Point Processes and Jump Diffusions: An Introduction with Finance Applications

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POINT PROCESSES AND JUMP DIFFUSIONS: AN INTRODUCTION WITH FINANCE APPLICATIONS 2021 (H) ISBN： 9781316518670 類別： 財務金融Financial Management 出版社： CAMBRIDGE UNIVERSITY PRESS 作者： BJORK 年份： 2021 裝訂別： 精裝 頁數： 320頁

Probability and Random Processes (4版)

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Probability and Random Processes 4/e +作者：Grimmett +年份：2020 年4 版 +ISBN：9780198847595 +書號：PS0492PC +規格：平裝/彩色 +頁數：688 +出版商：Oxford ●To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities. ●To discuss important random processes in depth with many examples. ●To cover a range of topics that are significant and interesting but less routine. ●To impart to the beginner some flavour of advanced work. 目錄 1:Events and their probabilities 2:Random variables and their distributions 3:Discrete random variables 4:Continuous random variables 5:Generating functions and their applications 6:Markov chains 7:Convergence of random variables 8:Random processes 9:Stationary processes 10:Renewals 11:Queues 12:Martingales 13:Diffusion processes

Statistics of Financial Markets: An Introduction

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【簡介】 Statistics of Financial Markets presents in a vivid yet concise style the necessary statistical and mathematical background for Financial Engineers and introduces to the main ideas in mathematical finance and financial statistics. Topics covered are, among others, option valuation, financial time series analysis, value-at-risk, copulas, and statistics of the extremes. The underlying structure of the book, i.e. basic tools in mathematical finance, financial time series analysis and applications to given problems of financial markets, allows the book to be used as a basis for lectures, seminars and even crash courses on the topic. A full set of transparencies can be downloaded using the registration card at the back of the book. The registration card also allows the use of the e-book version with links to world wide computing servers. "synopsis" may belong to another edition of this title. 【目錄】

Portfolio Management: Theory and Practice

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Portfolio Management: Theory and Practice +作者：Stewart +年份：2019 年1 版 +ISBN：9781119397410 +書號：FI0178H +規格：精裝/單色 +頁數：720 +出版商：John Wiley Chapter 1 Introduction Chapter 2 Client Objectives for Diversified Portfolios Chapter 3 Asset Allocation: The Mean - Variance Framework Chapter 4 Asset Allocation Inputs Chapter 5 Advanced Topics in Asset Allocation Chapter 6 The Investment Management Process Chapter 7 Introduction to Equity Portfolio Investing: The Investor’s View Chapter 8 Equity Portfolio Construction Chapter 9 Fixed-Income Management Chapter 10 Global Investing Chapter 11 Alternative Investment Classes Chapter 12 Portfolio Management Through Time: Taxes and Transaction Costs Chapter 13 Performance Measurement and Attribution Chapter 14 Incentives, Ethics, and Policy Chapter 15 Investor and Client Behavior Chapter 16 Managing Client Relations Sample Cases