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Option Pricing and Estimation of Financial Models with R

time processes and numerical option pricing. Introduces the bases of probability theory and goes on to explain how to model financial times;

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Option Pricing Models and Volatility Using ExcelVBA

, Desautels Faculty of Management, McGill University This book is filled with methodology and techniques on how to implement option pricing and;

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Hidden Markov Models In Finance

offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility;

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Numerical Methods and Optimization in Finance

of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to;

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Rolls-Royce plc. A Company's Valuation on the Basis of 2013's and Historic Financial Reports and Figures

: Business Valuation and Analysis, language: English, abstract: Estimation of the cost of equity capital for Rolls-Royce plc using the Capital Asset;

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Economic Modeling and Inference

macroeconomics, paying special attention to financial and labor economics, with an emphasis throughout on what observations can tell us about stochastic;

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Computational Methods in Financial Engineering

optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current;

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A Time Series Approach to Option Pricing

than on ad hoc tractable continuous time option pricing models. The reader then learns what it takes to understand and implement these option;

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Nonlinear Economic Dynamics and Financial Modelling

-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives;

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Derivatives, Risk Management And Value

This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets;

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Optimal Statistical Inference in Financial Engineering

option pricing theory, the statistical estimation for portfolio coefficients, and value-at-risk (VaR) problems via residual empirical return;

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Risk Neutral Pricing and Financial Mathematics

Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate;

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Financial Software Engineering

results from these models. Practical examples from bond pricing, yield curve estimation, share price analysis and valuation of derivative;

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Nonparametric Finance

complex content Nonparametric function estimation has received little attention in the context of risk management and option pricing, despite;

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Financial And Actuarial Statistics

techniques and applications, such as investment pricing Sections on the maximum likelihood approach to parameter estimation as well as asymptotic;

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Financial and Actuarial Statistics

Discussions of nonparametric prediction intervals, option pricing diagnostics, variance of the loss function associated with standard actuarial models;

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Asset Pricing

role of over-confidence in asset pricing modeling, relationship of the portfolio insurance with option and consumption-based asset pricing;

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Random Dynamical Systems in Finance

. The authors present many models of RDS and develop techniques for implementing RDS as approximations to financial models and option pricing;

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Random Dynamical Systems in Finance

. The authors present many models of RDS and develop techniques for implementing RDS as approximations to financial models and option pricing;

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The Fitted Finite Volume and Power Penalty Methods for Option Pricing

book consist of three parts: (i) basic theory of stochastic control and formulation of various option pricing models, (ii) design of finite;

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Heston Model And Its Extensions In Matlab And C#

exclusively with the Heston Model and includes code in Matlab and C# for pricing under the model, as well as code for parameter estimation, simulation;

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Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

prices and Newton-Raphson in 2 dimension* The Heath-Jarrow-Morton framework* Forward measures and general option pricing models* Black log-normal;

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A Practical Guide To Forecasting Financial Market Volatility

, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the;

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Quantitative Financial Risk Management

environments. Included are traditional market and credit risk management models such as the Black-Scholes Option Pricing Model, the Vasicek Model;

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Generalized Optimal Stopping Problems and Financial Markets

Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural;

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Statistical Methods for Financial Engineering

measures, the foundations of spot interest rate modeling, Levy processes and their financial applications, the properties and parameter estimation;

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Statistical Methods for Financial Engineering

measures, the foundations of spot interest rate modeling, Levy processes and their financial applications, the properties and parameter estimation;

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