Investments + Mathematical models
Label
Investments + Mathematical models
Name
Investments + Mathematical models
Sub focus
Actions
Incoming Resources
- Market microstructure, confronting many viewpoints, edited by Frédéric Abergel ... [and others]
- Portfolio management under stress, a Bayesian-net approach to coherent asset allocation, Riccardo Rebonato and Alexander Denev
- Portfolio selection and asset pricing, Shouyang Wang, Yusen Xia
- Financial pricing models in continuous time and Kalman filtering, B. Philipp Kellerhals
- European capital markets: towards a general theory of international investment, Bruno H. Solnik
- Valuation and risk management in energy markets, Glen Swindle
- Asset markets, portfolio choice and macroeconomic activity, a Keynesian perspective, Toichiro Asada... [and three others]
- Mathematical finance and probability, a discrete introduction, Pablo Koch Medina, Sandro Merino
- Economic dynamics and information, Jaroslav Zajac
- Modelling, pricing, and hedging counterparty credit exposure, a technical guide, Giovanni Cesari ... [and others]
- Mathematical finance, Mark H.A. Davis ... [and others], editors
- Empirical techniques in finance, Ramaprasad Bhar, Shigeyuki Hamori
- Quantitative financial economics, stocks, bonds and foreign exchange, Keith Cuthbertson and Dirk Nitzsche
- The foundations of continuous time finance, edited by Stephen M. Schaefer
- Advanced mathematical methods for finance, Giulia Di Nunno, Bernt Øksendal, editors
- Stochastic financial models, Douglas Kennedy
- Risk finance and asset pricing, value, measurements, and markets, Charles S. Tapiero
- Risk-sensitive investment management, Mark H.A. Davis, Sébastien Lleo
- Excel modeling in investments, Craig W. Holden
- GARCH models, structure, statistical inference and financial applications, Christian Francq, Jean-Michel Zakoian
- An introduction to equity derivatives, theory and practice, Sébastien Bossu, Philippe Henrotte
- Quantitative financial economics, stocks, bonds, and foreign exchange, Keith Cuthbertson
- Technology investment and alternative regulatory regimes with demand uncertainty, Carlo Cambini, Virginia Silvestri
- Investment, interest, and capital, J. Hirshleifer
- Dynamic choice and asset markets, Sumru Altuğ, Pamela Labadie
- Handbook of high-frequency trading and modeling in finance, edited by Ionut Florescu, Maria C. Mariani, H. Eugene Stanley, Frederi G. Viens
- GARCH models, structure, statistical inference, and financial applications, Christian Francq, Jean-Michel Zakoïan
- Quantitative finance, its development, mathematical foundations, and current scope, T.W. Epps
- Multi-moment asset allocation and pricing models, edited by Emmanuel Jurczenko and Bertrand Maillet
- Theoretical foundations for quantitative finance, Luca Spadafora, Gennady P. Berman
- Multiscale stochastic volatility for equity, interest rate and credit derivatives, Jean-Pierre Fouque ... [and others]
- Financial engineering and computation, principles, mathematics, algorithms, Yuh-Dauh Lyuu
- Financial modeling, using Excel and VBA, Chandan Sengupta
- Fischer Black and the revolutionary idea of finance, Perry Mehrling
- Principles of financial economics, Stephen F. LeRoy, Jan Werner ; foreword by Stephen A. Ross
- Lecture notes in investment, investment fundamentals, Eliezer Prisman, York University, Canada
- New paradigms in financial economics, how would Keynes reconstruct economics?, by Kazem Falahati
- An introduction to the mathematics of money, saving and investing, David Lovelock, Mendel Marilou, A. Larry Wright
- Financial informatics, an information-based approach to asset pricing, editors, Dorje Brody, Lane Hughston, Andrea Macrina
- Quantitative methods for finance and investments, John L. Teall and Iftekhar Hasan
- Strategic asset allocation, portfolio choice for long-term investors, John Y. Campbell, Luis M. Viceira
- Investment, R&D, and long-run growth, Dietmar Hornung
- Frequently asked questions in quantitative finance, including key models, important formulæ, common contracts, a history of quantitative finance, sundry lists, brainteasers and more, Paul Wilmott
- Principles of financial economics, Stephen F. LeRoy, University of California, Jan Werner, University of Minnesota
- Principles of financial economics, Stephen F. LeRoy, University of California, Santa Barbara, Jan Werner, University of Minnesota
- Mathematical finance, theory, modeling, implementation, Christian Fries
- Empirical market microstructure, the institutions, economics and econometrics of securities trading, Joel Hasbrouck
- The forces of economic growth, a time series perspective, Alfred Greiner, Willi, Semmler, and Gang Gong
- Fundamental models in financial theory, Doron Peleg
- Securities valuation, applications of financial modeling, Thomas S.Y. Ho, Sang Bin Lee
Outgoing Resources
- Focus1
- Sub focus2