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Stochastic calculus and financial applications
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- £52.50
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- £40.00
This book is designed for students who want to develop professional skills in stochastic calculus and its application to problems in finance. The Wharton School course on which the book is... Read more >>
Stochastic differential equations. An introduction with applications (6th ed)
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- £27.00
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- £20.00
This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and... Read more >>
Stochastic processes for insurance and finance
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- £90.00
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- £55.00
This book offers a thorough, yet accessible, reference for researchers and practitioners of insurance mathematics. Building on recent and rapid developments in applied probability, the authors... Read more >>
Stochastic processes with applications to finance
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- £32.50
Using an approach that views sophisticated stochastic calculus as based on a simple class of discrete processes - "random walks" - this book first provides an elementary introduction to the... Read more >>
Strategic asset allocation. Portfolio choice for long-term investors
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- £18.00
In this book the authors go beyond the usual capital-markets research monographs that survey a broad swath of asset pricing and investment theory. Instead, they dig deeply into how an... Read more >>
Survival analysis. Techniques for censored and truncated data
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- £69.00
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- £35.00
Applied statisticians in many fields must frequently analyse time-to-event data. While the statistical tools presented in this book are applicable to data from medicine, biology, public health,... Read more >>
The concepts and practice of mathematical finance
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- £40.00
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- £28.50
For those starting out as practitioners of mathematical finance, this is an ideal introduction. It provides the reader with a clear understanding of the intuition behind derivatives pricing, how... Read more >>
The consumer failed to deliver last year and other fables
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- £10.00
An essay on the relationships amongst spending, saving, employment, economic growth and the returns available from various types of investment. Read more >>
The golden age of government bond analysis in the UK (1961-1986)
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- £6.50
The papers in this monograph were prepared for the Lombard Street Research Witness Seminar on the Old Gilt-edged Market organised by the Centre for Contemporary British History at the Bank of... Read more >>
The handbook of fixed income securities (7th ed)
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- £74.99
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- £65.00
Since 1983, The handbook of fixed income securities has been the essential reference for institutional investors, portfolio managers, financial analysts, and virtually anyone requiring... Read more >>