Related Books

Modern Derivatives Pricing and Credit Exposure Analysis
Language: en
Pages: 569
Authors: Roland Lichters
Categories: Business & Economics
Type: BOOK - Published: 2015-11-15 - Publisher: Springer

DOWNLOAD EBOOK

This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implicati
Interest Rate Modeling
Language: en
Pages: 520
Authors: Lixin Wu
Categories: Mathematics
Type: BOOK - Published: 2019-03-04 - Publisher: CRC Press

DOWNLOAD EBOOK

Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the the
The Validation of Risk Models
Language: en
Pages: 242
Authors: S. Scandizzo
Categories: Business & Economics
Type: BOOK - Published: 2016-07-01 - Publisher: Springer

DOWNLOAD EBOOK

This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools
Modeling and Valuation of Energy Structures
Language: en
Pages: 547
Authors: Daniel Mahoney
Categories: Business & Economics
Type: BOOK - Published: 2016-01-26 - Publisher: Springer

DOWNLOAD EBOOK

Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational compl
Optimization Methods for Gas and Power Markets
Language: en
Pages: 210
Authors: Enrico Edoli
Categories: Business & Economics
Type: BOOK - Published: 2016-04-30 - Publisher: Springer

DOWNLOAD EBOOK

As power and gas markets are becoming more and more mature and globally competitive, the importance of reaching maximum potential economic efficiency is fundame