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michael tretyakov

Showing 1 - 12 of 12 results for “michael tretyakov
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  • Introductory Course On Financial Mathematics

    This book is an elementary introduction to the basic concepts of financial mathematics with a central focus on discrete models and an aim to demonstrate simple, but widely used, financial derivatives for managing market risks. Only a basic knowledge of probability, real analysis, ordinary differential equations, linear algebra and some common sense are required to understand the concepts ... Read more

    $21.99 USD

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  • Fundamentals of Actuarial Mathematics

    This book provides a comprehensive introduction to actuarial mathematics, covering both deterministic and stochastic models of life contingencies, as well as more advanced topics such as risk theory, credibility theory and multi-state models.This new edition includes additional material on credibility theory, continuous time multi-state models, more complex types of contingent insurances, flexible ... Read more

    $88.50 USD

  • Frequently Asked Questions in Quantitative Finance

    by Paul Wilmott ...
    Getting agreement between finance theory and finance practice is important like never before. In the last decade the derivatives business has grown to a staggering size, such that the outstanding notional of all contracts is now many multiples of the underlying world economy. No longer are derivatives for helping people control and manage their financial risks from other business and industries, ... Read more

    $56.00 USD

  • The Handbook of Portfolio Mathematics

    Formulas for Optimal Allocation and Leverage

    by Ralph Vince ...
    Series Book 400 - Wiley Trading
    The Handbook of Portfolio Mathematics"For the serious investor, trader, or money manager, this book takes a rewarding look into modern portfolio theory. Vince introduces a leverage-space portfolio model, tweaks it for the drawdown probability, and delivers a superior model. He even provides equations to maximize returns for a chosen level of risk. So if you're serious about making money in today's ... Read more

    $60.00 USD

  • Asset Price Dynamics, Volatility, and Prediction

    This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess ... Read more

    $71.99 USD

  • Paul Wilmott Introduces Quantitative Finance

    by Paul Wilmott ...
    Series series The Wiley Finance Series
    Paul Wilmott Introduces Quantitative Finance, Second Edition is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic, works Derivatives and Paul Wilmott on Quantitative Finance, Second Edition, it includes carefully selected chapters to give the student a thorough understanding of futures, options ... Read more

    $79.00 USD

  • The Econometrics of Financial Markets

    A landmark book on quantitative methods in financial markets for graduate students and finance professionalsRecent decades have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. ... Read more

    $93.59 USD

  • An Introduction to Quantitative Finance

    by Stephen Blyth ...
    The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types, whether for general interest or because of the ... Read more

    $41.39 USD

  • Pairs Trading

    Quantitative Methods and Analysis

    Series Book 217 - Wiley Finance
    The first in-depth analysis of pairs tradingPairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If properly performed, the investor will gain if the market rises or falls. Pairs Trading reveals the secrets of this rigorous quantitative analysis program to provide individuals and investment ... Read more

    $82.00 USD

  • Mathematical Techniques in Finance

    Tools for Incomplete Markets - Second Edition

    by Ales Cerný ...
    Originally published in 2003, Mathematical Techniques in Finance has become a standard textbook for master's-level finance courses containing a significant quantitative element while also being suitable for finance PhD students. This fully revised second edition continues to offer a carefully crafted blend of numerical applications and theoretical grounding in economics, finance, and mathematics, ... Read more

    $75.99 USD

  • Probability and Statistics for Finance

    Series Book 176 - Frank J. Fabozzi Series
    A comprehensive look at how probability and statistics is applied to the investment processFinance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm understanding of this discipline.Probability and Statistics for Finance addresses this issue by showing ... Read more

    $60.00 USD