| Search | About | Preferences | Interact | Help | |
| 150 million books. 1 search engine. | ||
books tagged “derivatives”
books tagged “derivatives”
›› Find signed collectible books by ''
All About Derivatives: The Easy Way To Get Startedby Michael P. DurbinISBN 0071451471 (0-07-145147-1)
Softcover, McGraw-Hill
Find This Book
› Find signed collectible books: 'All About Derivatives: The Easy Way To Get Started'More editions of All About Derivatives: The Easy Way To Get Started:
The Business of Options: Time-Tested Principles and Practiceby Martin P. O'ConnellISBN 0471405574 (0-471-40557-4)
Hardcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'The Business of Options: Time-Tested Principles and Practice'More editions of The Business of Options: Time-Tested Principles and Practice:
Calculus With Analytic Geometryby Earl William SwokowskiISBN 0871500086 (0-87150-008-6)
Hardcover, Cengage Learning College
Find This Book
› Find signed collectible books: 'Calculus With Analytic Geometry'More editions of Calculus With Analytic Geometry:
- Calculus With Analytic Geometry: ISBN 0871501791 (0-87150-179-1)
Hardcover, Prindle, Weber & Schmidt - Calculus With Analytic Geometry: ISBN 0871502682 (0-87150-268-2)
Hardcover, Prindle, Weber & Schmidt - Calculus With Analytic Geometry: ISBN 0871503417 (0-87150-341-7)
Hardcover, Prindle, Weber & Schmidt - Calculus With Analytic Geometry: ISBN 087150443X (0-87150-443-X)
Hardcover, Prindle, Weber & Schmidt - Calculus With Analytic Geometry: ISBN 0871500086 (0-87150-008-6)
Hardcover, Cengage Learning College
- Calculus With Analytic Geometry: ISBN 0871501791 (0-87150-179-1)
-
Capital Ideas: The Improbable Origins of Modern Wall Streetby Peter L. BernsteinISBN 0029030129 (0-02-903012-9)
Softcover, Simon & Schuster
Find This Book
› Find signed collectible books: 'Capital Ideas : The Improbable Origins of Modern Wall Street'Book summary:Capital Ideas traces the origins of modern Wall Street, from the pioneering work of early scholars and the development of new theories in risk, valuation, and investment returns, to the actual implementation of these theories in the real world of investment management. Bernstein brings to life a variety of brilliant academics who have contributed to modern investment theory over the years: Louis Bachelier, Harry Markowitz, William Sharpe, Fischer Black, Myron Scholes, Robert Merton, Franco Modigliani, and Merton Miller. Filled with in-depth insights and timeless advice, Capital Ideas reveals how the unique contributions of these talented individuals profoundly changed the practice of investment management as we know it today. [via]
More editions of Capital Ideas: The Improbable Origins of Modern Wall Street:
- Capital Ideas: The Improbable Origins Of Modern Wall Street: ISBN 0471731749 (0-471-73174-9)
Softcover, John Wiley & Sons Inc - Capital Ideas: The Improbable Origins of Modern Wall Street: ISBN 0029030110 (0-02-903011-0)
Hardcover, Simon & Schuster - Capital Ideas : The Improbable Origins of Modern Wall Street: ISBN 0029030129 (0-02-903012-9)
Softcover, Simon & Schuster
- Capital Ideas: The Improbable Origins Of Modern Wall Street: ISBN 0471731749 (0-471-73174-9)
The Complete Guide to Option Pricing Formulasby Espen Gaarder HaugISBN 0786312408 (0-7863-1240-8)
Hardcover, McGraw-Hill
Find This Book
› Find signed collectible books: 'The Complete Guide to Option Pricing Formulas'More editions of The Complete Guide to Option Pricing Formulas:
Continuous-Time Financeby MertonISBN 0631185089 (0-631-18508-9)
Softcover, Blackwell Pub
Find This Book
› Find signed collectible books: 'Continuous-Time Finance'More editions of Continuous-Time Finance:
Derivatives Demystified: A Step-By-Step Guide to Forwards, Futures, Swaps & Optionsby Andrew ChisholmISBN 047009382X (0-470-09382-X)
Softcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'Derivatives Demystified: A Step-By-Step Guide to Forwards, Futures, Swaps & Options'More editions of Derivatives Demystified: A Step-By-Step Guide to Forwards, Futures, Swaps & Options:
-
Derivatives Markets: Student Solutions Manualby Robert McDonaldISBN 0201892782 (0-201-89278-2)
Softcover, Addison-Wesley
Find This Book
› Find signed collectible books: 'Derivatives Markets: Student Solutions Manual'Book summary:Contains complete solutions to even-numbered end-of-chapter questions in the textbook. [via]
More editions of Derivatives Markets: Student Solutions Manual:
Derivatives: The Wild Beast of Financeby Alfred Steinherr, David Folkerts-LandauISBN 0471965448 (0-471-96544-8)
Hardcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'Derivatives: The Wild Beast of Finance'More editions of Derivatives: The Wild Beast of Finance:
Financial Calculus: An Introduction to Derivative Pricingby Martin Baxter, Andrew RennieISBN 0521552893 (0-521-55289-3)
Hardcover, Cambridge Univ Pr
Find This Book
› Find signed collectible books: 'Financial Calculus: An Introduction to Derivative Pricing'More editions of Financial Calculus: An Introduction to Derivative Pricing:
Financial Derivativesby Robert W. KolbISBN 1557869308 (1-55786-930-8)
Softcover, Blackwell Pub
Find This Book
› Find signed collectible books: 'Financial Derivatives'Book summary:Understand derivatives in a nonmathematical way
Financial Derivatives, Third Edition gives readers a broad working knowledge of derivatives. For individuals who want to understand derivatives without getting bogged down in the mathematics surrounding their pricing and valuation Financial Derivatives, Third Edition is the perfect read. This comprehensive resource provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. [via]
Financial Derivatives: Hedging With Futures, Forwards, Options and Swapsby David WinstoneISBN 0412627701 (0-412-62770-1)
Softcover, Thomson Learning
Find This Book
› Find signed collectible books: 'Financial Derivatives: Hedging With Futures, Forwards, Options and Swaps'More editions of Financial Derivatives: Hedging With Futures, Forwards, Options and Swaps:
Financial Engineering and Computation: Principles, Mathematics, and Algorithmsby Yuh-Dauh LyuuISBN 052178171X (0-521-78171-X)
Hardcover, Cambridge Univ Pr
Find This Book
› Find signed collectible books: 'Financial Engineering and Computation: Principles, Mathematics, and Algorithms'More editions of Financial Engineering and Computation: Principles, Mathematics, and Algorithms:
Forgotten Calculus: A Refresher Course With Applications to Economics and Business (And the Optional Use of the Graphing Calculator)by Barbara Lee BleauISBN 0764119982 (0-7641-1998-2)
Softcover, Barrons Educational Series Inc
Find This Book
› Find signed collectible books: 'Forgotten Calculus: A Refresher Course With Applications to Economics and Business (And the Optional Use of the Graphing Calculator)'More editions of Forgotten Calculus: A Refresher Course With Applications to Economics and Business (And the Optional Use of the Graphing Calculator):
Fundamentals of Futures and Options Marketsby John C. HullISBN 1428808965 (1-4288-0896-5)
Softcover, Academic Internet Pub Inc
Find This Book
› Find signed collectible books: 'Fundamentals of Futures and Options Markets'More editions of Fundamentals of Futures and Options Markets:
-
The Handbook of Exotic Options: Instruments, Analysis, and Applicationsby Israel NelkenISBN 1557389047 (1-55738-904-7)
Hardcover, McGraw-Hill
Find This Book
› Find signed collectible books: 'The Handbook of Exotic Options: Instruments, Analysis, and Applications'Book summary:The Handbook of Exotic Options is the first book to explain the theoretical foundations, structures, and applications of these exciting new instruments. Edited by Israel Nelken, one of the foremost experts in the field, this handbook provides an in-depth explanation of the latest uses of exotic options by institutional investors and corporate treasurers, as well as the latest thinking on advanced topics. Readers will find valuable discussions of: Options theory, volatility, and pricing; The Brownian Motion and the Black Scholes Model; Risk management applications of exotic options. [via]
More editions of The Handbook of Exotic Options: Instruments, Analysis, and Applications:
Inflation-Indexed Securities: Bonds, Swaps and Other Derivativesby Mark Deacon, Andrew Derry, Dariush MirfendereskiISBN 0470868120 (0-470-86812-0)
Hardcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'Inflation-Indexed Securities: Bonds, Swaps and Other Derivatives'More editions of Inflation-Indexed Securities: Bonds, Swaps and Other Derivatives:
-
Insurance: From Underwriting to Derivatives Asset Liability Management in Insurance Companiesby Eric Briys, Francois De VarenneISBN 0471492272 (0-471-49227-2)
Hardcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'Insurance: From Underwriting to Derivatives Asset Liability Management in Insurance Companies'Book summary:An in-depth look at the increasingly significant convergence between the insurance industry and the capital markets.
