Posted by **interes** at May 14, 2014

English | 2007 | ISBN: 0470013222 | ISBN-13: 9780470013229 | 384 pages | PDF | 3,2 MB

Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area.

Posted by **arundhati** at Nov. 25, 2016

2016 | ISBN-10: 9812878726 | 507 pages | PDF | 13 MB

Posted by **exLib** at Nov. 2, 2016

ITexLi | 2016 | ISBN: 030944991X 9780309449915 | 135 pages | PDF | 72 MB

This volume describes the types of models and analytical methods used to understand real-world systems, discusses what would be required to make these models and methods useful for geospatial intelligence. The book provides examples of models that have been used, describes how to go about a model-based investigation, and discusses models and methods that are relevant to NGA’s mission.

Posted by **step778** at Jan. 12, 2016

2009 | pages: 774 | ISBN: 0230222153 | PDF | 3,4 mb

Posted by **Veslefrikk** at Oct. 28, 2014

Publisher: Pal gra ve Mac mill an 2004 | 600 Pages | ISBN: 1403921504 | CHM | 5 MB

Posted by **enmoys** at July 2, 2013

2004 | 600 Pages | ISBN: 1403921504 | CHM | 5 MB

Posted by **Veslefrikk** at May 18, 2013

Palgrave Macmillan | 2002 | ISBN: 0333977068 | 670 pages | PDF | 3,4 MB

Posted by **interes** at March 12, 2013

2009 | ISBN: 0230222153 | 700 pages | PDF | 3,4 MB

This book pres a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. There is also an accompanying website with hundreds of real world examples.

Posted by **MrLAG** at Feb. 7, 2011

Princeton University Press | January 5, 2004 | English | ISBN: 0691118949 | 288 pages | PDF | 42 Mb

The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets. Andrew Cairns addresses not only seminal works but also modern developments. Refreshingly broad in scope, covering numerical methods, credit risk, and descriptive models, and with an approachable sequence of opening chapters, Interest Rate Models will make readers–be they graduate students, academics, or practitioners–confident enough to develop their own interest rate models or to price nonstandard derivatives using existing models.

Posted by **lout** at Dec. 3, 2010

Publisher: Pal gra ve Mac mill an 2004 | 600 Pages | ISBN: 1403921504 | CHM | 5 MB