Ditapis dengan
The psychology of money : pelajaran abadi mengenai kekayaan, ketamakan, dan k…
Judul asli : "The psychology of money"
- Edisi
- Cet. 29
- ISBN/ISSN
- 9786026486578
- Deskripsi Fisik
- xxi, 238 hlm. : il. ; 23 cm
- Judul Seri
- -
- No. Panggil
- 332.401 9 HOU p
Computational methods for quantitative finance
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochasti…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783642354014
- Deskripsi Fisik
- xiii, 299 hlm.
- Judul Seri
- -
- No. Panggil
- E806
Optimal investment
Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques that the book also covers. The final chapter assesses the relevance of many of the models in common use when applied to data.
- Edisi
- Ed.1
- ISBN/ISSN
- 9783642352027
- Deskripsi Fisik
- x, 156 hlm.
- Judul Seri
- -
- No. Panggil
- E803
Interest rate derivatives : valuation, calibration and sensitivity analysis
The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models. It derives analytical pricing formulas for bonds and caplets and appli…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783642349256
- Deskripsi Fisik
- xviii, 209 hlm.
- Judul Seri
- -
- No. Panggil
- E799
Discrete time series, processes, and applications in finance
Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing the dynamic behavior of financial data, leading to the required forecasts. This book presents a survey of the empirical properties of financial time series, their descriptions …
- Edisi
- Ed.1
- ISBN/ISSN
- 9783642317422
- Deskripsi Fisik
- xxii, 322 hlm.
- Judul Seri
- -
- No. Panggil
- E762
Financial modeling, actuarial valuation and solvency in insurance
Risk management for financial institutions is one of the key topics the financial industry has to deal with. The present volume is a mathematically rigorous text on solvency modeling. Currently, there are many new developments in this area in the financial and insurance industry (Basel III and Solvency II), but none of these developments provides a fully consistent and comprehensive framework f…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783642313929
- Deskripsi Fisik
- xiv, 432 hlm.
- Judul Seri
- -
- No. Panggil
- E759
Analysis of variations for self-similar processes
Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed…
- Edisi
- Ed.1
- ISBN/ISSN
- 9783319009360
- Deskripsi Fisik
- xi, 268 hlm.
- Judul Seri
- -
- No. Panggil
- E715
Manajemen investasi
Judul asli :"Investment Management"
- Edisi
- -
- ISBN/ISSN
- 9798190572
- Deskripsi Fisik
- 2 Jil. : il. ; 26 cm.
- Judul Seri
- -
- No. Panggil
- 658.152 FAB m
Manajemen risiko perbankan syariah di era digital : konsep dan penerapan di I…
Termasuk bibliografi
- Edisi
- Ed. 2
- ISBN/ISSN
- 9789790618015
- Deskripsi Fisik
- xxiv, 390 hlm. ; 26 cm.
- Judul Seri
- -
- No. Panggil
- 2X6.32 RUS m
Implikasi Model Hierarki Bits
Bibliografi : hlm 83-89
- Edisi
- Ed 1.
- ISBN/ISSN
- 9786236548004
- Deskripsi Fisik
- 89 hlm : 23 cm
- Judul Seri
- -
- No. Panggil
- 711 ZUL m
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