Matematik
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This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance. The Financial …
If you know a little bit about financial mathematics but don’t yet know a lot about programming, then C++ for Financial Mathematics is for you.C++ is an essential skill for many …
The quantitative modeling of complex systems of interacting risks is a fairly recent development in the financial and insurance industries. Over the past decades, there has been …
This book will cover statistical inference for copula and tail copula models with applications in finance, insurance and risk management. After giving a quick introduction to …
The goal of Portfolio Rebalancing is to provide mathematical and empirical analysis of the effects of portfolio rebalancing on portfolio returns and risks. The mathematical …