Financial Engineering

Since 2004, the Tokyo Metropolitan University (TMU) has been conducting workshops that serve as a forum for academic researchers and practitioners to exchange ideas and developments in different fields of finance. This book is based on papers presented...

The financial systems in most developed countries today build up a large amount of model risk on a daily basis. However, this is not particularly visible as the financial risk management agenda is still dominated by the subprime-liquidity crisis, the...

This book is an introduction to the mathematical analysis of probability theory and provides some understanding of how probability is used to model random phenomena of uncertainty, specifically in the context of finance theory and applications. The...

Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In The Time-Discrete Method of Lines for Options and Bonds, Gunter H Meyer examines PDE models for financial...

Financial Mathematics for Actuaries is a textbook for students in actuarial science, quantitative finance, financial engineering and quantitative risk management and is designed for a one-semester undergraduate course.Covering the theories of interest...

This book provides a comprehensive treatment of the important aspects of investment theory, security analysis, and portfolio selection, with a quantitative emphasis not to be found in most other investment texts.The statistical analysis framework of...

What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a...

What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a...

This book provides simple introduction to quantitative finance for students and junior quants who want to approach the typical industry problems with practical but rigorous ambition. It shows a simple link between theoretical technicalities and practical...

Since 2007, the repeated financial crises around the world have brought to the headlines financial practices and models considered to fuel the economic instabilities. Deep Dive into Financial Models: Modeling Risk and Uncertainty comes handy in...

Since 2007, the repeated financial crises around the world have brought to the headlines financial practices and models considered to fuel the economic instabilities. Deep Dive into Financial Models: Modeling Risk and Uncertainty comes handy in...

Given the design component it involves, financial engineering should be considered equal to conventional engineering. By adopting this complementary approach, financial models can be used to identify how and why timing is critical in optimizing return on...

In the COVID 19 post-pandemic era, sustainable financial systems are increasingly getting the attention they deserve, and policymakers are now moving toward investment and financing decisions based on sustainable development. Green finance plays an...

• All the quantitative finance topics covered are either novel, or use novel techniques to examine traditional topics • Global focus throughout the text, with lots of international examples • All chapters offer: chapter synopsis and objectives; boxed...

This is an open access book under CC BY-NC-ND. This book systematically explores the statistical characteristics of cryptographic systems, the computational complexity theory of cryptographic algorithms and the mathematical principles behind various...

This concise textbook provides a unique framework to introduce Quantitative Finance to advanced undergraduate and beginning postgraduate students. Inspired by Newton's three laws of motion, three principles of Quantitative Finance are proposed to help...

Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical finance but also these 'related topics' with all proofs...

• All the quantitative finance topics covered are either novel, or use novel techniques to examine traditional topics • Global focus throughout the text, with lots of international examples • All chapters offer: chapter synopsis and objectives; boxed...

This book, the third one of three volumes, focuses on data and the actions around data, like storage and processing. The angle shifts over the volumes from a business-driven approach in "Disruption and DNA" to a strong technical focus in...

This book provides a comprehensive overview of the development and status of fintech in China. Occupying core position in fintech development, big data takes on stronger superiority and application value. Meanwhile, blockchain and other technological...

Employee stock options (ESOs) are an integral component of compensation in the US. In fact, almost all S&P 500 companies grant options to their top executives, and the total value accounts for almost half of the total pay for their CEOs. In view of...

Water and wastewater infrastructure are a somewhat invisible, yet critical, part of modern life. Incredibly, many buried assets have been in service for 50-100 years and are still in good condition. Conversely, other systems fail well before their...

This book, one of three volumes, showcases the effective transformation of companies providing banking and insurance services. This first volume gives a business-oriented introduction to the setting and the current challenges of fintech, regtech, and...

This book, the second one of three volumes, gives practical examples by a number of use cases showing how to take first steps in the digital journey of banks and insurance companies. The angle shifts over the volumes from a business-driven approach in...

Given the design component it involves, financial engineering should be considered equal to conventional engineering. By adopting this complementary approach, financial models can be used to identify how and why timing is critical in optimizing return on...

The Brody-Hughston-Macrina approach to information-based asset pricing introduces a new way of looking at the mechanisms determining price movements in financial markets. The resulting theory of financial informatics is applicable across a wide range of...

A step-by-step approach to the mathematical financial theory and quantitative methods needed to implement and apply state-of-the-art valuation techniques Written as an accessible and appealing introduction to financial derivatives, Elementary Financial...

Finalist in the Business/Personal Finance category of the 2019 International Book Awards Every day, people around the world make financial decisions. They choose to invest in a stock, sell their holdings in a mutual fund or buy a condominium. These...

This book introduces machine learning in finance and illustrates how we can use computational tools in numerical finance in real-world context. These computational techniques are particularly useful in financial risk management, corporate bankruptcy...

The 2008 financial crisis shook the financial derivatives market to its core, revealing a failure to fully price the cost of doing business then. As a response to this, and to cope with regulatory demands for massively increased capital and other...

Apologies but we at Booksplease don't have a full description for this book.Book InformationISBN 9780990512004Author John GaskellFormat PaperbackPage Count 316Imprint Professional Value Books, Inc.Publisher Professional Value Books, Inc.Weight(grams) 549g

Harness the power of Python libraries to transform freely available financial market data into algorithmic trading strategies and deploy them into a live trading environment Key Features Follow practical Python recipes to acquire, visualize, and store...

Why did we write this book? We wanted to help financial experts and investors to understand the state-of-the-art of artificial intelligence and machine learning in finance. And so, what is artificial intelligence?The foundations of artificial...

The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter...