Duffy, Daniel J.
Financial Instrument Pricing Using C++
ISBN 978-0-470-97119-2
September 2018
85,90 Euro

This complete guide to C++ and computational finance is a follow-up to Daniel J.

 Nyambuu, Unurjargal / Tapiero, Charles S.
Globalization, Gating, and Risk Finance
ISBN 978-1-119-25265-8
Januar 2018
79,90 Euro

An in-depth guide to global and risk finance based on financial models and data-based issues that confront global financial managers.

Hilpisch, Yves
Listed Volatility and Variance Derivatives
A Python-based Guide
ISBN 978-1-119-16791-4
November 2016
73,90 Euro

Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products, and has the distinction of being both the first to cover European volatility and variance products provided by Eurex and the first to offer Python code for implementing complete quantitative analyses of these financial products.

 Bali, Turan G. / Engle, Robert F.
Empirical Asset Pricing
The Cross Section of Stock Returns
ISBN 978-1-118-09504-1
April 2016
115,- Euro

Written by two experts in the field (including a renowned Nobel Prize Laureate), this book represents an up-to-date compilation of empirical asset pricing theory and their techniques and application--keeping emphasis throughout on empirical research and findings.

Veronesi, Pietro (ed.)
Handbook of Fixed-Income Securities
ISBN 978-1-118-70919-1
April 2016
139,- Euro

A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods.

 Ramirez, Juan
Accounting for Derivatives
Advanced Hedging under IFRS 9
ISBN 978-1-118-81797-1
Februar 2015
85,90 Euro

Accounting for Derivatives explains the likely accounting implications of a proposed transaction on derivatives strategy, in alignment with the IFRS 9 standards.