Thorough, accessible coverage of the key issues in XVA
XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive tre……続きを見る
著者：Harold L. Cole
出版社： Oxford University Press
発売日： 2019年03月29日
The financial system is a densely interconnected network of financial intermediaries, facilitators, and markets that serves three major purposes: allocating capital, sharing risks, and facilitating ……続きを見る
The papers in this volume explore the idea of distributive justice and fairness in taxation. The collection begins with Head’s excellent presentation and analysis of equity in the public finance lit……続きを見る
The Front Office Manual is unique, providing clear and direct explanations of tools and techniques relevant to front office work. From how to build a yield curve, to how a swap works, to what exactl……続きを見る
In today's world, we are increasingly exposed to the words 'machine learning' (ML), a term which sounds like a panacea designed to cure all problems ranging from image recognition to machine languag……続きを見る
Graduate from Excel to MATLAB® to keep up with the evolution of finance data
Foundations of Computational Finance with MATLAB® is an introductory text for both finance professionals looking to branc……続きを見る
The first in-depth analysis of pairs trading
Pairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) anothe……続きを見る
Fully revised and updated to reflect changes in the private equity sector
Building on and refining the content of previous editions, Introduction to Private Equity, Debt and Real Assets, Third Editi……続きを見る
Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and no……続きを見る
著者：Erik Bølviken
出版社： Cambridge University Press
発売日： 2015年11月10日
Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and……続きを見る
Bitcoin first appeared in 2009, and it's already challenging everything we've come to accept about money, financial institutions, and even government. The digital currency can be nearly anonymous. A……続きを見る
著者：Martin Auer
出版社： Springer International Publishing
発売日： 2018年02月01日
This book describes a maximally simple market risk model that is still practical and main risk measures like the value-at-risk and the expected shortfall. It outlines the model's (i) underlying math……続きを見る
In 2005, Joel Greenblatt published a book that is already considered one of the classics of finance literature. In *The Little Book that Beats the Marketーa New York Times bestseller with 300,000 co……続きを見る
Praise for In the Trading Cockpit . . .
"Morales and Kacher want you to see an alternative to popular and traditional dead end strategies (i.e., buy and hope). Absorb the insights of In the Trading ……続きを見る
This outstanding collection of articles includes papers presented at the Fields Institute, Toronto, as part of the Thematic Program in Quantitative Finance that took place in the first six months of……続きを見る
著者：Henrik Lumholdt
出版社： Springer International Publishing
発売日： 2018年07月21日
This book covers each step in the asset allocation process, addressing as many of the relevant questions as possible along the way. How can we formulate expectations about long-term returns? How rel……続きを見る
A great reference for all beginner traders.
Aiki Trading will look at a robust method to understand what the market is doing in a specified timeframe. Essentially, markets are either trending up, tr……続きを見る
Leveraged index investments, including index futures, options, and ETFs, are one of the fastest growing products in finance, as both retail and institutional investors are attracted to their long-te……続きを見る
The Handbook on Systemic Risk, written by experts in the field, provides researchers with an introduction to the multifaceted aspects of systemic risks facing the global financial markets. The Handb……続きを見る
This book is a practical guide for private equity investors. It sets out a framework for understanding, assessing and managing the risks associated with senior management during the due diligence pr……続きを見る
"Company A is executing an initial public offering with the following characteristics. The company will sell 10 million shares at an offer price of $25 per share, the underwriter will charge a……続きを見る
CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS
In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design s……続きを見る
The financial difficulties experienced by Greece since 2009 serve as a reminder that countries (i.e., sovereigns) may default on their debt. Many observers considered the financial turmoil was behin……続きを見る
Profitable trade set-ups from StockTwits leading traders
One of the biggest secrets on Wall Street is that to become consistently profitable, you need to specialize in a distinct setup. That is, you……続きを見る
Candlesticks are one of the most widely used technical tools in trading. Designed to provide detailed, at-a-glance information, these charts are integrated into almost every web site and charting so……続きを見る
"You own an unused gold mine that will cost $100,000 to reopen. If you do open the mine, you expect to extract 1,000 ounces of gold per year, for the next 3 years. After those 3 years the depo……続きを見る