This important publication, by two premier financial experts, explores the unique convergence of finance and insurance. The book covers the basics of property-casualty insurance, securitizing insurance risks, looks at life insurance in the United States and ALM in insurance. It addresses the questions and concerns of investment banks, brokerage firms and the insurance/reinsurance sector itself, examines ongoing trends and issues, and how current market pressures on insurance companies do not just create challenges but actually point the way to future promising developments. [via]More editions of Insurance: From Underwriting to Derivatives Asset Liability Management in Insurance Companies:
Introduction to Mathematical Finance: Discrete Time Modelsby Stanley R. PliskaISBN 1557869456 (1-55786-945-6)
Hardcover, Blackwell Pub
Find This Book
› Find signed collectible books: 'Introduction to Mathematical Finance: Discrete Time Models'More editions of Introduction to Mathematical Finance: Discrete Time Models:
An Introduction to Option-Adjusted Spread Analysisby Tom WindasISBN 1576600025 (1-57660-002-5)
Hardcover, Bloomberg Pr
Find This Book
› Find signed collectible books: 'An Introduction to Option-Adjusted Spread Analysis'More editions of An Introduction to Option-Adjusted Spread Analysis:
An Introduction to the Mathematics of Financial Derivativesby Salih N. NeftciISBN 0125153902 (0-12-515390-2)
Hardcover, Academic Pr
Find This Book
› Find signed collectible books: 'An Introduction to the Mathematics of Financial Derivatives'More editions of An Introduction to the Mathematics of Financial Derivatives:
-
Inventing Money: The Story of Long-Term Capital Management and the Legends Behind Itby Nicholas DunbarISBN 0471498114 (0-471-49811-4)
Softcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'Inventing Money: The Story of Long-Term Capital Management and the Legends Behind It'Book summary:LTCM was the fund that was too big to fail, the brightest star in the financial world. Built on genius, by legends of Wall Street and two Nobel laureates, it spiralled to ever greater heights, commanding unimaginable wealth. When it fell to earth in September 1998 it shook the world. This is the story of the rise and fall of LTCM and the legends behind it. A brave and ambitious work, Inventing Money was written by leading financial journalist Nicholas Dunbar. [via]
More editions of Inventing Money: The Story of Long-Term Capital Management and the Legends Behind It:
- Inventing Money: The Story of Long-Term Capital Management and the Legends Behind It: ISBN 0471899992 (0-471-89999-2)
Hardcover, John Wiley & Sons Inc - Inventing Money: The Story of Long-Term Capital Management and the Legends Behind It: ISBN 0471498114 (0-471-49811-4)
Softcover, John Wiley & Sons Inc
- Inventing Money: The Story of Long-Term Capital Management and the Legends Behind It: ISBN 0471899992 (0-471-89999-2)
Managing Derivative Risks: The Use and Abuse of Leverageby Lillian ChewISBN 0471956228 (0-471-95622-8)
Hardcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'Managing Derivative Risks: The Use and Abuse of Leverage'More editions of Managing Derivative Risks: The Use and Abuse of Leverage:
Mathematical Finance and Probability: A Discrete Introductionby P. Koch Medina, Sandro MerinoISBN 3764369213 (3-7643-6921-3)
Softcover, Birkhauser
Find This Book
› Find signed collectible books: 'Mathematical Finance and Probability: A Discrete Introduction'More editions of Mathematical Finance and Probability: A Discrete Introduction:
Mathematical Methods for Foreign Exchange: A Financial Engineers Approachby Alexander LiptonISBN 9810248237 (981-02-4823-7)
