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Credit derivatives pricing models : models, pricing, and implementation
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ISBN: 0470842911 Year: 2003 Publisher: Chichester ; Hoboken, NJ : Wiley,

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Frontiers in quantitative finance : volatility and credit risk modeling
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ISBN: 9780470407165 0470407166 9780470456804 0470456809 9781118266915 1118266919 1281938653 9781281938657 9786611938659 6611938656 047029292X 9780470292921 Year: 2009 Publisher: Hoboken, N.J. : John Wiley & Sons,

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The Petit D'euner de la Finance-which author Rama Cont has been co-organizing in Paris since 1998-is a well-known quantitative finance seminar that has progressively become a platform for the exchange of ideas between the academic and practitioner communities in quantitative finance. Frontiers in Quantitative Finance is a selection of recent presentations in the Petit D'euner de la Finance. In this book, leading quants and academic researchers cover the most important emerging issues in quantitative finance and focus on portfolio credit risk and volatility modeling.


Book
Risques et enjeux des marchés dérivés : réflexions internationales : actes du colloque
Authors: ---
ISBN: 9782130473398 2130473393 Year: 1995 Publisher: Paris : Presses universitaires de France,


Book
Dérivés de crédit vanille et exotiques : produits, modèles et gestion des risques
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ISBN: 9782863254653 Year: 2007 Publisher: Paris : Revue Banque,


Book
Les 100 mots des marchés dérivés
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ISBN: 9782130565826 2130565824 Year: 2009 Volume: 3840 Publisher: Paris : PUF,

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C'est en appliquant aux instruments financiers (taux de change, taux d'intérêt, indices boursiers, actions) les techniques de transaction et de gestion des risques utilisées dans le domaine des matières premières depuis le milieu du XIXe siècle en Grande-Bretagne, en France et aux Etats-Unis, et depuis le milieu du XVIIIe siècle au Japon, que sont nés les marchés dérivés. Depuis, ils se sont attachés aussi au risque de crédit, au risque climatique, au risque d'assurance et aux risques économiques. Alors que la finance traverse une crise majeure depuis 2008, cet ouvrage présente en 100 mots clé les marchés et les produits dérivés, lesquels constituent la plus importante innovation financière de la seconde moitié du XXe siècle.


Book
La pratique moderne des options et des futures : toute la théorie et toute la pratique : gestion à haute responsabilité : limitation du risque : optimisation des contrats
Author:
ISBN: 9782297004978 Year: 2012 Publisher: Paris : Gualino,

Modeling derivatives in C++ : Justin London.
Author:
ISBN: 0471654647 9786610272860 1280272864 047168189X 9780471681892 9780471654643 Year: 2005 Publisher: New York : J. Wiley,

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This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important

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