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Showing 1 - 12 of 12 results for “marc henrard”
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  • Interest Rate Modelling in the Multi-Curve Framework

    Foundations, Evolution, Transition, and Implementation

    by Marc Henrard ...
    Series series Economics and Finance (R0)
    A new standard in interest rate modelling, called the multi-curve framework, emerged after the financial crisis. The framework covers two important market features: the collateralisation of derivative trades and the spread between different rate benchmarks. This book starts from the collateral mechanisms and builds the full framework from the foundations through all the technical and financial ... Read more

    $96.99 CAD

  • Algorithmic Differentiation in Finance Explained

    by Marc Henrard ...
    Series series Economics and Finance (R0)
    This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD in the derivatives setting with a focus on implementation.Algorithmic Differentiation (AD) has been popular in engineering and computer science, ... Read more

    $42.99 CAD

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  • Schaum's Outline of Operations Research

    by Richard Bronson, Govindasami Naadimuthu ...
    Confusing Textbooks? Missed Lectures? Not Enough Time?Fortunately for you, there's Schaum's Outlines. More than 40 million students have trusted Schaum's to help them succeed in the classroom and on exams. Schaum's is the key to faster learning and higher grades in every subject. Each Outline presents all the essential course information in an easy-to-follow, topic-by-topic format. You also get ... Read more

    $42.99 CAD

  • Structural Macroeconometrics

    Second Edition

    by David N. DeJong, Chetan Dave ...
    The revised edition of the essential resource on macroeconometricsStructural Macroeconometrics provides a thorough overview and in-depth exploration of methodologies, models, and techniques used to analyze forces shaping national economies. In this thoroughly revised second edition, David DeJong and Chetan Dave emphasize time series econometrics and unite theoretical and empirical research, while ... Read more

    $112.99 CAD

  • Financial Modelling

    Theory, Implementation and Practice with MATLAB Source

    by Daniel Wetterau, Joerg Kienitz ...
    Series series The Wiley Finance Series
    Financial modellingTheory, Implementation and Practice with MATLAB SourceJörg Kienitz and Daniel WetterauFinancial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for ... Read more

    $128.99 CAD

  • Statistical Distributions

    by Catherine Forbes, Merran Evans, Nicholas Hastings, Brian Peacock ...
    A new edition of the trusted guide on commonly used statistical distributionsFully updated to reflect the latest developments on the topic, Statistical Distributions, Fourth Edition continues to serve as an authoritative guide on the application of statistical methods to research across various disciplines. The book provides a concise presentation of popular statistical distributions along with ... Read more

    $100.99 CAD

  • Simulation

    by Sheldon M. Ross ...
    The 5th edition of Ross's Simulation continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers learn to apply results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions ... Read more

    $70.39 CAD

  • Mathematical Techniques in Finance

    Tools for Incomplete Markets - Second Edition

    by Ales Cerný ...
    Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, ... Read more

    $124.99 CAD

  • Quantitative Methods

    An Introduction for Business Management

    by Paolo Brandimarte ...
    An accessible introduction to the essential quantitative methods for making valuable business decisionsQuantitative methods-research techniques used to analyze quantitative data-enable professionals to organize and understand numbers and, in turn, to make good decisions. Quantitative Methods: An Introduction for Business Management presents the application of quantitative mathematical modeling to ... Read more

    $172.99 CAD

  • Derivatives Analytics with Python

    Data Analysis, Models, Simulation, Calibration and Hedging

    by Yves Hilpisch ...
    Series series The Wiley Finance Series
    Supercharge options analytics and hedging using the power of PythonDerivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all theory, methods, and processes, ... Read more

    $112.99 CAD

  • Asset Pricing Theory

    by Costis Skiadas ...
    Series series Princeton Series in Finance
    Asset Pricing Theory is an advanced textbook for doctoral students and researchers that offers a modern introduction to the theoretical and methodological foundations of competitive asset pricing. Costis Skiadas develops in depth the fundamentals of arbitrage pricing, mean-variance analysis, equilibrium pricing, and optimal consumption/portfolio choice in discrete settings, but with emphasis on ... Read more

    $118.99 CAD

  • Probability and Statistics for Finance

    by Svetlozar T. Rachev, Markus Hoechstoetter, Sergio M. Focardi, Frank J. Fabozzi ...
    Series Book 176 - Frank J. Fabozzi Series
    A comprehensive look at how probability and statistics is applied to the investment processFinance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm understanding of this discipline.Probability and Statistics for Finance addresses this issue by showing ... Read more

    $77.99 CAD