Quantitative Finance.
Overview
Works: | 389 works in 174 publications in 174 languages |
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Titles
Analyzing Financial Data and Implementing Financial Models Using R
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Risk Management for Pension Funds = A Continuous Time Approach with Applications in R /
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From Shortest Paths to Reinforcement Learning = A MATLAB-Based Tutorial on Dynamic Programming /
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Recent Econometric Techniques for Macroeconomic and Financial Data
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Mining Taxation = Reconciling the Interests of Government and Industry /
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Fixed Income Analytics = Bonds in High and Low Interest Rate Environments /
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Bank Management and Control = Strategy, Pricing, Capital and Risk Management /
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From Analysis to Visualization = A Celebration of the Life and Legacy of Jonathan M. Borwein, Callaghan, Australia, September 2017 /
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Quantile Regression for Cross-Sectional and Time Series Data = Applications in Energy Markets Using R /
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Mathematical Methods and Quantum Mathematics for Economics and Finance
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Fixed-income portfolio analytics = a practical guide to implementing, monitoring and understanding fixed-income portfolios /
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Financial Risk Management with Bayesian Estimation of GARCH Models = Theory and Applications /
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Real Options Valuation = The Importance of Interest Rate Modelling in Theory and Practice /
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Actuarial sciences and quantitative finance = ICASQF, Bogota, Colombia, June 2014 /
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Sparse grid quadrature in high dimensions with applications in finance and insurance
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A Course in Derivative Securities = Introduction to Theory and Computation /
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Stochastic differential equations in infinite dimensions = with applications to stochastic partial differential equations /
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Pricing Interest-Rate Derivatives = A Fourier-Transform Based Approach /
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The Basel II risk parameters = estimation, validation, stress testing - with applications to loan risk management /
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Computational Methods in Financial Engineering = Essays in Honour of Manfred Gilli /
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Stochastic analysis with financial applications = Hong Kong 2009 /
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Asset prices, booms and recessions = financial economics from a dynamic perspective /
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Introduction to Modern Portfolio Optimization With NUOPT and S-PLUS
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An Introduction to Continuous-Time Stochastic Processes = Theory, Models, and Applications to Finance, Biology, and Medicine /
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Scenario logic and probabilistic management of risk in business and engineering
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Hidden collective factors in speculative trading = a study in analytical economics /
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Optimality and risk - modern trends in mathematical finance = the Kabanov festschrift /
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Modelling, pricing, and hedging counterparty credit exposure = a technical guide /
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Neutral and indifference portfolio pricing, hedging and investing = with applications in equity and FX /
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Portfolio analytics = an introduction to return and risk measurement /
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Set optimization and applications - the state of the art = from set relations to set-valued risk measures /
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Tempered stable distributions = stochastic models for multiscale processes /
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Multifractal financial markets = an alternative approach to asset and risk management /
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Global analysis of dynamic models in economics and finance = essays in honour of Laura Gardini /
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Optimal stochastic control, stochastic target problems, and backward SDE
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The interval market model in mathematical finance = game-theoretic methods /
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Malliavin calculus and stochastic analysis = a festschrift in honor of David Nualart /
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Interest rate derivatives = valuation, calibration and sensitivity analysis /
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Computational methods for quantitative finance = finite element methods for derivative pricing /
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Mathematical risk analysis = dependence, risk bounds, optimal allocations and portfolios /
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Stock market modeling and forecasting = a system adaptation approach /
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Copulae in mathematical and quantitative finance = proceedings of the Workshop Held in Cracow, 10-11 July 2012 /
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Backward stochastic differential equations with jumps and their actuarial and financial applications = BSDEs with jumps /
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Financial modeling = a backward stochastic differential equations perspective /
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Stochastic simulation and Monte Carlo methods = mathematical foundations of stochastic simulation /
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Functionals of multidimensional diffusions with applications to finance
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Business statistics for competitive advantage with Excel 2007 = basics, model building, and cases /
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Malliavin calculus for Levy processes with applications to finance
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Pricing of bond options = unspanned stochastic volatility and random field models /
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An introduction to continuous-time stochastic processes = theory, models, and applications to finance, biology, and medicine /
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Portfolio analytics = an introduction to return and risk measurement /
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Mathematical and statistical methods for actuarial sciences and finance
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Implicit embedded options in life insurance contracts = a market consistent valuation framework /
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Introduction to the mathematics of finance = arbitrage and option pricing /
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Financial mathematics = theory and problems for multi-period models /
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Networks, topology and dynamics = theory and applications to Economics and Social Systems /
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Complex and chaotic nonlinear dynamics = advances in economics and finance, mathematics and statistics /
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Non-life insurance mathematics = an introduction with the Poisson process /
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Recursions for convolutions and compound distributions with insurance applications
