The actuary and its environment -- Financial markets and their securities -- Forwards and futures -- Swaps -- Options -- Engineering basic options -- Engineering advanced derivatives -- Equity-linked insurance and annuities -- One-period binomial tree model -- Two-period binomial tree model --...

"This book explores the aspects of industrial portfolio management with reference to proper selection of financial instruments in a financial portfolio management scenario from a metaheuristic approach. It also illustrates the common measures used for the evaluation of risks/returns of...

Cover -- Title Page -- Copyright -- Contents -- About the Author -- Preamble -- 1 Financial Machine Learning as a Distinct Subject -- 1.1 Motivation -- 1.2 The Main Reason Financial Machine Learning Projects Usually Fail -- 1.2.1 The Sisyphus Paradigm -- 1.2.2 The Meta-Strategy Paradigm -- 1.3...

Introduction to R programming -- Statistics in finance -- Statistical analysis with R -- Time series analysis with R -- Basic theory of finance -- Modern portfolio theory and CAPM -- Interest rate swap and discount factor -- Discrete time model: tree model -- Continuous time model and the...

"Das Lehr- & Lernbuch für Wirtschaftswissenschaftler mit Aufgaben und Lösungen. Anhand von Praxisbeispielen aus der BWL und zahlreichen Anwendungen werden alle Inhalte vermittelt, die in den Pflichtvorlesungen zur Mathematik für Wirtschaftsinformatiker und Betriebswirtschaftler thematisiert...

"Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests...

Introduction to modelling, core themes and best practices -- Models of models -- Using models in decision support -- Core competencies and best practices : meta-themes -- Model design and planning -- Defining sensitivity and flexibility requirements -- Database versus formulae-driven approaches...

" Continuous-Time Models in Corporate Finance synthesizes four decades of research to show how stochastic calculus can be used in corporate finance. Combining mathematical rigor with economic intuition, Santiago Moreno-Bromberg and Jean-Charles Rochet analyze corporate decisions such as dividend...

Preface -- Exotic options -- Passport to success / Hyer, Lipton, Pugachevsky -- Similarities via self-similarities / Lipton -- Predictability and unpredictability in financial markets / Lipton -- Universal barriers / Lipton, McGhee -- Pricing of vanilla and first generation exotic options /...

"Finance is the study of value and how it is determined. Individuals, small businesses and corporations regularly make use of value determinations for making strategic decisions that affect the future outcomes of their endeavors. The importance of accurate valuations cannot be overestimated;...