Quantitative Financial Methods - Rossano Giandomenico
-40% koodiga BOOKS
Saadetis 12-18 tööpäeva jooksul
30-päevane tagastamisõigus
The study analyses stochastic differential equations by showing Itös lemma and solving the geometric Brown process. Interest rate model is also treated by using the drift condition and affine term structure by analyzing the liquidity and risk premium. Option pricing model is faced by using discretized methods and expected value for vanilla and exotic options with implications for hedging strategies, simulat ... Täielik kirjeldus
Võib-olla meeldib sulle ka
TOP
Art Cure: The Science of How the Arts Transform Our Health
-40% koodiga BOOKS
Meie tarnija laos
TOP
Little Book of Cartier: The story of the iconic jewellery brand
-40% koodiga BOOKS
Meie tarnija laos
TOP
Born a Crime: Stories from a South African Childhood
-40% koodiga BOOKS
Laos
TOP
Cartagena Diaries: A Photographic Journey with the Boys of Bel Ami and Corbin Fisher
-40% koodiga BOOKS
Meie tarnija laos
TOP
A Screaming Life: Into the Superunknown with Soundgarden and Beyond
-40% koodiga BOOKS
Meie tarnija laos
TOP
Amusing Ourselves to Death: Public Discourse in the Age of Show Business
-40% koodiga BOOKS
Meie tarnija laos
TOP
Encyclopaedia Eorzea ~The World of Final Fantasy XIV~ Volume I
-40% koodiga BOOKS
Meie tarnija laos
TOP
Mega Builds: Ten Colossal Construction Projects That Will Change Our World
-40% koodiga BOOKS
Meie tarnija laos
TOP
Kempe Thill. Architecture in the Age of Neoliberalism
-40% koodiga BOOKS
Meie tarnija laos
TOP
Encyclopaedia Eorzea ~The World of Final Fantasy XIV~ Volume II
-40% koodiga BOOKS
Meie tarnija laos
TOP
Silver Marilyn. Marilyn Monroe und die Kamera: Photographien 1945-1962
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Art of Home: A Designer Guide to Creating an Elevated Yet Approachable Home
-40% koodiga BOOKS
Meie tarnija laos
TOP
This is Your Brain on Music: Understanding a Human Obsession
-40% koodiga BOOKS
Meie tarnija laos
Kirjeldus
The study analyses stochastic differential equations by showing Itös lemma and solving the geometric Brown process. Interest rate model is also treated by using the drift condition and affine term structure by analyzing the liquidity and risk premium. Option pricing model is faced by using discretized methods and expected value for vanilla and exotic options with implications for hedging strategies, simulated result is presented with VBA code. Structural model is also considered by using a time dependent default barrier. Portfolio optimization is presented as well with Bayesians applications for smart beta. The percentile of the daily return is also analyzed with implications for the tails risks by using a mixture of normal distribution.
Lisateave
| Autor | Rossano Giandomenico |
|---|---|
| Kirjastaja | LAP LAMBERT Academic Publishing |
| Väljalaskeaasta | 2015 |
| Kaanetüüp | Pehme kaanega |
| EAN | 9783659260704 |