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Rubinstein on Derivatives

and bonds, volatility, quantitative analysis, exotic options, corporate securities, empirical tests, portfolio optimization and performance;

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Trading And Investing In Bond Options

options are priced, traded, and used in interest-rate risk and fixed-income portfolio management. Provides practical answers to questions that new;

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Numerical Methods and Optimization in Finance

pricing, and givesspecial attention tosimulation and optimization. Many chapters are organized as case studies aroundportfolio insurance and risk;

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Asset Pricing and Portfolio Choice Theory

In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and;

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The Foundations of Continuous Time Finance

continuous time model, dynamic portfolio selection, equilibrium models, derivative pricing and, finally, term structure and other applications. It;

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The Option Volatility and Pricing Value Pack

Option Volatility and Pricing-which offers the information, background, and investing techniques you need to navigate the market-along with his;

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Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making

asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and;

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Handbook of Recent Advances in Commodity and Financial Modeling: Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets

This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems;

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Applied Probabilistic Calculus for Financial Engineering

Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. It begins by introducing all the;

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Indifference Pricing

optimization, the pricing of defaultable securities, and weather and commodity derivatives. The book features original mathematical results and an;

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Futures And Options In Risk Management

This revised and expanded edition introduces students and managers to the theory and practice of pricing and hedging futures, forwards;

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Mathematics for Finance

: Black-Scholes' arbitrage pricing of options and other derivative securities; Markowitz portfolio optimization theory and the Capital Asset;

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Alternative Investments And Strategies

constant proportion portfolio insurance (CPPI) and constant proportion debt obligation (CPDO) strategies, robust portfolio optimization, and;

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Portfolio Optimization and Performance Analysis

Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the;

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Financial Optimization

York, London and Tokyo. The book covers a wide range of topics: portfolio management of equities and fixed income investments, the pricing;

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Uncertain Portfolio Optimization

variables, the book presents a series of portfolio optimization models in the framework of credibility theory, uncertainty theory and chance theory;

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Quantitative Finance

addressing mean variance portfolio optimization, the capital asset pricing model, options, and value at risk (VaR). The author next focuses on;

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Applying Particle Swarm Optimization

This book explains the theoretical structure of particle swarm optimization (PSO) and focuses on the application of PSO to portfolio;

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Pricing and Revenue Optimization

This book offers the first introduction to the concepts, theories, and applications of pricing and revenue optimization. From the initial;

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The Heston Model and Its Extensions in VBA + Website

Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to;

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Pricing and Revenue Optimization

This is the first comprehensive introduction to the concepts, theories, and applications of pricing and revenue optimization. From the;

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William F. Sharpe

valuation of options, the gradient method for asset allocation optimization, and returns-based style analysis for evaluating the style and;

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Financial Mathematics

focus on portfolio optimization, fair pricing, investment risk, and self-finance, the authors provide numerical methods for solutions and;

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Controlled Markov Processes and Viscosity Solutions

chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete;

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Controlled Markov Processes and Viscosity Solutions

chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete;

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Financial Risk Modelling & Portfolio Opt

Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must;

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Investment Science

investments, including fixed-income securities, capital asset pricing theory, derivatives, and innovations in optimal portfolio growth and valuation;

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