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This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in: "Modeling counterparty credit...
Persistent link: https://www.econbiz.de/10011588323
The successful first edition provided an introduction to the valuation and risk management of modern financial instruments, formulated in a precise mathematical expression and comprehensively covering all relevant topics using consistent and exact notation. In this new edition, Deutsch continues...
Persistent link: https://www.econbiz.de/10011612210
Part I: Exercises -- Introduction -- Decision Theory -- Two-Period Model: Mean-Variance Approach -- Two-Period Model: State-Preference Approach -- Multiple-Periods Model -- Theory of the Firm -- Information Asymmetries on Financial Markets -- Time-Continuous Model -- Part II: Solutions --...
Persistent link: https://www.econbiz.de/10012398978
1. Introduction to R -- 2. Linear Algebra -- 3. Functions of one variable -- 4. Dierential Calculus -- 5. Integral Calculus -- 6. Multivariable Calculus -- 7. Constrained Optimization -- 8. Trigonometry -- 9. Complex numbers -- 10. Difference equations -- 11. Differential equations.
Persistent link: https://www.econbiz.de/10013361755
Given the rapid pace of development in economics and finance, a concise and up-to-date introduction to mathematical methods has become a prerequisite for all graduate students, even those not specializing in quantitative finance. This book offers an introductory text on mathematical methods for...
Persistent link: https://www.econbiz.de/10012399685
Smart Contract Derivatives -- Bitcoin Crypto–Bounties for Quantum Capable Adversaries -- An Econophysical Analysis of the Blockchain Ecosystem -- Stress Testing Diversified Portfolios: The Case of the CoinShares Gold and Cryptoassets Index -- Selfish Mining in Ethereum -- The Speculative...
Persistent link: https://www.econbiz.de/10012399817
Preface -- 1 Ranking -- 2 Online Learning -- 3 Recommendation Systems -- 4 Classification -- 5 Clustering -- 6 Linear Regression -- 7 Sparse Recovery -- 8 Neural Networks -- 9 Decision Trees -- 10 Solutions.
Persistent link: https://www.econbiz.de/10012440053
Mathematical Signs and Symbols -- Logic -- Arithmetic -- Algebra -- Linear Algebra -- Combinatorics -- Financial Mathematics -- Optimisation of Linear Models -- Functions -- Differential Calculus -- Integral Calculus -- Elasticities -- Economic Functions -- The Peren Theorem – The Mathematical...
Persistent link: https://www.econbiz.de/10012508333
Chapter 1: Trading Tactics in Technical Analysis -- Chapter 2: Market Turning Points -- Chapter 3: Simple Moving Average -- Chapter 4: Exponential Moving Average -- Chapter 5: Awesome Oscillator and Accelerator Oscillator -- Chapter 6: Moving Average Convergence-Divergence and its Histogram --...
Persistent link: https://www.econbiz.de/10012596928
Preface -- Contents -- Part I Arbitrage Pricing Theory -- Chapter 1 Stochastic Processes -- Chapter 2 The Fundamental Theorems -- Chapter 3 Asset Price Bubbles -- Chapter 4 Basis Assets, Multiple-Factor Beta Models, and Systematic Risk -- Chapter 5 The Black Scholes Merton Model -- Chapter 6 The...
Persistent link: https://www.econbiz.de/10012596937