caslocation.blogg.se - Mathematica for finance

Counterparty Credit Risk, Collateral and Funding, Damiano Brigo, Massimo Morini, and Andrea Pallavicini.XVA: Credit, Funding and Capital Valuation Adjustments, Andrew Green.Modelling Single-name and Multi-name Credit Derivatives, Dominic O’Kane.Credit Risk - Modeling, Valuation & Hedging, Tomasz R.

Pricing and Trading Interest Rate Derivatives, J H M Darbyshire.

Interest Rate Modeling I, II & III, Leif B.

Interest Rate Models – Theory and Practice (with Smile, Inflation and Credit), Damiano Brigo and Fabio Mercurio.

Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging, Alexander Eydeland, Krzysztof Wolyniec.

Commodities and Commodity Derivatives, Helyette Geman.

FX Options and Structured Products, Uwe Wystup.

FX Options and Smile Risk, Antonio Castagna.

Foreign Exchange Option Pricing, Iain J.

Option Valuation Under Stochastic Volatility: With Mathematica Code, Alan L.

Option Volatility & Pricing, Sheldon Natenberg.

Dynamic Hedging: Managing Vanilla and Exotic Options, Nassim Nicholas Taleb.

Stochastic Volatility Modeling, Lorenzo Bergomi.

Equity Hybrid Derivatives, Marcus Overhaus et al.

Equity derivatives, Marcus Overhaus et al.

Option Volatility and Pricing, Sheldon Natenberg.

Financial Modelling With Jump Processes, Rama Cont and Peter Tankov.

Mathematical Methods for Financial Markets, Monique Jeanblanc, Marc Yor, and Marc Chesney.Martingale Methods in Financial Modelling, Marek Musiela and Marek Rutkowski.Stochastic Calculus for Finance II: Continuous-Time Models, Steven Shreve.Stochastic Calculus for Finance I: The Binomial Asset Pricing Model, Steven Shreve.Arbitrage Theory in Continuous Time, Tomas Björk.Financial Calculus: An Introduction to Derivative Pricing, Martin Baxter and Andrew Rennie.Option Pricing Theory and Stochastic Calculus Expected Returns: An Investor's Guide to Harvesting Market Rewards, Illmanen, Anti, The Wiley Finance Series, 2011.Asset Management: A Systematic Approach to Factor Investing, Ang, Andrew, Financial Management Association, 2014.

Introduction to Risk Parity and Budgeting, Roncalli, Thierry, 2013.Dynamic Asset Pricing Theory (Third Edition), Duffie, Darrell.Damodaran on Valuation, Damodaran, Aswath, Wiley Finance, 2006.Asset pricing and portfolio choice theory, Back, Kerry.Financial Decisions and Markets: A Course in Asset Pricing, Campbell, John Y.Asset Pricing (Revised Edition), Cochrane, John H.Paul Wilmott on Quantitative Finance, Paul Wilmott.The Concepts and Practice of Mathematical Finance, Mark Joshi.Options, Futures and Other Derivatives, John Hull.