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Financial calculus. An introduction to derivative pricing

The rewards and dangers of speculating in the modern financial markets have been to the fore in recent times. This is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. [SKU: ... read more >>

An introduction to the mathematics of finance

A concise but thorough treatment of the basic compound interest functions, normal rates of interest, and the yield (or internal rate return) plus many examples of discounted cash flow. This book has been especially written for a wide audience - actuaries, ... read more >>

Time series. Applications to finance

This book is designed to help readers grasp the conceptual underpinnings of time series modelling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both ... read more >>

The practice of life insurance in Australia, course 2B

This book provides learning material on life insurance from the Institute of Actuaries in Australia. Contents include: Liability valuation methods Valuation for the purpose of determining profit Valuation of assets Aspects of valuation Solvency and ... read more >>

The practice of life insurance in Australia, course 2A

This book provides learning material on life insurance from the Institute of Actuaries in Australia. Contents include: Background Historical background Recent history The market today Products Wholesale Retail Individual Group business [SKU: ... read more >>

The pension challenge. Risk transfer and retirement income security

This book, in a series produced by the Wharton School of the University of Pennsylvania in collaboration with Oxford University Press, explores ways to enhance retirement security in a volatile financial environment. The book begins by assessing the myriad ... read more >>

The mathematics of financial derivatives

Finance is one of the fastest growing areas in the modern banking and corporate world. This area is an expanding source of novel and relevant 'real-world' mathematics. This book describes the modelling of financial derivative products from an applied ... read more >>

The handbook of fixed income securities (7th ed)

Since 1983, The handbook of fixed income securities has been the essential reference for institutional investors, portfolio managers, financial analysts, and virtually anyone requiring access to the latest, most authoritative information on the global ... read more >>

The golden age of government bond analysis in the UK (1961-1986)

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 England on 22 March 2006. [SKU: TBGOLDENAG] ... read more >>

The concepts and practice of mathematical finance

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 models are implemented, and how they are used and adapted in ... read more >>

Survival analysis. Techniques for censored and truncated data

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, epidemiology, engineering, economics, and demography, the ... read more >>

Strategic asset allocation. Portfolio choice for long-term investors

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 individual investor would best allocate wealth into broad asset classes ... read more >>

Stochastic processes with applications to finance

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 relevant areas of real analysis and probability. The author then ... read more >>

Stochastic differential equations. An introduction with applications (6th ed)

This book gives an introduction to the basic theory of stochastic calculus and its applications. [SKU: TBSTDFEQ] ... read more >>

Stochastic calculus and financial applications

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 based is designed for energetic students who have had some ... read more >>

Simple tools and techniques for enterprise risk management

This book provides a readily understood description of the risk management process. It places this evolving methodology in context, by describing developments in both corporate governance and successive government sector publications. The book clearly ... read more >>

Security market imperfections in world wide equity markets

Security market imperfections, which are not consistent with existing theories, concern the relationship between stock returns and variables and seasonal effects. This book provides the most complete and current account of work in the area. Leading ... read more >>

Risk management. Challenge and opportunity

This book broadly deals with all aspects of risk management which have undergone significant innovation in recent years. It has been written for academics as well as practitioners, in particular finance specialists. It is the only volume to date which ... read more >>

Risk management and value creation in financial institutions

An analysis of the links between risk management and value creation Risk management and value creation in financial institutions explores a variety of methods that can be utilized to create economic value at financial institutions. This invaluable resource ... read more >>