Softcover, World Scientific Pub Co Inc
Find This Book
› Find signed collectible books: 'Mathematical Methods for Foreign Exchange: A Financial Engineers Approach'More editions of Mathematical Methods for Foreign Exchange: A Financial Engineers Approach:
-
The Mathematics of Financial Derivatives: A Student Introductionby Paul Wilmott, Sam HowisonISBN 0521497892 (0-521-49789-2)
Softcover, Cambridge Univ Pr
Find This Book
› Find signed collectible books: 'The Mathematics of Financial Derivatives: A Student Introduction'Book summary:Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods. Indeed, the area is an expanding source for novel and relevant "real-world" mathematics. In this book, the authors describe the modeling of financial derivative products from an applied mathematician's viewpoint, from modeling to analysis to elementary computation. The authors present a unified approach to modeling derivative products as partial differential equations, using numerical solutions where appropriate. The authors assume some mathematical background, but provide clear explanations for material beyond elementary calculus, probability, and algebra. This volume will become the standard introduction for advanced undergraduate students to this exciting new field. [via]
More editions of The Mathematics of Financial Derivatives: A Student Introduction:
Merton Miller on Derivativesby Merton H. MillerISBN 0471183407 (0-471-18340-7)
Hardcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'Merton Miller on Derivatives'More editions of Merton Miller on Derivatives:
-
My Life As A Quant: Reflections On Physics And Financeby Emanuel DermanISBN 0471394203 (0-471-39420-3)
Hardcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'My Life As A Quant: Reflections On Physics And Finance'Book summary:In My Life as a Quant, Emanuel Derman relives his exciting journey as one of the first high-energy particle physicists to migrate to Wall Street. Page by page, Derman details his adventures in this fieldanalyzing the incompatible personas of traders and quants, and discussing the dissimilar nature of knowledge in physics and finance. Throughout this tale, he also reflects on the appropriate way to apply the refined methods of physics to the hurly-burly world of markets. [via]
More editions of My Life As A Quant: Reflections On Physics And Finance:
-
Option Volatility & Pricing: Advanced Trading Strategies and Techniquesby Sheldon NatenbergISBN 155738486X (1-55738-486-X)
Hardcover, Probus Pub Co
Find This Book
› Find signed collectible books: 'Option Volatility & Pricing: Advanced Trading Strategies and Techniques'Book summary:One of the most widely read books among active option traders around the world, Option Volatility & Pricing has been completely updated to reflect the most current developments and trends in option products and trading strategies.
Featuring:
- Pricing models
- Volatility considerations
- Basic and advanced trading strategies
- Risk management techniques
- And more!
Written in a clear, easy-to-understand fashion, Option Volatility & Pricing points out the key concepts essential to successful trading. Drawing on his experience as a professional trader, author Sheldon Natenberg examines both the theory and reality of option trading. He presents the foundations of option theory explaining how this theory can be used to identify and exploit trading opportunities. Option Volatility & Pricing teaches you to use a wide variety of trading strategies and shows you how to select the strategy that best fits your view of market conditions and individual risk tolerance.
