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2004, ISBN: 0470849088
[EAN: 9780470849088], Neubuch, [PU: John Wiley & Sons], nach der Bestellung gedruckt Neuware - Printed after ordering - Financial risk management has become a popular practice amongst fin… Plus…
2004, ISBN: 0470849088
Edition reliée
[EAN: 9780470849088], Neubuch, [PU: John Wiley and Sons Ltd], Financial risk management has become a popular practice amongst financial institutions to protect against the adverse effects… Plus…
2004
ISBN: 9780470849088
Edition reliée
Wiley, Hardcover, Auflage: 1, 360 Seiten, Publiziert: 2004-04-23T00:00:01Z, Produktgruppe: Book, Hersteller-Nr.: YES1566544, 0.71 kg, Verkaufsrang: 7802685, Economics, Business & Money, S… Plus…
Risk and Financial Management: Mathematical and Computational Methods - edition reliée, livre de poche
ISBN: 9780470849088
Hardback. New. Financial risk management has become a popular practice amongst financial institutions to protect against the adverse effects of uncertainty caused by fluctuations in inte… Plus…
2004, ISBN: 9780470849088
Hard cover, New in new dust jacket., Chichester, [PU: Wiley]
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Informations détaillées sur le livre - Risk and Financial Management: Mathematical and Computational Methods
EAN (ISBN-13): 9780470849088
ISBN (ISBN-10): 0470849088
Version reliée
Livre de poche
Date de parution: 2004
Editeur: Wiley
358 Pages
Poids: 0,640 kg
Langue: eng/Englisch
Livre dans la base de données depuis 2007-03-08T16:11:15+01:00 (Paris)
Page de détail modifiée en dernier sur 2023-08-11T21:13:14+02:00 (Paris)
ISBN/EAN: 9780470849088
ISBN - Autres types d'écriture:
0-470-84908-8, 978-0-470-84908-8
Autres types d'écriture et termes associés:
Auteur du livre: tapie
Titre du livre: financial management, risk, computational methods
Données de l'éditeur
Auteur: Charles Tapiero
Titre: Risk and Financial Management - Mathematical and Computational Methods
Editeur: John Wiley & Sons
358 Pages
Date de parution: 2004-03-23
Poids: 0,642 kg
Langue: Anglais
139,00 € (DE)
No longer receiving updates
164mm x 236mm x 26mm
BB; gebunden; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Finance & Investments; Statistik in den Ingenieurwissenschaften; Finanztechnik; Finanzmanagement; Statistik; Statistics; Finanz- u. Anlagewesen; Finanz- u. Wirtschaftsstatistik; Financial Engineering; Statistics for Finance, Business & Economics; Risikomanagement; Engineering Statistics; Finanztechnik; Statistik in den Ingenieurwissenschaften; Finanz- u. Wirtschaftsstatistik; Ökonometrie und Wirtschaftsstatistik
Preface. Part I: Finance and Risk Management. Chapter 1: Potpourri. 1.1 Introduction. 1.2 Theoretical finance and decision making. 1.3 Insurance and actuarial science. 1.4 Uncertainty and risk in finance. 1.5 Financial physics. Selected introductory reading. Chapter 2: Making Economic Decisions under Uncertainty. 2.1 Decision makers and rationality. 2.2 Bayes decision making. 2.3 Decision criteria. 2.4 Decision tables and scenario analysis. 2.5 EMV, EOL, EPPI, EVPI. Selected references and readings. Chapter 3: Expected Utility. 3.1 The concept of utility. 3.2 Utility and risk behaviour. 3.3 Insurance, risk management and expected utility. 3.4 Critiques of expected utility theory. 3.5 Expected utility and finance. 3.6 Information asymmetry. References and further reading. Chapter 4: Probability and Finance. 4.1 Introduction. 4.2 Uncertainty, games of chance and martingales. 4.3 Uncertainty, random walks and stochastic processes. 4.4 Stochastic calculus. 4.5 Applications of Ito's Lemma. References and further reading. Chapter 5: Derivatives Finance. 5.1 Equilibrium valuation and rational expectations. 5.2 Financial instruments. 5.3 Hedging and institutions. References and additional reading. Part II: Mathematical and Computational Finance. Chapter 6: Options and Derivatives Finance Mathematics. 6.1 Introduction to call options valuation. 6.2 Forward and futures contracts. 6.3 Risk-neutral probabilities again. 6.4 The Black-Scholes options formula. References and additional reading. Chapter 7: Options and Practice. 7.1 Introduction. 7.2 Packaged options. 7.3 Compound options and stock options. 7.4 Options and practice. 7.5 Stopping time strategies*. 7.6 Specific application areas. 7.7 Option misses. References and additional reading. Appendix: First passage time*. Chapter 8: Fixed Income, Bonds and Interest Rates. 8.1 Bonds and yield curve mathematics. 8.2 Bonds and forward rates. 8.3 Default bonds and risky debt. 8.4 Rated bonds and default. 8.5 Interest-rate processes, yields and bond valuation*. 8.6 Options on bonds*. References and additional reading. Mathematical appendix. A.1: Term structure and interest rates. A.2: Options on bonds. Chapter 9: Incomplete Markets and Stochastic Volatility. 9.1 Volatility defined. 9.2 Memory and volatility. 9.3 Volatility, equilibrium and incomplete markets. 9.4 Process variance and volatility. 9.5 Implicit volatility and the volatility smile. 9.6 Stochastic volatility models. 9.7 Equilibrium, SDF and the Euler equations*. 9.8 Selected Topics*. 9.9 The range process and volatility. References and additional reading. Appendix: Development for the Hull and White model (1987)*. Chapter 10: Value at Risk and Risk Management. 10.1 Introduction. 10.2 VaR definitions and applications. 10.3 VaR statistics. 10.4 VaR efficiency. References and additional reading. Author Index. Subject Index.Autres livres qui pourraient ressembler au livre recherché:
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