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Anotace knihy

These two companion volumes offer a comprehensive guide to the 'new maths', analysing and explaining the behaviour of the markets and providing a practical guide to the key mathematical models underlying trading and risk management. Volume II - Advanced Modelling Methods - offers a comprehensive explanation of new terms and techniques used in financial analysis. Ten chapters evaluate the latest developments in the field, formulae calculation and analysis of the different ways in which data can be interpreted and profited from including: computational finance; trading techniques; financial engineering; non-linear maths; mathematical analysis and risk management; statistical inference, skewness and kyrosis; high frequency data and why banks use it; fractals and chaos theory in financial markets.

Parametry knihy

• Plný název: Mathematics for Derivatives
• Autor: Dimitris N. Chorafas
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 347
• EAN: 9781855644472
• ISBN: 9781855644472
• ID: 06298308
• Nakladatelství: Euromoney Institutional Investor PLC
• Rozměry: 246 × 189 mm
• Datum vydání: 01. December 1996

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