Wheelers Books
Refine By
Publication Date
Fiction / Non-Fiction
    Age
      Format
        Extended Format
        Show Large Print:
        Category
          Publication Country
            Latest Additions
            Language
              Price
              -

              Books in the Chapman & Hall/CRC Financial Mathematics Series series

              Stock Availability: Sort by: View:

              Total 62 jump to: go ‹ previous12345...next ›
              Robust Libor Modelling and Pricing of Derivative Products

              Robust Libor Modelling and Pricing of Derivative Products (Hardback, Contains 3 Hardbacks)

              By Schoenmakers, John

              • RRP: $231.00
              • $231.00
              • In Stock At Publisher

              Introduces the author's various approaches and their impact on Libor modelling and derivative pricing. This book discusses economically sensible parametrisations of the Libor market model, stability issues connected to direct least-squares calibration methods, European and Bermud...an style exotics pricing, and lognormal approximations.
              Read more

              ISBN 9781584884415
              Released AU 29 Mar 2005
              Publisher Taylor & Francis Inc
              Interest Age General Audience
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              In stock at publisher; ships 6-12 working days
              View details for this title
              Derivative Pricing: A Problem-Based Primer
               

              Derivative Pricing: A Problem-Based Primer (Hardback)

              By Lo, Ambrose

              • RRP: $162.00
              • $162.00
              • In Stock At Publisher

              The proliferation of financial derivatives over the past few decades, options in particular, has underscored the increasing importance of derivative pricing literacy. This textbook adopts a mathematically rigorous yet widely accessible pedagogical approach, providing a formal tre...atment of derivative pricing methodologies and their underlying theory. The abundance of examples and problems makes the book particularly suitable for advanced undergraduates, beginning graduates as well as professionals who need a fundamental understanding of how and, more importantly, why derivative pricing works.
              Read more

              ISBN 9781138033351
              Released AU 25 Jun 2018
              Publisher Taylor & Francis Ltd
              Interest Age 19+ years
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              In stock at publisher; ships 6-12 working days
              View details for this title
              Financial Modelling with Jump Processes, Second Edition

              Financial Modelling with Jump Processes, Second Edition (Hardback, 2nd New edition)

              By Tankov, Peter; Series edited by Cont, Rama; Dempster, M. A. H.; Madan, Dilip B.

              • RRP: $165.00
              • $165.00
              • Delayed Release

              Presents an overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics, this text presents theoretical, numerical and empirical issues.

              ISBN 9781420082197
              Released AU 6 Jul 2015
              Publisher Taylor & Francis Ltd
              Interest Age General Audience
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              Pre-order title, release date has been delayed
              View details for this title
              An Introduction to Computational Risk Management of Equity-Linked Insurance

              An Introduction to Computational Risk Management of Equity-Linked Insurance (Hardback)

              By Feng, Runhuan

              • RRP: $194.00
              • $194.00
              • In Stock At Publisher

              The book will be devoted to quantitative models and computational techniques for risk management of equity-linked insurance. Although there have been research papers on the valuation of a great variety of investment guarantee products, they were primarily based on financial optio...n pricing theory from the policyholders' perspective. This book is aimed at addressing the risk management issues from the insurer and regulator's viewpoints.
              Read more

              ISBN 9781498742160
              Released AU 18 Jun 2018
              Publisher Taylor & Francis Inc
              Interest Age 19+ years
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              In stock at publisher; ships 6-12 working days
              View details for this title
              Stochastic Financial Models
               

              Stochastic Financial Models (Hardback)

              By Kennedy, Douglas; Series edited by Dempster, M. A. H.; Madan, Dilip B.; Cont, Rama

              • RRP: $135.00
              • $135.00
              • In Stock At Publisher

              Offers an introduction to mathematical finance. This text shows how concepts, including mean-variance analysis, binomial models, the Black-Scholes model, and the Gaussian random-field model, are used in financial situations. It covers the general discrete-time model, Brownian mot...ion, hitting-time distributions, and path-dependent options.
              Read more

