Logotipo librería Marcial Pons
Encyclopedia of Quantitative Finance

Encyclopedia of Quantitative Finance

  • ISBN: 9780470057568
  • Editorial: John Wiley & Sons Limited
  • Lugar de la edición: Chichester. Reino Unido
  • Encuadernación: Cartoné
  • Medidas: 25 cm
  • Volumen: 4
  • Nº Pág.: 2194
  • Idiomas: Inglés

Papel: Cartoné
808,83 €
Sin Stock. Disponible en 5/6 semanas.


Ed. Rama Cont. Content: Vol.I: A-D - Vol.II: E-J - Vol.III: K-Q - Vol.IV: R-Z. Index. 'What initially looked like an impossible undertaking has become a formidable achievement, stretching from the theoretical foundations to the most recent cutting edge methods. Mille bravos' - Dr Bruno Dupire (Bloomberg L.P.). "The Encyclopedia of Quantitative Finance" is a major reference work designed to provide a comprehensive coverage of essential topics related to the quantitative modelling of financial markets, with authoritative contributions from leading academics and professionals. Drawing on contributions from a wide spectrum of experts in fields including financial economics, econometrics, mathematical finance, operations research, numerical analysis, risk management and statistics, the "Encyclopedia of Quantitative Finance" faithfully reflects the multidisciplinary nature of its subject. With a pool of author comprising over 400 leading academics and professionals worldwide, the Encyclopedia provides a balanced view of theoretical and practical aspects of quantitative modelling in finance. Topics covered in the Encyclopedia include: the historical development of quantitative modelling in finance, including biographies of influential figures; self-contained expositions of mathematical and statistical tools used in financial modelling; authoritative expositions on the foundations of financial theory and mathematical finance, including arbitrage pricing, asset pricing theory, option pricing and asset allocation; and, comprehensive reviews of various aspects of risk management - credit risk, market risk, operational risk, economic capital and Basel II with a detailed coverage of topics related to credit risk. It also covers: up-to-date surveys of the state of the art in computational finance - Monte Carlo simulation, partial differential equations (PDEs), Fourier transform methods, model calibration; detailed entries on various types of financial derivatives and methods used

Ed. Rama Cont. Content: Vol.I: A-D - Vol.II: E-J - Vol.III: K-Q - Vol.IV: R-Z. Index


Utilizamos cookies propias y de terceros para mejorar nuestros servicios y facilitar la navegación. Si continúa navegando consideramos que acepta su uso.

aceptar más información