Wystup, Uwe
Modeling Foreign Exchange Options
A Quantitative Approach
ISBN 978-0-470-72547-4
März 2020
ca 85,90 Euro

Hands-on quantitative techniques for the FX derivatives markets Modeling Foreign Exchange Options provides practical instruction on the pricing and implementation of FX structured products for the FX market.

 Mariani, Maria C. / Florescu, Ionut
Quantitative Finance
ISBN 978-1-118-62995-6
Januar 2020
ca 125,- Euro

Presents a multitude of topics relevant to the quantitative finance community by combining the best of the theory with the usefulness of applications Written by accomplished teachers and researchers in the field, this book presents quantitative finance theory through applications to specific practical problems and comes with accompanying coding techniques in R and MATLAB, and some generic pseudo-algorithms to modern finance.

Novotny, Jan / Bilokon, Paul A. / Galiotos, Aris / Deleze, Frederic
Machine Learning and Big Data with KDB+/Q
ISBN 978-1-119-40475-0
November 2019
ca 73,90 Euro

Upgrade your programming language to more effectively handle high-frequency data Machine Learning and Big Data with KDB+/Q offers quants, programmers and algorithmic traders a practical entry into the powerful but non-intuitive kdb+ database and q programming language.

 Cuthbertson, Keith / Nitzsche, Dirk
Theory and Practice
ISBN 978-1-119-59559-5
Oktober 2019
ca 61,90 Euro

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.

 Hilpisch, Yves
Derivatives Analytics with Python
Data Analysis, Models, Simulation, Calibration and Hedging
ISBN 978-1-119-03799-6
Juli 2015
73,90 Euro

Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful Python programming language.

Serrano Berntsen, Erik / Thompson, John
A Guide to Starting Your Hedge Fund
ISBN 978-0-470-51940-0
März 2015
91,90 Euro

A Guide to Starting Your Hedge Fund is a practical, definitive "how-to" guide, designed to help managers design and launch their own funds, and to help investors select and diligence new funds.

 Roncoroni, Andrea / Fusai, Gianluca / Cummins, Mark
Handbook of Multi-Commodity Markets and Products
Structuring, Trading and Risk Management
ISBN 978-0-470-74524-3
März 2015
122,- Euro

The Handbook of Multi-Commodity Markets and Products is the definitive desktop reference for traders, structurers, and risk managers who wish to become acquainted with the structure, function, rules, and practices across a wide spectrum of commodity markets.

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.

 Darbyshire, Paul / Hampton, David
Hedge Fund Modelling and Analysis using MATLAB
ISBN 978-1-119-96737-8
April 2014
73,90 Euro

The second book in Darbyshire and Hampton's Hedge Fund Modelling and Analysis series, Hedge Fund Modelling and Analysis Using MATLAB(r) takes advantage of the huge library of built-in functions and suite of financial and analytic packages available to MATLAB(r).

De Spiegeleer, Jan / Schoutens, Wim / Van Hulle, Cynthia
The Handbook of Hybrid Securities
Convertible Bonds, CoCo Bonds, and Bail-In
ISBN 978-1-118-44999-8
März 2014
73,90 Euro

Introducing a revolutionary new quantitative approach to hybridsecurities valuation and risk management To an equity trader they are shares.

 Clark, Iain J.
Commodity Option Pricing
A Practitioner's Guide
ISBN 978-1-119-94451-5
März 2014
73,90 Euro

Commodity Option Pricing: A Practitioner's Guidecovers commodity option pricing for quantitative analysts, tradersor structurers in banks, hedge funds and commodity tradingcompanies.