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Measuring Corporate Default Risk by Darrell Duffie
Booksplease Price: £26.08This book, based on the author's Clarendon Lectures in Finance, examines the empirical behaviour of corporate default risk. A new and unified statistical methodology for default prediction, based on... -
Security Markets: Stochastic Models by Darrell Duffie
Booksplease Price: £109.15This is a graduate level work covering the economic principles of security markets. Interested readers include students and researchers in economics and finance, as well as financial analysts... -
Measuring Corporate Default Risk by Darrell Duffie 9780199279234
Booksplease Price: £93.89This book, based on the author's Clarendon Lectures in Finance, examines the empirical behaviour of corporate default risk. A new and unified statistical methodology for default prediction, based on... -
Credit risk modeling with affine processes by Darrell Duffie 9788876421389
Booksplease Price: £16.75This is a written version of the Cattedra Galileiana lectures, presented in 2002 at the Scuola Normale in Pisa. The objective is to combine an orientation to credit-risk modeling (emphasizing the... -
Dynamic Asset Pricing Theory: Third Edition by Darrell Duffie 9780691090221
RRP: £70.00Booksplease Price: £55.98This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod... -
How Big Banks Fail and What to Do about It by Darrell Duffie 9780691148854
RRP: £40.00Booksplease Price: £32.82Dealer banks--that is, large banks that deal in securities and derivatives, such as J. P. Morgan and Goldman Sachs--are of a size and complexity that sharply distinguish them from typical commercial... -
Fragmenting Markets: Post-Crisis Bank Regulations and Financial Market Liquidity by Darrell Duffie
RRP: £47.00Booksplease Price: £21.69Post-crisis capital regulations and new failure-resolution rules increased the funding costs that are borne by bank shareholders, and thus the cost to buy-side firms for access to space on the... -
Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets by Darrell Duffie 9780691138961
RRP: £48.00Booksplease Price: £38.93Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis. Rather than being traded through a... -
The Squam Lake Report: Fixing the Financial System by Kenneth R. French 9780691148847
RRP: £16.99Booksplease Price: £14.75In the fall of 2008, fifteen of the world's leading economists--representing the broadest spectrum of economic opinion--gathered at New Hampshire's Squam Lake. Their goal: the mapping of a long-term... -
Mathematical Techniques in Finance: Tools for Incomplete Markets - Second Edition by Ales Cerny 9780691141213
RRP: £88.00Booksplease Price: £69.68Originally 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... -
Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined by Lasse Heje Pedersen 9780691196091
RRP: £25.00Booksplease Price: £20.99Financial market behavior and key trading strategies-illuminated by interviews with top hedge fund expertsEfficiently Inefficient describes the key trading strategies used by hedge funds and... -
Financial Markets Theory: Equilibrium, Efficiency and Information by Emilio Barucci 9781447174042
RRP: £69.99Booksplease Price: £37.42This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical... -
Quantitative Modeling of Derivative Securities: From Theory To Practice by Peter Laurence
RRP: £50.99Booksplease Price: £46.38Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products... -
The Economics of Inaction: Stochastic Control Models with Fixed Costs by Nancy L. Stokey
RRP: £75.00Booksplease Price: £59.78In economic situations where action entails a fixed cost, inaction is the norm. Action is taken infrequently, and adjustments are large when they occur. Interest in economic models that exhibit... -
Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging by Lionel Martellini 9780471495024
RRP: £95.00Booksplease Price: £83.05Dynamic methods for interest rate risk pricing and hedging. Fixed-Income Securities provides a survey of modern methods forpricing and hedging fixed-income securities in the presence ofinterest rate... -
Asset Pricing Theory by Costis Skiadas 9780691139852
RRP: £84.00Booksplease Price: £66.64Asset 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... -
Interest Rate Swaps and Other Derivatives by Howard Corb 9780231159647
RRP: £58.00Booksplease Price: £42.27The first swap was executed over thirty years ago. Since then, the interest rate swaps and other derivative markets have grown and diversified in phenomenal directions. Derivatives are used today by... -
Derivatives Pricing by Frédéric D. Vrins 9781009554657
RRP: £59.99Booksplease Price: £53.96This is a masters-level overview of the mathematical concepts needed to fully grasp the art of derivatives pricing, and a must-have for anyone considering a career in quantitative finance in industry... -
Derivatives Pricing by Frédéric D. Vrins 9781009554626
RRP: £130.00Booksplease Price: £116.65This is a masters-level overview of the mathematical concepts needed to fully grasp the art of derivatives pricing, and a must-have for anyone considering a career in quantitative finance in industry... -
Handbook of Financial Econometrics: Applications: Volume 2 by Yacine Ait-Sahalia 9780444535481
RRP: £75.00Booksplease Price: £68.40Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These... -
Principles of Financial Economics by Stephen F. LeRoy
