FRONTIERS IN QUANTITATIVE FINANCE: VOLATILITY AND CREDIT RISK MODELING
The Petit D'euner de la Finance-which author Rama Cont has been co-organizing in Paris since 1998-is a well-known quantitative finance seminar that has progressively become a platform for the excha…
- Edition
- -
- Call Number
- 332.0151 CON f
RISK-ADJUSTED LENDING CONDITIONS: AN OPTION PRICING APPROACH
In order to operate their lending business profitably, banks must know all the costs involved in granting loans. In particular, all the expenses they incur in covering losses must be included. Prov…
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- -
- Call Number
- 332.1753 ROS r
ADVANCED MODELLING IN FINANCE USING EXCEL AND VBA
This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides…
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- Call Number
- 332.0151 JAC a
MODELING DYNAMIC ECONOMIC SYSTEMS
This book explores the dynamic processes in economic systems, concentrating on the extraction and use of the natural resources required to meet economic needs. Sections cover methods for dynamic mo…
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- Call Number
- 330.0113 RUT m
THE MEASUREMENT OF MARKET RISK: MODELLING OF RISK FACTORS, ASSET PRICING, AND…
During my time at the Institute for Operations Research of the University of St. Gallen (lfU-HSG) I had the opportunity to participate in the project "RiskLab" which provides a very profitable link…
- Edition
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- Call Number
- 332.6 MOI m
ECONOMETRIC MODELS AND ECONOMIC FORECASTS: INTERNATIONAL EDITION
This text aims to help students understand the art of model building, what type of model to build, building the appropriate model, testing it statistically and applying the model to practical probl…
- Edition
- 2nd. ed.
- Call Number
- 338.544 PIN e 2nd ie
THE ECONOMICS OF BARGAINING
A collection of articles examining equilibrium outcomes in social and economic environments which possess cooperative infrastructures.
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- Call Number
- 381 BIN e
STOCHASTIC CALCULUS FOR FINANCE II: CONTINUOUS-TIME MODELS
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 mo…
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- Call Number
- 332.0151 SHR s
FINANCIAL ECONOMETRICS: PROBLEMS, MODELS, AND METHODS
Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous econom…
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- Call Number
- 330.0151 GOU f
GAME THEORY FOR APPLIED ECONOMISTS
This book introduces one of the most powerful tools of modern economics to a wide audience: those who will later construct or consume game-theoretic models. Robert Gibbons addresses scholars in app…
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- Call Number
- 330.0151 GIB g
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