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Continuous-time stochastic control and optimization with financial applications
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Simulation and inference for stochastic differential equations = with r examples /
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Quantitative energy finance = modeling, pricing, and hedging in energy and commodity markets /
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Bank management and control = strategy, capital and risk management /
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German covered bonds = overview and risk analysis of pfandbriefe /
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Generalized Hyperbolic Secant Distributions = With Applications to Finance /
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Fluctuations of Levy processes with applications = introductory lectures /
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Mathematical and statistical methods for actuarial sciences and finance
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Applied asset and risk management = a guide to modern portfolio management and behavior-driven markets /
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A time series approach to option pricing = models, methods and empirical performances /
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Stochastic integration in Banach spaces = theory and applications /
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Innovations in quantitative risk management = TU Munchen, September 2013 /
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Quantitative modeling of operational risk in finance and banking using possibility theory
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Stochastic processes and calculus = an elementary introduction with applications /
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The fascination of probability, statistics and their applications = in honour of Ole E. Barndorff-Nielsen /
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Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
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Leveraged exchange-traded funds = price dynamics and options valuation /
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Dynamic systems models = new methods of parameter and state estimation /
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Statistical methods and applications in insurance and finance = CIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 /
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Financial economics = a concise introduction to classical and behavioral finance /
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An introduction to mathematical finance with applications = understanding and building financial intuition /
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Trends in mathematical economics = dialogues between southern Europe and Latin America /
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Banking beyond banks and money = a guide to banking services in the twenty-first century /
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Options and derivatives programming in C++ = algorithms and programming techniques for the financial industry /
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Artificial intelligence in financial markets = cutting edge applications for risk management, portfolio optimization and economics /
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Quantitative analysis and IBM SPSS statistics = a guide for business and finance /
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Innovations in derivatives markets = fixed income modeling, valuation adjustments, risk management, and regulation /
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Advanced modelling in mathematical finance = in honour of Ernst Eberlein /
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Anomalies in net present value, returns and polynomials, and regret theory in decision-making
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Contemporary trends and challenges in finance = proceedings from the 2nd Wroclaw International Conference in Finance /
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Fixed income analytics = bonds in high and low interest rate environments /
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Ethics in quantitative finance = a pragmatic financial market theory /
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From statistics to mathematical finance = festschrift in honour of Winfried Stute /
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Actuarial sciences and quantitative finance = ICASQF2016, Cartagena, Colombia, June 2016 /
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Financial modelling with forward-looking information = an intuitive approach to asset pricing /
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Financial markets theory = equilibrium, efficiency and information /
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Market timing with moving averages = the anatomy and performance of trading rules /
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Analytical finance.. Volume II,. The mathematics of interest rate derivatives, markets, risk and valuation
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Mathematical and statistical methods for actuarial sciences and finance = MAF 2016 /
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Backward stochastic differential equations = from linear to fully nonlinear theory /
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Identifying stock market bubbles = modeling illiquidity premium and bid-ask prices of financial securities /
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Supply chain finance = integrating operations and finance in global supply chains /
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Contemporary trends and challenges in finance = proceedings from the 3rd Wroclaw International Conference in Finance /
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Continuous-time asset pricing theory = a Martingale-based approach /
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Numerical probability = an introduction with applications to finance /
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Credit-risk modelling = theoretical foundations, diagnostic tools, practical examples, and numerical recipes in Python /
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Dynamic Markov bridges and market microstructure = theory and applications /
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Economic and financial modelling with EViews = a guide for students and professionals /
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Uncertainty, expectations and asset price dynamics = essays in honor of Georges Prat /
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Modern SABR analytics = formulas and insights for quants, former physicists and mathematicians /
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Yield curves and forward curves for diffusion models of short rates
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Portfolio construction, measurement, and efficiency = essays in honor of Jack Treynor /
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Analytical finance = the mathematics of equity derivatives, markets, risk and valuation /. Volume I
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Pricing derivatives under Levy models = modern finite-difference and pseudo-differential operators approach /
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Innovations in Quantitative Risk Management = TU München, September 2013 /
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An Introduction to Continuous-Time Stochastic Processes = Theory, Models, and Applications to Finance, Biology, and Medicine /
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Statistik-Praktikum mit Excel = Grundlegende quantitative Analysen realistischer Wirtschaftsdaten mit Excel 2013 /
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Affine Diffusions and Related Processes: Simulation, Theory and Applications
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Actuarial Sciences and Quantitative Finance = ICASQF, Bogotá, Colombia, June 2014 /