New sections include:
- Expanded coverage of stock option
- Strategies for stock index futures and options
- A broader, more in-depth discussion volatility
- Analysis of volatility skews
- Intermarket spreading with options
More editions of Option Volatility & Pricing: Advanced Trading Strategies and Techniques:
Options Marketsby John C. Cox, Mark RubinsteinISBN 0136382053 (0-13-638205-3)
Hardcover, Prentice Hall
Find This Book
› Find signed collectible books: 'Options Markets'More editions of Options Markets:
Options, Futures, and Other Derivative Securitiesby John HullISBN 0136390145 (0-13-639014-5)
Hardcover, Prentice Hall
Find This Book
› Find signed collectible books: 'Options, Futures, and Other Derivative Securities'More editions of Options, Futures, and Other Derivative Securities:
-
Options, Futures, and Other Derivatives (Cram101 Textbook Outlines)by Cram 101ISBN 142881020X (1-4288-1020-X)
Softcover, Academic Internet Pub Inc
Find This Book
› Find signed collectible books: 'Options, Futures, and Other Derivatives (Cram101 Textbook Outlines)'Book summary:Never HIGHLIGHT a Book Again! Virtually all testable terms, concepts, persons, places, and events are included. Cram101 Textbook Outlines gives all of the outlines, highlights, notes for your textbook with optional online practice tests. Only Cram101 Outlines are Textbook Specific. Cram101 is NOT the Textbook. Accompanys: 9780130090560 [via]
More editions of Options, Futures, and Other Derivatives (Cram101 Textbook Outlines):
Options, Futures, and Other Derivatives: Solutions Manualby John C. HullISBN 0130091448 (0-13-009144-8)
Softcover, Prentice Hall
Find This Book
› Find signed collectible books: 'Options, Futures, and Other Derivatives: Solutions Manual'More editions of Options, Futures, and Other Derivatives: Solutions Manual:
-
Options, Futures,and Other Derivativesby John HullISBN 0130224448 (0-13-022444-8)
Hardcover, Prentice Hall
Find This Book
› Find signed collectible books: 'Options, Futures,and Other Derivatives'Book summary:For undergraduate and graduate courses in Options and Futures, Financial Engineering and Risk Management, typically found in business, finance, economics and mathematics departments. Also suitable for practitioners who want to acquire a working knowledge of how derivatives can be analyzed.This best seller represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives--not just futures and options. It assumes that the reader has taken an introductory course in finance and an introductory course in probability and statistics. No prior knowledge of options, futures contracts, swaps, and so on is assumed. [via]
More editions of Options, Futures,and Other Derivatives:
-
Pricing Financial Instruments: The Finite Difference Methodby Domingo Tavella, Curt RandallISBN 0471197602 (0-471-19760-2)
Hardcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'Pricing Financial Instruments: The Finite Difference Method'Book summary:Numerical methods for the solution of financial instrument pricing equations are fast becoming essential for practitioners of modern quantitative finance. Among the most promising of these new computational finance techniques is the finite difference method-yet, to date, no single resource has presented a quality, comprehensive overview of this revolutionary quantitative approach to risk management.
Pricing Financial Instruments, researched and written by Domingo Tavella and Curt Randall, two of the chief proponents of the finite difference method, presents a logical framework for applying the method of finite difference to the pricing of financial derivatives. Detailing the algorithmic and numerical procedures that are the foundation of both modern mathematical finance and the creation of financial products-while purposely keeping mathematical complexity to a minimum-this long-awaited book demonstrates how the techniques described can be used to accurately price simple and complex derivative structures.
From a summary of stochastic pricing processes and arbitrage pricing arguments, through the analysis of numerical schemes and the implications of discretization-and ending with case studies that are simple yet detailed enough to demonstrate the capabilities of the methodology- Pricing Financial Instruments explores areas that include:
* Pricing equations and the relationship be-tween European and American derivatives
* Detailed analyses of different stability analysis approaches
* Continuous and discrete sampling models for path dependent options
* One-dimensional and multi-dimensional coordinate transformations
* Numerical examples of barrier options, Asian options, forward swaps, and more
With an emphasis on how numerical solutions work and how the approximations involved affect the accuracy of the solutions, Pricing Financial Instruments takes us through doors opened wide by Black, Scholes, and Merton-and the arbitrage pricing principles they introduced in the early 1970s-to provide a step-by-step outline for sensibly interpreting the output of standard numerical schemes. It covers the understanding and application of today's finite difference method, and takes the reader to the next level of pricing financial instruments and managing financial risk.
