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This book is an introduction to the modelling of cash collateralised debt obligations (“CDOs”). It is intended that the reader have a basic understanding of CDOs and a basic …
It is common to blame the inadequacy of credit risk models for the fact that the financial crisis has caught many market participants by surprise. On closer inspection, though, it …
A comprehensive introduction to various numerical methods used in computational finance today Quantitative skills are a prerequisite for anyone working in finance or beginning a …
This book will help individuals design and implement robust and flexible software for applications (using C++) for financial instrument pricing problems. Designing and …
The complete guide to the principles and practice of risk quantification for business applications. The assessment and quantification of risk provide an indispensable part of …
This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in …