
Martingale Methods in Financial Modelling

by Marek Musiela, Marek Rutkowski, "Martingale Methods in Financial Modelling"
2004 | pages: 646 | ISBN: 3540209662 | DJVU | 3,1 mb
Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach

Daniel J. Duffy, "Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach"
2006 | pages: 442 | ISBN: 0470858826 | PDF | 3,5 mb
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53) by Paul Glasserman[Repost]

Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53) by Paul Glasserman
Springer; 2003 edition | August 7, 2003 | English | ISBN: 0387004513 | 614 pages | PDF | 13 MB

From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers […] So often, financial engineering texts are very theoretical. This book is not." –Glyn Holton, Contingency Analysis

PDE and Martingale Methods in Option Pricing (repost)  

Posted by Veslefrikk at Aug. 22, 2014
PDE and Martingale Methods in Option Pricing (repost)

Andrea Pascucci, "PDE and Martingale Methods in Option Pricing"
S pri er | 2011 | ISBN: 8847017807 | 738 pages | PDF | 6,5 MB

Monte Carlo Methods in Financial Engineering (Repost)  

Posted by step778 at Aug. 8, 2013
Monte Carlo Methods in Financial Engineering (Repost)

Paul Glasserman, "Monte Carlo Methods in Financial Engineering"
2003 | pages: 613 | ISBN: 0387004513 | DJVU | 5,2 mb
Monte Carlo Methods in Financial Engineering (Repost)

Monte Carlo Methods in Financial Engineering
Publisher: Springer | ISBN: 0387004513 | edition 2003 | PDF | 614 pages | 13,2 mb

This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering. It divides roughly into three parts. The first part develops the fundamentals of Monte Carlo methods, the foundations of derivatives pricing, and the implementation of several of the most important models used in financial engineering. The next part describes techniques for improving simulation accuracy and efficiency. The final third of the book addresses special topics: estimating price sensitivities, valuing American options, and measuring market risk and credit risk in financial portfolios.

PDE and Martingale Methods in Option Pricing  

Posted by tot167 at May 3, 2011
PDE and Martingale Methods in Option Pricing

Andrea Pascucci, "PDE and Martingale Methods in Option Pricing"
S pri er | 2011 | ISBN: 8847017807 | 738 pages | PDF | 6,5 MB

Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli  eBooks & eLearning

Posted by karapuzik at Nov. 16, 2009
Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli

Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli
425 pages | Springer; 1 edition (April 7, 2008) | 3540779574 | PDF | 5 Mb

Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics

Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics by Paolo Brandimarte
English | 2014 | ISBN: 0470531118 | ISBN-13: 9780470531112 | 688 pages | PDF | 29,3 MB

An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics.
Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics.

Financial Modelling with Jump Processes  eBooks & eLearning

Posted by Willson at Dec. 2, 2016
Financial Modelling with Jump Processes

Peter Tankov, Rama Cont, "Financial Modelling with Jump Processes (Chapman and Hall/CRC Financial Mathematics Series)"
English | 2003 | ISBN: 1584884134 | 552 pages | PDF | 18.5 MB