Praise for Pricing Financial Instruments
"Pricing Financial Instruments is the first broad and accessible treatment of finite difference methods for pricing derivative securities. The authors have taken great care to clearly explain both the origins of the pricing problems in a financial setting, as well as many practical aspects of their numerical methods. The book covers a wide variety of applications, such as American options and credit derivatives. Both financial analysts and academic asset-pricing specialists will want to own a copy."-Darrell Duffie, Professor of Finance Stanford University
"In my experience, finite difference methods have proven to be a simple yet powerful tool for numerically solving the evolutionary PDEs that arise in modern mathematical finance. This book should finally dispel the widely held notion that these methods are somehow difficult or abstract. I highly recommend it to anyone interested in the implementation of these methods in the financial arena."-Peter Carr, Principal Bank of America Securities
"A very comprehensive treatment of the application of finite difference techniques to derivatives finance. Practitioners will find the many extensive examples very valuable and students will appreciate the rigorous attention paid to the many subtleties of finite difference techniques."-Francis Longstaff, Professor The Anderson School at UCLA
"The finite difference approach is central to the numerical pricing of financial securities. This book gives a clear and succinct introduction to this important subject. Highly recommended."-Mark Broadie, Associate Professor School of Business, Columbia University
For updates on new and bestselling Wiley Finance books: wiley.com/wbns [via]More editions of Pricing Financial Instruments: The Finite Difference Method:
![[???]: Project Management: Basic](http://ecx.images-amazon.com/images/P/0619075341.01._SL160_SCLZZZZZZZ__.jpg "[???]: Project Management: Basic")
Project Management: BasicISBN 0619075341 (0-619-07534-1)
Softcover, Crisp Pub Inc
Find This BookMore editions of Project Management: Basic:
Quantitative Methods in Derivatives Pricing: An Introduction to Computational Financeby Domingo TavellaISBN 0471394475 (0-471-39447-5)
Hardcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance'More editions of Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance:
Risk Transfer: Derivatives in Theory and Practiceby Christopher L. CulpISBN 0471464988 (0-471-46498-8)
Hardcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'Risk Transfer: Derivatives in Theory and Practice'More editions of Risk Transfer: Derivatives in Theory and Practice:
Risk-Neutral Valuation: Pricing and Hedging of Financial Derivitivesby Nicholas Bingham, Rudiger KieselISBN 1852334584 (1-85233-458-4)
Hardcover, Springer Verlag
Find This Book
› Find signed collectible books: 'Risk-Neutral Valuation: Pricing and Hedging of Financial Derivitives'More editions of Risk-Neutral Valuation: Pricing and Hedging of Financial Derivitives:
Robust Libor Modelling and Pricing of Derivative Productsby John G. M. SchoenmakersISBN 158488441X (1-58488-441-X)
Hardcover, Chapman & Hall
Find This Book
› Find signed collectible books: 'Robust Libor Modelling and Pricing of Derivative Products'More editions of Robust Libor Modelling and Pricing of Derivative Products:
Stochastic Differential Equations: An Introduction With Applicationsby Bernt OksendalISBN 3540602437 (3-540-60243-7)
Softcover, Springer Verlag
Find This Book
› Find signed collectible books: 'Stochastic Differential Equations: An Introduction With Applications'More editions of Stochastic Differential Equations: An Introduction With Applications:
-
Stochastic Differential Equations : An Introduction with Applicationsby B. K. OksendalISBN 3540047581 (3-540-04758-1)
Softcover, Springer London, Limited
Find This Book
› Find signed collectible books: 'Stochastic Differential Equations : An Introduction with Applications'Book summary:This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results without proofs of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case which nevertheless are often sufficiently general for many purposes in order to be able to reach quickly the parts of the theory which is most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided. TOCIntroduction.- Some Mathematical Preliminaries.- It Integrals.- It Formula and the Martingale Representation Theorem.- Stochastic Differential Equations.- The Filtering Problem.- Diffusions Basic Properties.- Other Topics in Diffusion Theory.- Applications to Boundary Value Problems.- Applications to Optimal Stopping.- Application to Stochastic Control.- Application to Mathematical Finance.- Appendix A Normal Random Variables.- Appendix B Conditional Expectations.- Appendix C Uniform Integrability and Martingale Convergence.- Appendix D An Approximation Result.- Solutions and Additional Hints to Some of the Exercises.- References.- List of Frequently Used Notation and Symbols.- Index. [via]
