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A Factor Model Approach to Derivative Pricing

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing;

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A Factor Model Approach to Derivative Pricing

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing;

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Analytical & Numerical Methods for Pricing Financial Derivatives

physicist Fisher Black. They derived and analysed a pricing model nowadays referred to as the Black--Scholes model. The approach was indeed;

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Robust Libor Modelling and Pricing of Derivative Products

procedure for the pricing of callable derivative instruments in this model. Within a compact, self-contained review of the requisite;

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Hedging & Pricing of Options Using Least Squares Through Simulation

work extends the pricing approach introduced by Longstaff and Schwartz to a stochastic volatility model, namely the Heston Model. The method;

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Pricing and Hedging of Derivative Securities

in finance; the general theory of trading, pricing, and hedging in continuous time, using the martingale approach; and a detailed look at the;

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Derivative Pricing

derivative pricing theory by adopting a mathematically rigorous yet widely accessible pedagogical approach that will appeal to a wide variety;

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Derivative Pricing

derivative pricing theory by adopting a mathematically rigorous yet widely accessible pedagogical approach that will appeal to a wide variety;

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Credit Risk

systematic and firm-specific default risk factors, compares CDS pricing results from the CreditGrades industry benchmark to a trinomial tree approach;

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Measure, Probability, and Mathematical Finance

practical approach to the underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented;

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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing

volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This;

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The Foundations of Continuous Time Finance

includes seminal contributions in areas such as: the Martingale approach to no-arbitrage pricing; dynamic models of consumption and portfolio;

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Mathematical Finance

most prevalent pricing models under one convenient cover. Building a bridge from academia to practice, this self-contained text applies;

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Copula Methods in Finance

explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main;

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Weather Derivative Valuation

that arise in the pricing and risk management of weather derivatives. There are chapters on meteorological data and data cleaning, the;

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Weather Derivative Valuation

that arise in the pricing and risk management of weather derivatives. There are chapters on meteorological data and data cleaning, the;

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Stochastic Financial Models

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to;

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Stochastic Financial Models

Filling the void between surveys of the field with relatively light mathematical content and books with a rigorous, formal approach to;

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Discrete Models Of Financial Markets

in detail to pricing and hedging European and American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A simple approach to;

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Discrete Models of Financial Markets

in detail to pricing and hedging European and American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A simple approach to;

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Derivatives Pricing and Modeling

or themes. The book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, new;

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Anticipating Correlations

multicountry equity and bond return model. He introduces the new FACTOR DCC model that blends factor models with the DCC to produce a model with the;

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Derivative Security Pricing

of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward;

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Pricing Derivative Securities (2nd Edition)

developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing;

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Pricing Derivative Securities (2nd Edition)

developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing;

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Theory of Financial Risk and Derivative Pricing

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate;

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Theory of Financial Risk and Derivative Pricing

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate;

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