Econometrics
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The Econometric Modelling of Financial Time Series
by Terence C Mills  Publisher Comments Terence Mills' best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate...
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New: $78.75 Hardcover List Price $79.95
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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
by Damiano Brigo Synopsis The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous...
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New: $32.15 Trade Paper List Price $42.25
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Stochastic Calculus for Finance (05 Edition)
by Steven E. Shreve Publisher Comments Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of...
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New: $89.95 Hardcover
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A Benchmark Approach to Quantitative Finance (Springer Finance)
by Eckhard Platen Publisher Comments The benchmark approach provides a general framework for financial market modeling, which extends beyond the standard risk-neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and...
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New: $86.00 Trade Paper
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Credit Scoring and Its Applications
by Lyn C Thomas Book News Annotation Presenting sophisticated statistical tools designed to help creditors make intelligent credit risk decisions, this book addresses two types of decisions: whether to grant credit to a new applicant (credit scoring), and how to adjust credit...
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New: $39.95 Trade Paper
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Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)
by Marek Capinski Publisher Comments Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern...
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New: $74.95 Hardcover
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Introduction To Stochastic Calculus Applied 2ND Edition
by Damien Lamberton Synopsis Maintaining the lucid style of its popular predecessor, this second edition incorporates some of the newest techniques and concepts to provide an accessible, up-to-date initiation to mathematical methods of financial modeling with clear explanations of...
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Used: $13.00 Trade Paper List Price $17.00
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Misbehavior of Markets : Fractal View of Risk, Ruin & Reward (04 Edition)
by Benoit B. Mandelbrot Publisher Comments Mathematical superstar and inventor of fractal geometry, Benoit Mandelbrot, has spent the past forty years studying the underlying mathematics of space and natural patterns. What many of his followers don't realize is that he has also been watching...
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Used: $80.00 Hardcover List Price $94.00
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Stochastic Methods in Economics & Finance
by A G Malliaris Publisher Comments Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochastic processes, optimal stopping, the modeling of uncertainty using a Wiener process, Itô...
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Sale: $110.00 Hardcover List Price $120.00
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Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems
by Michel Denuit Publisher Comments There are a wide range of variables for actuaries to consider when calculating a motorist's insurance premium, such as age, gender and type of vehicle. Further to these factors, motorists' rates are subject to experience rating systems, including...
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Used: $65.00 Hardcover List Price $90.00
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Analysis of Panel Data 2ND Edition
by Cheng Hsiao Publisher Comments This second edition is a substantial revision of the highly successful first edition of 1986....
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Used: $51.95 Trade Paper
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Mathematical Finance and Probability
by Pablo Koch Medina Synopsis The objective of this book is to give a self-contained presentation to the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the toolbox of professionals in the financial industry. Not going for the...
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Used: $36.95 Trade Paper List Price $50.00
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Econometric Modeling: A Likelihood Approach
by David F. Hendry and Bent Nielsen Publisher Comments Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from...
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Sale: $34.98 Hardcover List Price $90.00
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Econometric Foundations Pack with CDROM
by Ron C Mittelhammer Publisher Comments This textbook and accompanying CD-ROM develop step by step a modern approach to econometric problems....
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Sale: $50.95 Trade Paper List Price $59.95
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Tools for Computational Finance 3RD Edition
by Rudiger U Seydel Synopsis This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle...
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Used: $65.00 Hardcover List Price $125.00
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Optimization Heuristics in Econometrics: Applications of Threshold Accepting (Wiley Series in Probability & Mathematical Statistics)
by Peter Winker Synopsis Many problems in statistics and econometrics offer themselves naturally to the use of optimization heuristics. Standard methods applied to highly complex problems often produce approximate results, of unknown quality, based on heavy assumptions...
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New: $55.00 Trade Paper List Price $65.00
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Generalized Method of Moments (Advanced Texts in Econometrics)
by Alastair Hall Publisher Comments This book has become one of the main statistical tools for the analysis of economic and financial data. Designed for both theoreticians and practitioners, this book provides a comprehensive treatment of GMM estimation and inference. All the main...
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Sale: $67.95 Hardcover List Price $79.95
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Binomial Models in Finance (Springer Finance)
by John Van Der Hoek Publisher Comments This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and shows how these models can be numerically implemented in a practical way. The book is aimed at undergraduate students, MBA...
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Sale: $96.00 Hardcover List Price $124.50
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Financial Surveillance (Statistics in Practice)
by Marianne Frisen Synopsis This is the first book-length treatment of statistical surveillance methods used in financial analysis. It contains carefully selected chapters written by specialists from both fields and strikes a balance between the financial and statistical worlds...
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Used: $31.50 Trade Paper List Price $45.25
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Guide To Econometrics 5TH Edition
by Peter Kennedy Publisher Comments A Guide to Econometrics has established itself as a preferred text for teachers and students throughout the world. It provides an overview of the subject and an intuitive feel for its concepts and techniques without the notation and technical detail that...
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