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Risk Neutral Pricing and Financial Mathematics

pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years;

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Asset Pricing

algebraic (valuation-preserving) operations are developed in asset spaces and pricing kernel spaces. This has a very important implication leading;

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Damodaran on Valuation

you develop the acumen needed to select the right model for any valuation scenario. Written by a gifted teacher and respected valuation;

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Rethinking Valuation and Pricing Models

It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment;

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Intangibles in the World of Transfer Pricing

. Edited by leading transfer pricing and valuation experts in Europe, this comprehensive book offers practitioners an effective road map for;

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Early Stage Valuation

of ESEs with option pricing models, Monte Carlo Simulation, calibration and non-GAAP metrics Offers an overview of start-up valuation Discusses;

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Pricing Non-marketed Goods Using Distance Functions

of duality theory for valuation purposes, especially for hard to price inputs or resources, intended or unintended goods and assets. The theoretical;

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Absence of Arbitrage Valuation

Absence of Arbitrage Valuation presents a unified asset pricing strategy through absence of arbitrage and applies this framework to such;

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PRICING, VALUATION AND SYSTEMS

Pricing, Valuation and Systems reintroduces American neoinstitutional economics as an alternative to the neoclassical orthodoxy;

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Derivatives and Internal Models

Now in its fifth edition, Derivatives and Internal Models provides a comprehensive and thorough introduction to derivative pricing, risk;

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Derivatives and Internal Models

Now in its fifth edition, Derivatives and Internal Models provides a comprehensive and thorough introduction to derivative pricing, risk;

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Financial Markets in Continuous Time

pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The;

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Financial Markets in Continuous Time

pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The;

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Dynamic Asset Pricing Theory

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory;

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Weather Derivative Valuation

modelling and pricing of single weather derivatives, the modelling and valuation of portfolios, the use of weather and seasonal forecasts in the;

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Weather Derivative Valuation

modelling and pricing of single weather derivatives, the modelling and valuation of portfolios, the use of weather and seasonal forecasts in the;

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Risk-Neutral Valuation

theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. On the probabilistic;

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An Introduction to Financial Mathematics

Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the;

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An Introduction to Financial Mathematics

Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the;

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Innovations in Derivatives Markets

the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation;

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Mortgage Valuation Models

tranches of subprime-mortgage securitizations and describes valuation methods for both agency and non-agency MBS including pricing new loans;

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

Pricing Model (CAPM), the Market Derived Pricing Model (MCPM) and the Dividend Valuation Model (DVM). Comment on the potential sources of error;

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Option Pricing Models and Volatility Using ExcelVBA

Praise for Option Pricing Models & Volatility Using Excel-VBA Excel is already a great pedagogical tool for teaching option valuation and;

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PDE Valuation of Interest Rate Derivatives

-dimensional deterministic and fast PDE valuation. The objective of this book is thereby threefold: - To illuminate in a compact way the connection;

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Linear Factor Models in Finance

The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing;

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Bank Valuation and Value-Based Management

institution'sbanking book. He covers bank valuation, fundtransfer pricing, deposit and loan pricing, riskmanagement, and performance measurement, andaddresses;

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Asset Pricing and Portfolio Choice Theory

asset pricing theory in single-period, discrete-time, and continuous-time models. For valuation, the focus throughout is on stochastic discount;

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