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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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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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Theory of Financial Decision Making

Intertemporal Capital Asset Pricing Model, the Black-Scholes option pricing model and contingent claims analysis, 'risk-neutral' pricing with;

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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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Mathematics for Finance

how high a level of sophistication the authors achieve, covering such topics as arbitrage-free valuation, binomial trees, and risk-neutral;

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Stochastic Models of Financial Mathematics

risk-neutral probabilities. Vasicek, Cox-Ingersoll-Ross, and Heath-Jarrow-Morton interest rate models are also explored. The author presents;

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DCF and Risk-Neutral Valuation

option pricing theory and on the concepts of replication and no arbitrage, risk-neutral valuation uses a completely different approach to account;

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Financial Derivatives

. For individuals who want to understand derivatives without getting bogged down in the mathematics surrounding their pricing and valuation;

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Introduction to Derivatives and Risk Management

, forwards, swaps, and risk management as well as a balanced introduction to pricing, trading, and strategy. The financial information throughout;

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Intermediate Financial Theory

pricing implications of behavioral finance perspectives, recent developments in portfolio choice, derivatives-risk neutral pricing research, and;

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Pricing Export Credit

different data sources in order to apply the mathematical and financial ideas, e.g. discounting, risk-neutral valuation and Merton type defaults. It;

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Pricing Export Credit

different data sources in order to apply the mathematical and financial ideas, e.g. discounting, risk-neutral valuation and Merton type defaults. It;

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Derivatives Pricing and Modeling

-free pricing, risk-neutral implied densities, - equilibrium pricing approaches (including e.g. co-integration), - applications of methods;

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Handbook of Market Risk

risk, the handbook features: * An introduction to financial markets * The historical perspective from market * events and diverse mathematics;

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Weather Derivatives

an in-depth analysis of financial products that are traded in the weather market. Presenting a pricing and modeling approach for weather;

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Weather Derivatives

an in-depth analysis of financial products that are traded in the weather market. Presenting a pricing and modeling approach for weather;

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Financial Derivatives

the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from;

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Financial Asset Pricing

. This book presents current research in the study of financial asset pricing, including monetary policy and boom-bust cycles in asset pricing;

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Advances in Financial Risk Management

The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non;

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Advances in Financial Risk Management

The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non;

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Financial Mathematics: An Introduction

option pricing and Mean-Variance approach of Markowitz for portfolio optimization, the text also includes now standard topics of interest rate;

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Financial Econometrics, Mathematics and Statistics

accounting that assist with asset pricing, corporate finance, options and futures, and conducting financial accounting research. Divided into;

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Stochastic Finance

, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm;

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Interest Rate Models

, the book develops the martingale approach to bond pricing in detail, concentrating on risk-neutral pricing, before later exploring recent;

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Practical Readings in Financial Derivatives

. Two central themes govern the content. These are the pricing of financial derivatives and their application in risk management. Section I;

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Financial Mathematics For Actuaries (Second Edition)

Financial Mathematics for Actuaries is a textbook for students in actuarial science, quantitative finance, financial engineering and;

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Credit Risk

foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit;

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