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2004
ISBN: 9780470849088
Gebundene Ausgabe
Wiley, Hardcover, Auflage: 1, 360 Seiten, Publiziert: 2004-04-23T00:00:01Z, Produktgruppe: Book, Hersteller-Nr.: YES1566544, 0.71 kg, Verkaufsrang: 7802685, Economics, Business & Money, S… Mehr…
ISBN: 9780470849088
Hardback. New. Financial risk management has become a popular practice amongst financial institutions to protect against the adverse effects of uncertainty caused by fluctuations in inte… Mehr…
2004, ISBN: 9780470849088
Hard cover, New in new dust jacket., Chichester, [PU: Wiley]
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Detailangaben zum Buch - Risk and Financial Management: Mathematical and Computational Methods
EAN (ISBN-13): 9780470849088
ISBN (ISBN-10): 0470849088
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2004
Herausgeber: Wiley
358 Seiten
Gewicht: 0,640 kg
Sprache: eng/Englisch
Buch in der Datenbank seit 2007-03-08T16:11:15+01:00 (Berlin)
Detailseite zuletzt geändert am 2023-08-11T21:13:14+02:00 (Berlin)
ISBN/EAN: 9780470849088
ISBN - alternative Schreibweisen:
0-470-84908-8, 978-0-470-84908-8
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: tapie
Titel des Buches: financial management, risk, computational methods
Daten vom Verlag:
Autor/in: Charles Tapiero
Titel: Risk and Financial Management - Mathematical and Computational Methods
Verlag: John Wiley & Sons
358 Seiten
Erscheinungsjahr: 2004-03-23
Gewicht: 0,642 kg
Sprache: Englisch
139,00 € (DE)
No longer receiving updates
164mm x 236mm x 26mm
BB; gebunden; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Finance & Investments; Statistik in den Ingenieurwissenschaften; Finanztechnik; Finanzmanagement; Statistik; Statistics; Finanz- u. Anlagewesen; Finanz- u. Wirtschaftsstatistik; Financial Engineering; Statistics for Finance, Business & Economics; Risikomanagement; Engineering Statistics; Finanztechnik; Statistik in den Ingenieurwissenschaften; Finanz- u. Wirtschaftsstatistik; Ökonometrie und Wirtschaftsstatistik
Preface. Part I: Finance and Risk Management. Chapter 1: Potpourri. 1.1 Introduction. 1.2 Theoretical finance and decision making. 1.3 Insurance and actuarial science. 1.4 Uncertainty and risk in finance. 1.5 Financial physics. Selected introductory reading. Chapter 2: Making Economic Decisions under Uncertainty. 2.1 Decision makers and rationality. 2.2 Bayes decision making. 2.3 Decision criteria. 2.4 Decision tables and scenario analysis. 2.5 EMV, EOL, EPPI, EVPI. Selected references and readings. Chapter 3: Expected Utility. 3.1 The concept of utility. 3.2 Utility and risk behaviour. 3.3 Insurance, risk management and expected utility. 3.4 Critiques of expected utility theory. 3.5 Expected utility and finance. 3.6 Information asymmetry. References and further reading. Chapter 4: Probability and Finance. 4.1 Introduction. 4.2 Uncertainty, games of chance and martingales. 4.3 Uncertainty, random walks and stochastic processes. 4.4 Stochastic calculus. 4.5 Applications of Ito's Lemma. References and further reading. Chapter 5: Derivatives Finance. 5.1 Equilibrium valuation and rational expectations. 5.2 Financial instruments. 5.3 Hedging and institutions. References and additional reading. Part II: Mathematical and Computational Finance. Chapter 6: Options and Derivatives Finance Mathematics. 6.1 Introduction to call options valuation. 6.2 Forward and futures contracts. 6.3 Risk-neutral probabilities again. 6.4 The Black-Scholes options formula. References and additional reading. Chapter 7: Options and Practice. 7.1 Introduction. 7.2 Packaged options. 7.3 Compound options and stock options. 7.4 Options and practice. 7.5 Stopping time strategies*. 7.6 Specific application areas. 7.7 Option misses. References and additional reading. Appendix: First passage time*. Chapter 8: Fixed Income, Bonds and Interest Rates. 8.1 Bonds and yield curve mathematics. 8.2 Bonds and forward rates. 8.3 Default bonds and risky debt. 8.4 Rated bonds and default. 8.5 Interest-rate processes, yields and bond valuation*. 8.6 Options on bonds*. References and additional reading. Mathematical appendix. A.1: Term structure and interest rates. A.2: Options on bonds. Chapter 9: Incomplete Markets and Stochastic Volatility. 9.1 Volatility defined. 9.2 Memory and volatility. 9.3 Volatility, equilibrium and incomplete markets. 9.4 Process variance and volatility. 9.5 Implicit volatility and the volatility smile. 9.6 Stochastic volatility models. 9.7 Equilibrium, SDF and the Euler equations*. 9.8 Selected Topics*. 9.9 The range process and volatility. References and additional reading. Appendix: Development for the Hull and White model (1987)*. Chapter 10: Value at Risk and Risk Management. 10.1 Introduction. 10.2 VaR definitions and applications. 10.3 VaR statistics. 10.4 VaR efficiency. References and additional reading. Author Index. Subject Index.Weitere, andere Bücher, die diesem Buch sehr ähnlich sein könnten:
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