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 63 jump to: go ‹ previous12345...next ›
              Monte Carlo Simulation with Applications to Finance
               

              Monte Carlo Simulation with Applications to Finance (Hardback)

              By Wang, Hui

              • RRP: $158.00
              • $158.00
              • To Order

              Exploring the use of Monte Carlo simulation in finance, this text reviews the essential mathematics and presents simple financial models. Beginning with the basics of Monte Carlo, the author gradually introduces advanced variance reduction techniques, covering such topics as impo...rtance sampling and stratified sampling. He also discusses numerical approximation, option pricing, and sensitivity analysis. The text presents diffusion techniques for diffusion models, American options, and sensitivity analysis. It also contains various types of exercises, progressive MATLAB(R)-based coding assignments, and computational projects.
              Read more

              ISBN 9781439858240
              Released AU 22 May 2012
              Publisher Taylor & Francis Inc
              Interest Age 19+ years
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              Indent title (internationally sourced), allow 4-6 weeks
              View details for this title
              An Introduction to Exotic Option Pricing

              An Introduction to Exotic Option Pricing (Hardback)

              By Buchen, Peter

              • RRP: $158.00
              • $158.00
              • In Stock At Publisher

              Emphasizing analytical techniques rather than risk management issues, this book presents an applied mathematics approach to pricing a wide range of standard and exotic options within the Black-Scholes framework. It also covers the perceived complexities surrounding the field of e...xotic option pricing by deriving each pricing formula in detail.
              Read more

              ISBN 9781420091007
              Released AU 3 Feb 2012
              Publisher Taylor & Francis Ltd
              Interest Age 19+ years
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              In stock at publisher; delivery usually 15-20 working days due to covid19 delays
              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: $200.00
              • $200.00
              • 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; delivery usually 15-20 working days due to covid19 delays
              View details for this title
              Robust Libor Modelling and Pricing of Derivative Products

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

              By Schoenmakers, John

              • RRP: $242.00
              • $242.00
              • 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; delivery usually 15-20 working days due to covid19 delays
              View details for this title
              Structured Credit Portfolio Analysis, Baskets and CDOs

              Structured Credit Portfolio Analysis, Baskets and CDOs (Hardback, Contains 5 Hardbacks)

              By Bluhm, Christian; Overbeck, Ludger

              • RRP: $200.00
              • $200.00
              • In Stock At Publisher

              Presents basic concepts of credit risk modeling. This book also presents advanced topics such as the modeling and evaluation of basket products, credit-linked notes referenced to credit portfolios, collateralized debt obligations, and index tranches.

              ISBN 9781584886471
              Released AU 29 Sep 2006
              Publisher Taylor & Francis Inc
              Interest Age General Audience
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              In stock at publisher; delivery usually 15-20 working days due to covid19 delays
              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: $179.00
              • $179.00
              • 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), allow 4-6 weeks
              View details for this title
              Model-free Hedging: A Martingale Optimal Transport Viewpoint
               

              Model-free Hedging: A Martingale Optimal Transport Viewpoint (Hardback)

              By Henry-Laborde're, Pierre

              • RRP: $160.00
              • $160.00
              • To Order

              This book focuses on the computation of model-independent bounds for exotic options consistent with market prices of liquid instruments such as Vanilla options. The author gives an overview of Martingale Optimal Transportation, highlighting the differences between the optimal tra...nsport (in short OT) and its martingale counterpart. This topic is then discussed in the context of mathematical finance.
              Read more

              ISBN 9781138062238
              Released AU 15 May 2017
              Publisher Taylor & Francis Ltd
              Interest Age 19+ years
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              Indent title (internationally sourced), allow 4-6 weeks
              View details for this title
              An Introduction to Financial Mathematics: Option Valuation

              An Introduction to Financial Mathematics: Option Valuation (Hardback, 2nd New edition)

              By Junghenn, Hugo D.

              • RRP: $187.00
              • $187.00
              • In Stock At Publisher

              Earlier edition: Introduction to financial mathematics / Kevin J. Hastings.

              ISBN 9780367208820
              Released AU 8 Mar 2019
              Publisher Taylor & Francis Ltd
              Interest Age 19+ years
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              In stock at publisher; delivery usually 15-20 working days due to covid19 delays
              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: $210.00
              • $210.00
              • 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; delivery usually 15-20 working days due to covid19 delays
              View details for this title
              Stochastic Finance: A Numeraire Approach
               

              Stochastic Finance: A Numeraire Approach (Paperback)

              By Vecer, Jan

              • RRP: $137.00
              • $137.00
              • To Order/ Indent titles

              Unlike much of the existing literature, Stochastic Finance: A Numeraire Approach treats price as a number of units of one asset needed for an acquisition of a unit of another asset instead of expressing prices in dollar terms exclusively. This numeraire approach leads to simpler ...pricing options for complex products, such as barrier, lookback, quanto, and Asian options. Most of the ideas presented rely on intuition and basic principles, rather than technical computations. The first chapter of the book introduces basic concepts of finance, including price, no arbitrage, portfolio, financial contracts, the First Fundamental Theorem of Asset Pricing, and the change of numeraire formula. Subsequent chapters apply these general principles to three kinds of models: binomial, diffusion, and jump models. The author uses the binomial model to illustrate the relativity of the reference asset. In continuous time, he covers both diffusion and jump models in the evolution of price processes. The book also describes term structure models and numerous options, including European, barrier, lookback, quanto, American, and Asian. Classroom-tested at Columbia University to graduate students, Wall Street professionals, and aspiring quants, this text provides a deep understanding of derivative contracts. It will help a variety of readers from the dynamic world of finance, from practitioners who want to expand their knowledge of stochastic finance, to students who want to succeed as professionals in the field, to academics who want to explore relatively advanced techniques of the numeraire change.
              Read more

              ISBN 9781138116412
              Released AU 14 Jun 2017
              Publisher Taylor & Francis Ltd
              Interest Age 19+ years
              Series Chapman & Hall/CRC Financial Mathematics Series
              Availability
              Indent title (sourced internationally), Allow 8-12 weeks due to Covid 19 freight delays
              View details for this title
              Total 63 jump to: go ‹ previous12345...next ›

              Index by Series Name