RRP: £42.00Booksplease Price: £40.20This second edition provides a rigorous yet accessible graduate-level introduction to financial economics. Since students often find the link between financial economics and equilibrium theory hard... -
Principles of Financial Economics by Stephen F. LeRoy 9781107024120
RRP: £94.00Booksplease Price: £87.55This second edition provides a rigorous yet accessible graduate-level introduction to financial economics. Since students often find the link between financial economics and equilibrium theory hard... -
The Black-Scholes-Merton Model as an Idealization of Discrete-Time Economies by David M. Kreps 9781108707657
RRP: £35.00Booksplease Price: £32.96This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. It specifically looks to answer the question: in what sense and... -
Mathematical Finance: A Very Short Introduction by Mark H. A. Davis 9780198787945
RRP: £9.99Booksplease Price: £7.73In recent years the finance industry has mushroomed to become an important part of modern economies, and many science and engineering graduates have joined the industry as quantitative analysts, with... -
Discounted Cash Flow: A Theory of the Valuation of Firms Lutz Kruschwitz (Institut fur Bank- und Finanzwirtschaft, Germany) 9780470870440
RRP: £55.00Booksplease Price: £49.37Firm valuation is currently a very exciting topic. It is interesting for those economists engaged in either practice or theory, particularly for those in finance. The literature on firm valuation... -
Financial Decisions and Markets: A Course in Asset Pricing by John Y. Campbell 9780691160801
RRP: £84.00Booksplease Price: £67.14From the field's leading authority, the most authoritative and comprehensive advanced-level textbook on asset pricing Financial Decisions and Markets is a graduate-level textbook that provides a... -
Handbook of Financial Econometrics: Tools and Techniques: Volume 1 by Yacine Ait-Sahalia 9780444508973
RRP: £118.00Booksplease Price: £110.02This collection of original articles-8 years in the making-shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding... -
Financial Markets Theory: Equilibrium, Efficiency and Information by Emilio Barucci 9781447173212
RRP: £99.99Booksplease Price: £51.82This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical... -
Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment by Kenneth J. Singleton 9780691122977
RRP: £109.00Booksplease Price: £85.67Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first... -
Real Analysis with Economic Applications by Efe A. Ok
RRP: £109.00Booksplease Price: £86.17There are many mathematics textbooks on real analysis, but they focus on topics not readily helpful for studying economic theory or they are inaccessible to most graduate students of economics. Real... -
Financial Asset Pricing Theory by Claus Munk 9780198716457
RRP: £59.00Booksplease Price: £45.42Financial Asset Pricing Theory offers a comprehensive overview of the classic and the current research in theoretical asset pricing. Asset pricing is developed around the concept of a state-price... -
Fixed Income Markets and Their Derivatives by Suresh Sundaresan 9780123704719
RRP: £80.99Booksplease Price: £74.15The third edition of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. Fixed Income Markets and Their... -
The Financial Restructuring Tool Set: How to Fix Your Broken Balance Sheet Michael Harmon 9780231216982
RRP: £38.00Booksplease Price: £29.43Excessive corporate debt can lead to financial distress, which prevents a business from realizing its full potential. When this occurs, a company transforms into a "zombie," incapable of making... -
Pricing Financial Instruments: The Finite Difference Method Domingo Tavella 9780471197607
RRP: £100.00Booksplease Price: £69.80Numerical methods for the solution of financial instrument pricing equations are fast becoming essential for practitioners of modern quantitative finance. Among the most promising of these new... -
Central Banking before 1800: A Rehabilitation by Ulrich Bindseil
Booksplease Price: £112.65Although central banking is today often presented as having emerged in the nineteenth or even twentieth century, it has a long and colourful history before 1800, from which important lessons for... -
Financial Derivatives: Pricing, Applications, and Mathematics by Jamil Baz
RRP: £99.00Booksplease Price: £94.41This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts... -
Financial Derivatives: Pricing, Applications, and Mathematics by Jamil Baz 9780521066792
RRP: £32.00Booksplease Price: £30.45This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts... -
Market Liquidity: Asset Pricing, Risk, and Crises by Yakov Amihud 9780521191760
RRP: £99.00Booksplease Price: £94.11This book presents the theory and evidence on the effect of market liquidity and liquidity risk on asset prices and on overall securities market performance. Illiquidity means incurring a high... -
Multifractal Volatility: Theory, Forecasting, and Pricing by Laurent E. Calvet 9780121500139
RRP: £67.99Booksplease Price: £62.75Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified... -
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors by Professor John Y. Campbell 9780198296942
RRP: £83.00Booksplease Price: £71.75Academic finance has had a remarkable impact on many financial services. Yet long-term investors have received curiously little guidance from academic financial economists. Mean-variance analysis,...