Financial and Insurance Formulas

Financial and Insurance Formulas

Εμφάνιση άλλων εκδόσεων (1)

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Cipra, Tomas
Συγγραφή απο Οργανισμό/Αρχή:	SpringerLink (Online service)
Μορφή:	Ηλεκτρονική πηγή Εργαλειοθήκη Βιβλίο
Γλώσσα:	English
Έκδοση:	Heidelberg Springer-Verlag Berlin Heidelberg 2010
Θέματα:	Statistics Economics > Statistics Finance Τράπεζες και τραπεζικές εργασίες Statistics for Business/Economics/Mathematical Finance/Insurance Financial Economics Finance /Banking
Διαθέσιμο Online:	http://dx.doi.org/10.1007/978-3-7908-2593-0

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Introduction to Stochastic Calculus for Finance A New Didactic Approach
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Martingale Methods in Financial Modelling
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The Science and Practice of Monetary Policy Today The Deutsche Bank Prize in Financial Economics 2007
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Financial Market Imperfections and Corporate Decisions Lessons from the Transition Process in Hungary
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Strategy and Organization of Corporate Banking
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Statistical Tools for Finance and Insurance
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Financial Economics A Concise Introduction to Classical and Behavioral Finance
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Handbook of Portfolio Construction
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Pricing of Derivatives on Mean-Reverting Assets
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Strategic Trading in Illiquid Markets
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Market-Conform Valuation of Options
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Dynamic Asset Allocation with Forwards and Futures
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Recent Developments on Money and Finance Exploring Links between Market Frictions, Financial Systems and Monetary Allocations
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Estimation in Conditionally Heteroscedastic Time Series Models
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EU Accession β Financial Sector Opportunities and Challenges for Southeast Europe
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The Power of Profit Business and Economic Analyses, Forecasting, and Stock Valuation
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The Economics of Foreign Exchange and Global Finance
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Non-Life Insurance Pricing with Generalized Linear Models
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Valuation of Network Effects in Software Markets A Complex Networks Approach
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Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice
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Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice
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Introduction to Modern Portfolio Optimization With NUOPT and S-PLUS
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Binomial Models in Finance
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Mathematical and Statistical Methods for Actuarial Sciences and Finance
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Data Analysis and Classification Proceedings of the 6th Conference of the Classification and Data Analysis Group of the SocietΓ Italiana di Statistica
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Financial Modeling Under Non-Gaussian Distributions
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Sovereign Default Risk Valuation Implications of Debt Crises and Bond Restructurings
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Semiparametric Modeling of Implied Volatility
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A Course in Credibility Theory and its Applications
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Private Equity Exits Divestment Process Management for Leveraged Buyouts
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Applications of Fourier Transform to Smile Modeling Theory and Implementation
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Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfolios
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A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues
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The Market Approach to Comparable Company Valuation
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