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An indispensable working resource for any finance professionals concerned with interest rates and pricing models Modern Interest Rate Markets and Models is the first book to cover …
In the last 12 months, all leading financial institutions have set up hybrid derivatives desks in the view that they will shortly become as lucrative as standard interest-rate …
LIBOR Market Models and Smile: Latest Extensions and their Applications describes the most popular extensions to the LIBOR market model and analyses their most practical behavior …
A new framework for active portfolio management Quantitative Active Portfolio Management analyzes modern active management practice, supporting some methods and debunking others. …
* Credit Risk Model Validation and Monitoring Methods provides a one-stop guide to the latest validation and monitoring techniques.
* The credit derivatives market has been growing exponentially for the last few years and will continue to do so. * A feature of these products is that they are complex and not …
An Introduction to Numerical and Computational Methods for Derivative Pricing addresses the subject of numerical/computational methods applied to mathematical finance.
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A practioner’s guide to quantitative reverse stress testing, featuring advanced solutions for better management of financial risks Whether you manage a portfolio, a business unit …