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ISBN: 9789038217611 Year: 2011 Publisher: Gent Academia Press
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Taux d'intérêt --- Mathematical models --- Options (Finance) --- Finance
Book
ISBN: 9789038221328 Year: 2013 Publisher: Gent Academia Press
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Actuarial mathematics --- Bedrijfswiskunde --- Business mathematics --- Mathématiques financières --- 373 --- financiële wiskunde --- levensverzekeringen --- wiskunde --- Excel --- AA / International- internationaal --- 303.0 --- 51 --- 657.02 --- handelsrekenen, financiële rekenkunde --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Wiskunde. --- Handelsrekenen. Financiële algebra. Actuariële wiskunde. Aflossingstabellen. --- Taux d'intérêt --- Mathematical models --- Options (Finance) --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Wiskunde --- Handelsrekenen. Financiële algebra. Actuariële wiskunde. Aflossingstabellen
ISBN: 3540675949 3642087086 3662121069 Year: 2002 Publisher: Berlin Springer
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The complexity of new financial products as well as the ever-increasing importance of derivative securities for financial risk and portfolio management have made mathematical pricing models and comprehensive risk management tools increasingly important. This book adresses the needs of both researchers and practitioners. It combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest rate derivatives. It may also serve as a valuable textbook for graduate and PhD students in mathematics who want to get some knowledge about financial markets. The first part of the book is an exposition of advanced stochastic calculus. It defines the theoretical framework for the pricing and hedging of contingent claims with a special focus on interest rate markets. The second part is a mathematically biased market-oriented description of the most famous interest rate models and a variety of interest rate derivatives. It covers a selection of short and long-term oriented risk measures as well as their application to the risk management of interest rate portfolios. Interesting and comprehensive case studies based on real market data are provided to illustrate the theoretical concepts and to illuminate their practical usefulness.
Money. Monetary policy --- Interest rates --- Taux d'intérêt --- Mathematical models. --- Modèles mathématiques --- -332.82015195 --- Money market rates --- Rate of interest --- Rates, Interest --- Interest --- Mathematical models --- Taux d'intérêt --- Modèles mathématiques --- Finance. --- Probabilities. --- Mathematical analysis. --- Analysis (Mathematics). --- Economics, Mathematical . --- Finance, general. --- Probability Theory and Stochastic Processes. --- Analysis. --- Quantitative Finance. --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- 517.1 Mathematical analysis --- Mathematical analysis --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Funding --- Funds --- Currency question --- Methodology
Book
ISBN: 9020721089 Year: 1991 Publisher: Leiden Antwerpen Stenfert Kroese
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Banks and banking --- International economic relations --- 332.1 --- geld --- rentebeleid --- wisselkoers --- 08 --- 333.110 --- 333.400 --- 333.450 --- 333.78 --- 333.80 --- 333.820 --- AA / International- internationaal --- Economic policy, Foreign --- Economic relations, Foreign --- Economics, International --- Foreign economic policy --- Foreign economic relations --- Interdependence of nations --- International economic policy --- International economics --- New international economic order --- Economic policy --- International relations --- Economic sanctions --- Agricultural banks --- Banking --- Banking industry --- Commercial banks --- Depository institutions --- Finance --- Financial institutions --- Money --- monnaie --- politique des taux d'interet --- taux de change --- Biografieën en memoires --- Centrale banken en parastatale kredietinstellingen: algemeen. Overheidsbemoeiïng inzake organisatie en verdeling van het krediet --- Geldwezen: algemeenheden --- Theorie van het deviezenverkeer. Theorie van de koopkrachtpariteit --- Kredietcontrole. Credit crunch --- Geld-, bank- en kredietpolitiek. Kapitaalmarkt en -rente: algemeenheden --- Geldbeleid, bankbeleid en kredietbeleid: algemeenheden --- Geld --- Geldwezen --- Banken --- Economie
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