Tous les ebooks de la collection "Applied Quantitative Finance" - Palgrave Macmillan

5 Livre(s)
Télécharger le livre : Credit Correlation
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Credit Correlation
Youssef Elouerkhaoui
This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guidance. The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest...

Editeur : Palgrave Macmillan
Parution : 2017-11-15
Collection : Applied Quantitative Finance
PDF, ePub

52,74 €
Télécharger le livre : Modeling and Valuation of Energy Structures
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Modeling and Valuation of Energy Structures
Daniel Mahoney
Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or...

Editeur : Palgrave Macmillan
Parution : 2016-01-26
Collection : Applied Quantitative Finance
PDF

105,49 €
Télécharger le livre : XVA Desks - A New Era for Risk Management
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XVA Desks - A New Era for Risk Management
I. Ruiz
Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA...

Editeur : Palgrave Macmillan
Parution : 2015-04-27
Collection : Applied Quantitative Finance
PDF

116,04 €
Télécharger le livre : Zero Lower Bound Term Structure Modeling
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Zero Lower Bound Term Structure Modeling
L. Krippner
Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to stimulate economic growth. This book provides a comprehensive reference to ZLB structure modeling in an...

Editeur : Palgrave Macmillan
Parution : 2015-01-05
Collection : Applied Quantitative Finance
PDF

105,49 €
Télécharger le livre : Quantitative Finance
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Quantitative Finance
A. Reghai
The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. This book brings together proven and new methodologies from finance, physics and engineering, along with years of industry and academic experience to provide...

Editeur : Palgrave Macmillan
Parution : 2014-11-25
Collection : Applied Quantitative Finance
PDF

63,29 €