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Showing 1 - 12 of 12 results for “yang zhou”
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  • Stochastic Control Approach to Futures Trading

    by Tim Leung, Yang Zhou ...
    Series Book 4 - Modern Trends in Financial Engineering
    Futures play an integral role in the financial markets. Tens of millions of contracts are traded on futures exchanges around the globe every day. In recent years, futures have been incorporated into a wide array of financial securities and have become the driving force behind their price dynamics. Managed futures portfolios and commodity trading advisors (CTAs), with hundreds of billions under ... Read more

    $55.79 USD

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  • 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 Handbook of Energy Trading

    by Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli ...
    Series Book 640 - The Wiley Finance Series
    To thrive in today's booming energy trading market you need cutting-edge knowledge of the latest energy trading strategies, backed up by rigorous testing and practical applicationUnique in its practical approach, The Handbook of Energy Trading is your definitive guide. It provides a valuable insight into the latest strategies for trading energy—all tried and tested in maintaining a competitive ... Read more

    $95.00 USD

  • Interest Rate Swaps and Their Derivatives

    A Practitioner's Guide

    by Amir Sadr ...
    Series Book 510 - Wiley Finance
    An up-to-date look at the evolution of interest rate swaps and derivativesInterest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques ... Read more

    $56.00 USD

  • Mathematics of the Financial Markets

    Financial Instruments and Derivatives Modelling, Valuation and Risk Issues

    by Alain Ruttiens ...
    Series series The Wiley Finance Series
    Mathematics of the Financial MarketsFinancial Instruments and Derivatives Modeling, Valuation and Risk Issues"Alain Ruttiens has the ability to turn extremely complex concepts and theories into very easy to understand notions. I wish I had read his book when I started my career!"Marco Dion, Global Head of Equity Quant Strategy, J.P. Morgan"The financial industry is built on a vast collection of ... Read more

    $82.00 USD

  • Quantitative Equity Investing

    Techniques and Strategies

    by Sergio M. Focardi, Petter N. Kolm, Frank J. Fabozzi ...
    Series series Frank J. Fabozzi Series
    A comprehensive look at the tools and techniques used in quantitative equity managementSome books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies ... Read more

    $57.00 USD

  • Asset Price Dynamics, Volatility, and Prediction

    by Stephen J. Taylor ...
    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

  • Pairs Trading

    Quantitative Methods and Analysis

    by Ganapathy Vidyamurthy ...
    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

  • The Econometrics of Financial Markets

    by John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay ...
    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

  • Paul Wilmott on Quantitative Finance

    by Paul Wilmott ...
    Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM.Volume 1: Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return.The reader is introduced to the fundamental mathematical tools and financial concepts needed to understand quantitative ... Read more

    $295.00 USD

  • Modern Portfolio Theory

    Foundations, Analysis, and New Developments

    by Jack Clark Francis, Dongcheol Kim ...
    Series Book 795 - Wiley Finance
    A through guide covering Modern Portfolio Theory as well as the recent developments surrounding itModern portfolio theory (MPT), which originated with Harry Markowitz's seminal paper "Portfolio Selection" in 1952, has stood the test of time and continues to be the intellectual foundation for real-world portfolio management. This book presents a comprehensive picture of MPT in a manner that can be ... Read more

    $60.00 USD

  • Yield Curve Modeling and Forecasting

    The Dynamic Nelson-Siegel Approach

    by Francis X. Diebold, Glenn D. Rudebusch ...
    Series series The Econometric and Tinbergen Institutes Lectures
    Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most yield curve models tend to be theoretically rigorous but empirically disappointing, or empirically ... Read more

    $41.99 USD