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可訂購商品 （34）
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$800以上 （34）
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2018~2019 （3）
2016~2017 （2）
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Alexandre C. Ziegler （1）
Antonio Mele/ Yoshiki Obayashi （1）
Antoon Pelsser （1）
Archil Gulisashvili （1）
Attilio Meucci （1）
David Nicolay （1）
Eric Jondeau/ Ser-Huang Poon/ Michael Rockinger （1）
Ernst Eberlein,Jan Kallsen （1）
Francesca Campolongo/ Henrik Jonsson/ Wim Schoutens （1）
Gilles Zumbach （1）
Jean-Luc Prigent （1）
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Manuel Ammann （1）
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Springer Verlag （31）
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共34筆商品，1/2頁
Term-Structure Models—A Graduate Course
90折
1.

Term-Structure Models—A Graduate Course

作者：Damir Filipovic  出版社：Springer Verlag  出版日：2009/07/01 裝訂：精裝
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challeng
定價：3000 元， 優惠價：9 2700
無庫存，下單後進貨(到貨天數約45天)
Markets with Transaction Costs ─ Mathematical Theory
2.

Markets with Transaction Costs ─ Mathematical Theory

作者：Yuri Kabanov; Mher Safarian  出版社：Springer Verlag  出版日：2010/02/03 裝訂：精裝
This book presents a unified treatment of various problems arising in the theory of financial markets with friction. It gives a succinct account of arbitrage theory for financial markets with and with
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Mathematical Methods for Financial Markets
3.

Mathematical Methods for Financial Markets

作者：Monique Jeanblanc; Marc Yor; Marc Chesney  出版社：Springer Verlag  出版日：2009/09/03 裝訂：精裝
This book interlaces financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, default risk, ruin, with Brownian motion, diffusion
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Financial Modeling, Actuarial Valuation and Solvency in Insurance
4.

Financial Modeling, Actuarial Valuation and Solvency in Insurance

作者：Michael Merz; Mario V. Wuthrich  出版社：Springer Verlag  出版日：2012/10/08 裝訂：精裝
Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there
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Computational Methods for Quantitative Finance — Finite Element Methods for Derivative Pricing
5.

Computational Methods for Quantitative Finance — Finite Element Methods for Derivative Pricing

作者：Norbert Hilber; Oleg Reichmann; Christoph Schwab; Christoph Winter  出版社：Springer Verlag  出版日：2013/02/16 裝訂：精裝
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms fo
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Derivative Securities and Difference Methods
6.

Derivative Securities and Difference Methods

作者：You-lan Zhu; Xiaonan Wu; I-Liang Chern; Zhi-zhong Sun  出版社：Springer Verlag  出版日：2013/06/30 裝訂：精裝
This book explains how to establish appropriate partial differential equation boundary value problems for different sets of derivative products, and analyzes the application of finite differences tech
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Financial Modeling Under Non-gaussian Distributions
7.

Financial Modeling Under Non-gaussian Distributions

作者：Eric Jondeau; Ser-Huang Poon; Michael Rockinger  出版社：Springer Verlag  出版日：2006/11/30 裝訂：精裝
This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathem
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Irrational Exuberance Reconsidered ― The Cross Section of Stock Returns
8.

Irrational Exuberance Reconsidered ― The Cross Section of Stock Returns

作者：Mathias Kulpmann  出版社：Springer Verlag  出版日：2004/03/05 裝訂：精裝
Mathias Kulpmann presents a framework to evaluate whether the stock market is in line with underlying fundamentals. The new and revised edition offers an up to date introduction to the controversy bet
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Weak Convergence of Financial Markets ― With 8 Figures and 1 Table
9.

Weak Convergence of Financial Markets ― With 8 Figures and 1 Table

作者：Jean-Luc Prigent  出版社：Springer Verlag  出版日：2003/08/01 裝訂：精裝
A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic proc
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A Game Theory Analysis Of Options ― Corporate Finance And Financial Intermediation In Continuous Time
10.

A Game Theory Analysis Of Options ― Corporate Finance And Financial Intermediation In Continuous Time

作者：Alexandre Ziegler  出版社：Springer Verlag  出版日：2004/04/28 裝訂：精裝
This book shows how to combine game theory and option pricing in order to analyze dynamic multiperson decision problems in continuous time and under uncertainty. The basic intuition of the method is t
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Discrete Time Series, Processes, and Applications in Finance
11.

Discrete Time Series, Processes, and Applications in Finance

作者：Gilles Zumbach  出版社：Springer Verlag  出版日：2012/09/26 裝訂：精裝
Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural
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A Game Theory Analysis of Options ― Corporate Finance and Financial Intermediation in Continuous Time
12.

A Game Theory Analysis of Options ― Corporate Finance and Financial Intermediation in Continuous Time

作者：Alexandre C. Ziegler  出版社：Springer Verlag  出版日：2010/12/07 裝訂：平裝
Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-
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The Price of Fixed Income Market Volatility
90折
13.

The Price of Fixed Income Market Volatility

作者：Antonio Mele; Yoshiki Obayashi  出版社：Springer Verlag  出版日：2016/01/18 裝訂：精裝
Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. While
定價：3600 元， 優惠價：9 3240
無庫存，下單後進貨(到貨天數約30-45天)
Efficient Methods for Valuing Interest Rate Derivatives
14.

Efficient Methods for Valuing Interest Rate Derivatives

作者：Antoon Pelsser  出版社：Springer Verlag  出版日：2000/10/01 裝訂：精裝
This book provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as
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Mathematical Models of Financial Derivatives
15.

Mathematical Models of Financial Derivatives

作者：Yue-Kuen Kwok  出版社：Springer Verlag  出版日：2014/11/02 裝訂：平裝
This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity
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Credit Risk ― Modeling, Valuation and Hedging
16.

Credit Risk ― Modeling, Valuation and Hedging

作者：Tomasz R. Bielecki; Marek Rutkowski  出版社：Springer Verlag  出版日：2001/12/01 裝訂：精裝
The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practi
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Interest Rate Models ― An Infinite Dimensional Stochastic Analysis Perspective
17.

Interest Rate Models ― An Infinite Dimensional Stochastic Analysis Perspective

作者：R. Carmona; Michael R. Tehranchi  出版社：Springer Verlag  出版日：2006/06/15 裝訂：精裝
無法訂購
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Stochastic Calculus for Finance I
18.

Stochastic Calculus for Finance I

作者：Steven E. Shreve  出版社：Springer Verlag  出版日：2005/06/01 裝訂：平裝
Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a p
定價：3375 元， 優惠價：1 3375
無庫存，下單後進貨(到貨天數約30-45天)
Stochastic Calculus for Finance II
19.

Stochastic Calculus for Finance II

作者：Steven E. Shreve  出版社：Springer Verlag  出版日：2010/12/02 裝訂：平裝
"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical mode
定價：3375 元， 優惠價：1 3375
無庫存，下單後進貨(到貨天數約30-45天)
Asymptotic Chaos Expansions in Finance ― Theory and Practice
20.

Asymptotic Chaos Expansions in Finance ― Theory and Practice

作者：David Nicolay  出版社：Springer Verlag  出版日：2014/12/05 裝訂：平裝
Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface. In principle, they are w
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