More editions of Stochastic Differential Equations : An Introduction with Applications:
-
Tools for Computational Financeby Rudiger SeydelISBN 3540406042 (3-540-40604-2)
Softcover, Springer Verlag
Find This Book
› Find signed collectible books: 'Tools for Computational Finance'More editions of Tools for Computational Finance:
Value at Risk: The New Benchmark for Controlling Market Riskby Philippe JorionISBN 0786308486 (0-7863-0848-6)
Hardcover, McGraw-Hill
Find This Book
› Find signed collectible books: 'Value at Risk: The New Benchmark for Controlling Market Risk'More editions of Value at Risk: The New Benchmark for Controlling Market Risk:
Volatility and Correlation: In the Pricing of Equity, Fx and Interest-Rate Optionsby Riccardo RebonatoISBN 0471899984 (0-471-89998-4)
Hardcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'Volatility and Correlation: In the Pricing of Equity, Fx and Interest-Rate Options'More editions of Volatility and Correlation: In the Pricing of Equity, Fx and Interest-Rate Options:
Volatility and Correlation: The Perfect Hedger and the Foxby Riccardo RebonatoISBN 0470091398 (0-470-09139-8)
Hardcover, John Wiley & Sons Inc
Find This Book
› Find signed collectible books: 'Volatility and Correlation: The Perfect Hedger and the Fox'More editions of Volatility and Correlation: The Perfect Hedger and the Fox:
-
When Genius Failed: The Rise and Fall of Long-Term Capital Managementby Roger LowensteinISBN 0375758259 (0-375-75825-9)
Softcover, Random House Inc
Find This Book
› Find signed collectible books: 'When Genius Failed: The Rise and Fall of Long-Term Capital Management'Book summary:On September 23, 1998, the boardroom of the New York Fed was a tense place. Around the table sat the heads of every major Wall Street bank, the chairman of the New York Stock Exchange, and representatives from numerous European banks, each of whom had been summoned to discuss a highly unusual prospect: rescuing what had, until then, been the envy of them all, the extraordinarily successful bond-trading firm of Long-Term Capital Management. Roger Lowenstein's When Genius Failed is the gripping story of the Fed's unprecedented move, the incredible heights reached by LTCM, and the firm's eventual dramatic demise.
Lowenstein, a financial journalist and author of Buffett: The Making of an American Capitalist, examines the personalities, academic experts, and professional relationships at LTCM and uncovers the layers of numbers behind its roller-coaster ride with the precision of a skilled surgeon. The fund's enigmatic founder, John Meriwether, spent almost 20 years at Salomon Brothers, where he formed its renowned Arbitrage Group by hiring academia's top financial economists. Though Meriwether left Salomon under a cloud of the SEC's wrath, he leapt into his next venture with ease and enticed most of his former Salomon hires--and eventually even David Mullins, the former vice chairman of the U.S. Federal Reserve--to join him in starting a hedge fund that would beat all hedge funds.
LTCM began trading in 1994, after completing a road show that, despite the Ph.D.-touting partners' lack of social skills and their disdainful condescension of potential investors who couldn't rise to their intellectual level, netted a whopping $1.25 billion. The fund would seek to earn a tiny spread on thousands of trades, "as if it were vacuuming nickels that others couldn't see," in the words of one of its Nobel laureate partners, Myron Scholes. And nickels it found. In its first two years, LTCM earned $1.6 billion, profits that exceeded 40 percent even after the partners' hefty cuts. By the spring of 1996, it was holding $140 billion in assets. But the end was soon in sight, and Lowenstein's detailed account of each successively worse month of 1998, culminating in a disastrous August and the partners' subsequent panicked moves, is riveting.
The arbitrageur's world is a complicated one, and it might have served Lowenstein well to slow down and explain in greater detail the complex terms of the more exotic species of investment flora that cram the book's pages. However, much of the intrigue of the Long-Term story lies in its dizzying pace (not to mention the dizzying amounts of money won and lost in the fund's short lifespan). Lowenstein's smooth, conversational but equally urgent tone carries it along well. The book is a compelling read for those who've always wondered what lay behind the Fed's controversial involvement with the LTCM hedge-fund debacle. --S. Ketchum [via]
More editions of When Genius Failed: The Rise and Fall of Long-Term Capital Management:
![[powered by Muze Inc.]](http://i.bookfinder.com/images/site/muze/powered_by_muze.gif){kind=small}