Finance + Mathematical models
Label
Finance + Mathematical models
Name
Finance + Mathematical models
Sub focus
Actions
Incoming Resources
- Statistical analysis of financial data, with examples in R, James E. Gentle
- Global analysis of dynamic models in economics and finance, essays in honour of Laura Gardini, edited by Gian Italo Bischi, Carl Chiarella, Iryna Sushko
- Advances in financial machine learning, Marcos López de Prado
- Optimization methods in finance, Gérard Cornuéjols, Carnegie Mellon University, Pennsylvania, Javier Peña, Carnegie Mellon University, Pennsylvania, Reha Tütüncü, SECOR Asset Management
- Modelling and forecasting financial data, techniques of nonlinear dynamics, edited by Abdol S. Soofi and Liangyue Cao
- Tools for computational finance, Rüdiger Seydel
- Paul Wilmott introduces quantitative finance
- Introduction to statistical methods for financial models, Thomas A. Severini
- The financial mathematics of market liquidity, from optimal execution to market making, Olivier Guéant
- The money formula, dodgy finance, pseudo science, and how mathematicians took over the markets, Paul Wilmott, David Orrell
- Stochastic economic dynamics, Bjarne S. Jensen & Tapio Palokangas, editors
- Financial pricing models in continuous time and Kalman filtering, B. Philipp Kellerhals
- Probability and finance theory, Kian Guan Lim
- The economic efficiency of financial markets, Jan Mossin
- Computation and modelling in insurance and finance, Erik Bølviken
- Introductory stochastic analysis for finance and insurance, X. Sheldon Lin
- Mathematical control theory and finance, Andrey Sarychev ... [and others], editors
- An introduction to financial markets, a quantitative approach, Paolo Brandimarte
- The theory of financial markets and information, James A. Ohlson
- Essentials of econophysics modelling, Frantisek Slanina
- Discrete-time approximations and limit theorems, in applications to financial markets, Yuliya Mishura, Kostiantyn Ralchenko
- Quantitative finance and risk management, a physicist's approach, Jan W. Dash
- Computational finance using C and C#, derivatives and valuation, George Levy
- Advances in quantitative analysis of finance and accounting, editor, Cheng-Few Lee, Vol. 5
- Financial models with Lévy processes and volatility clustering, Svetlozar T. Rachev ... [and others]
- Essential quantitative methods, for business, management and finance, Les Oakshott
- Essays in applied microeconomics and finance, Emanuela Maria Iancu
- Dynamics of markets, econophysics and finance from a physicist's standpoint, Joseph McCauley
- Stochastic volatility, selected readings, edited by Neil Shephard
- Counterparty credit risk, collateral and funding, with pricing cases for all asset classes, Damiano Brigo, Massimo Morini, Andrea Pallavicini
- Foundations of computational finance with MATLAB, Ed McCarthy
- Numerical methods in finance with C++, Maciej J. Capinski, Tomasz Zastawniak
- Quantitative finance and risk management, a physicist's approach, Jan W. Dash
- The essentials of financial modeling in Excel, a concise guide to concepts and methods, Michael Rees
- Applied quantitative finance, theory and computational tools, W. Härdle, T. Kleinow, G. Stahl
- Empirical techniques in finance, Ramaprasad Bhar, Shigeyuki Hamori
- Stochastic dominance and applications to finance, risk and economics, Songsak Sriboonchitta ... [and others]
- Mathematics of financial markets, financial instruments and derivatives modeling, valuation and risk issues, Alain Ruttiens
- Linear factor models in finance, John Knight and Stephen Satchell
- Random dynamical systems in finance, Anatoliy Swishchuk, Shafiqul Islam
- The spread of financial sophistication through emerging markets worldwide, edited by John W. Kensinger
- Introduction to actuarial and financial mathematical methods, S. J. Garret
- Finance theory and asset pricing, Frank Milne
- Bayesian risk management, a guide to model risk and sequential learning in financial markets, Matt Sekerke
- Mathematical techniques in finance, tools for incomplete markets, Aleš Cerný
- The concepts and practice of mathematical finance, Mark S. Joshi
- Microeconomics of banking, Xavier Freixas and Jean-Charles Rochet
- Dynamic models for volatility and heavy tails, with applications to financial and economic time series, Andrew C. Harvey
- Financial modeling under non-gaussian distributions, Eric Jondeau, Ser-Huang Poon, and Michael Rockinger
- Hidden Markov models in finance, edited by Rogemar S. Mamon, Robert J. Elliott
Outgoing Resources
- Focus1
- Sub focus2