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Derivative Security Pricing = Techniques, Methods and Applications /
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Stochastic Integration in Banach Spaces = Theory and Applications /
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A Time Series Approach to Option Pricing = Models, Methods and Empirical Performances /
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Portfolio Analytics = An Introduction to Return and Risk Measurement /
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Übungsbuch zur Finanzmathematik = Aufgaben, Testklausuren und ausführliche Lösungen /
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Einführung in die Finanzmathematik = Klassische Verfahren und neuere Entwicklungen: Effektivzins- und Renditeberechnung, Investitionsrechnung, Derivative Finanzinstrumente /
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Applied Asset and Risk Management = A Guide to Modern Portfolio Management and Behavior-Driven Markets /
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Statistics and Data Analysis for Financial Engineering = with R examples /
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Fixed-Income Portfolio Analytics = A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios /
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Mathematik für BWL-Bachelor = Schritt für Schritt mit ausführlichen Lösungen /
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Set Optimization and Applications - The State of the Art = From Set Relations to Set-Valued Risk Measures /
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Terme, Gleichungen, Ungleichungen = Rechenregeln begründen, Fehlerfallen vermeiden /
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Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
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An Introduction to Mathematical Finance with Applications = Understanding and Building Financial Intuition /
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Anomalies in Net Present Value, Returns and Polynomials, and Regret Theory in Decision-Making
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Innovations in Derivatives Markets = Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation /
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Stochastic Processes and Calculus = An Elementary Introduction with Applications /
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Quantitative Analysis and IBM® SPSS® Statistics = A Guide for Business and Finance /
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Statistical Methods and Applications in Insurance and Finance = CIMPA School, Marrakech and Kelaat M’gouna, Morocco, April 2013 /
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Leveraged Exchange-Traded Funds = Price Dynamics and Options Valuation /
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The Fascination of Probability, Statistics and their Applications = In Honour of Ole E. Barndorff-Nielsen /
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Artificial Intelligence in Financial Markets = Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics /
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Stochastische Prozesse = Eine Einführung für Statistiker und Datenwissenschaftler /
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
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Banking Beyond Banks and Money = A Guide to Banking Services in the Twenty-First Century /
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Finanz- und Wirtschaftsmathematik im Unterricht Band 1 = Zinsen, Steuern und Aktien /
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Praktische Lebensversicherungsmathematik = Mit zahlreichen Beispielen sowie Aufgaben plus Lösungen /
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Trends in Mathematical Economics = Dialogues Between Southern Europe and Latin America /
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Advanced Modelling in Mathematical Finance = In Honour of Ernst Eberlein /
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Stochastische Integration = Eine Einführung in die Finanzmathematik /
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Options and Derivatives Programming in C++ = Algorithms and Programming Techniques for the Financial Industry /
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Tempered Stable Distributions = Stochastic Models for Multiscale Processes /
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Financial Economics = A Concise Introduction to Classical and Behavioral Finance /
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Mathematik für BWL-Bachelor: Übungsbuch = Ergänzungen für Vertiefung und Training /
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Dynamic Systems Models = New Methods of Parameter and State Estimation /
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Replizierende Portfolios in der Lebensversicherung = Mathematische Fundierung und Analyse /
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Finanzierung und Finanzmanagement = Lehr- und Übungsbuch für das Master-Studium /
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Identifying Patterns in Financial Markets = New Approach Combining Rules Between PIPs and SAX /
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Uncertainty, Expectations and Asset Price Dynamics = Essays in Honor of Georges Prat /
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Economic and Financial Modelling with EViews = A Guide for Students and Professionals /
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Numerical Probability = An Introduction with Applications to Finance /
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Credit-Risk Modelling = Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python /
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Dynamic Markov Bridges and Market Microstructure = Theory and Applications /
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Moderne Finanzmathematik – Theorie und praktische Anwendung Band 2 = Erweiterungen des Black-Scholes-Modells, Zins, Kreditrisiko und Statistik /
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Contemporary Trends and Challenges in Finance = Proceedings from the 3rd Wroclaw International Conference in Finance /
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Supply Chain Finance = Integrating Operations and Finance in Global Supply Chains /
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Continuous-Time Asset Pricing Theory = A Martingale-Based Approach /
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Financial Decision Aid Using Multiple Criteria = Recent Models and Applications /
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Hands-On Value-at-Risk and Expected Shortfall = A Practical Primer /
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Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs
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The Brownian Motion = A Rigorous but Gentle Introduction for Economists /
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Solutions to Financial Economics = Exercises on Classical and Behavioral Finance /
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Yield Curves and Forward Curves for Diffusion Models of Short Rates
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Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications = Edinburgh, July 2017 Selected, Revised and Extended Contributions /
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Economic Foundations for Finance = From Main Street to Wall Street /
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Cryptofinance and Mechanisms of Exchange = The Making of Virtual Currency /
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Nonlinear Expectations and Stochastic Calculus under Uncertainty = with Robust CLT and G-Brownian Motion /
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Risk Measurement = From Quantitative Measures to Management Decisions /
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Financial Econometrics, Mathematics and Statistics = Theory, Method and Application /
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Modern SABR Analytics = Formulas and Insights for Quants, Former Physicists and Mathematicians /
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