              ISBN 9781420093452
              Released AU 15 Jan 2010
              Publisher Taylor & Francis Ltd
              Interest Age 19+ years
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              In stock at publisher; ships 6-12 working days
              View details for this title
              Interest Rate Modeling: Theory and Practice
               

              Interest Rate Modeling: Theory and Practice (Hardback)

              By Wu, Lixin; Series edited by Dempster, M. A. H.; Madan, Dilip B.; Cont, Rama

              • RRP: $150.00
              • $150.00
              • To Order/ Indent titles

              Interest rate derivatives play a central role in modern financial markets. This book gives an introduction to interest rate models used for pricing and hedging various derivatives on interest rates. It reveals the missing links between various types of interest rate models and ad...dresses model calibration, volatility, and correlation adjustments.
              Read more

              ISBN 9781420090567
              Replacement this title has been replaced by: 9780815378914
              Released AU 14 May 2009
              Publisher Taylor & Francis Ltd
              Interest Age 19+ years
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              Indent title (sourced internationally), usually ships 4-6 weeks post release/order
              View details for this title
              Portfolio Optimization and Performance Analysis

              Portfolio Optimization and Performance Analysis (Hardback, Contains 7 Hardbacks)

              By Prigent, Jean-Luc; Series edited by Cont, Rama; Madan, Dilip B.; Dempster, M. A. H.

              • RRP: $183.00
              • $183.00
              • In Stock At Publisher

              Presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework. This work offers an overview of standard portfolio optimization. It provides a review of the main results for static and dynamic cases. It shows how theoretical results ...can be applied to practical and operational portfolio optimization.
              Read more

              ISBN 9781584885788
              Released AU 7 May 2007
              Publisher Taylor & Francis Inc
              Interest Age General Audience
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              In stock at publisher; ships 6-12 working days
              View details for this title
              Introduction to Credit Risk Modeling
               

              Introduction to Credit Risk Modeling (Hardback, 2nd New edition)

              By Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph; Series edited by Dempster, M. A. H.; Cont, Rama

              • RRP: $166.00
              • $166.00
              • To Order

              Illustrating mathematical models for structured credit with practical examples, this book presents an introduction to the foundations of structured credit portfolio modeling. It features material on estimation of asset correlations, and benchmark correlations based on securitizat...ions of benchmark portfolios in the market.
              Read more

              ISBN 9781584889922
              Released AU 2 Jun 2010
              Publisher Taylor & Francis Inc
              Interest Age 19+ years
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              Indent title (internationally sourced), usually ships 4-6 weeks
              View details for this title
              Financial Modelling with Jump Processes
               

              Financial Modelling with Jump Processes (Hardback, Contains 2 Hardbacks)

              By Tankov, Peter; Cont, Rama

              • RRP: $189.00
              • $189.00
              • Available At Publisher

              Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in ...the Black Scholes and diffusion models.
              Read more

              ISBN 9781584884132
              Replacement this title has been replaced by: 9781420082197
              Released AU 30 Dec 2003
              Publisher Taylor & Francis Inc
              Interest Age General Audience
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              Showing available at publisher; usually ships 7-14 working days
              View details for this title
              American-Style Derivatives: Valuation and Computation

              American-Style Derivatives: Valuation and Computation (Hardback, Contains 4 Hardbacks)

              By Detemple, Jerome

              • RRP: $183.00
              • $183.00
              • In Stock At Publisher

              Offers a treatment of option pricing with an emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and analyses the American contingent claims. It presents basic valuation principles for Amer...ican options including barrier, capped, and multi-asset options.
              Read more

              ISBN 9781584885672
              Released AU 9 Dec 2005
              Publisher Taylor & Francis Inc
              Interest Age General Audience
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              In stock at publisher; ships 6-12 working days
              View details for this title
              Total 62 jump to: go ‹ previous12345...next ›

              Index by Series Name