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Robert C. Merton : The Palgrave Companion to MIT Economics
Bodie, Zvi; Lo, Andrew W. - 2023
portfolio selection, capital asset pricing, pricing of derivative securities, credit risk, loan guarantees, financial innovation …
Persistent link: https://www.econbiz.de/10014348991
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Financial derivatives : pricing and risk management
Kolb, Robert W.; Overdahl, James A. - 2010
Derivative instruments : forwards, futures, options, swaps, and structured products / G.D. Koppenhaver -- The … / Robert W. Kolb -- Emerging derivative instruments / Steve Swidler -- The development and current state of derivatives markets … futures and options / Walter L. Lukken -- Accounting for financial derivatives / Ira G. Kawaller -- Derivative scandals and …
Persistent link: https://www.econbiz.de/10003834004
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Financial Derivatives : Pricing and Risk Management
Kolb, Robert W. - 2010
Financial Derivatives explores the contemporary world of financial derivatives, starting with a presumption of only a general knowledge of undergraduate finance. These chapters have been written by many leading figures in academics, industry, and government for the benefit of advanced...
Persistent link: https://www.econbiz.de/10013147003
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Recent Advances in Financial Engineering 2009 : Proceedings of the KIER-TMU International Workshop on Financial Engineering
Hara, Chiaki - 2010
Intro -- CONTENTS -- Preface -- Program -- Risk Sensitive Investment Management with Affine Processes: A Viscosity Approach M. Davis and S. Lleo -- Keywords: -- 1. Introduction -- 2. Analytical Setting -- 2.1 Overview -- 2.2 Factor Dynamics -- 2.3 Asset Market Dynamics -- 2.4 Portfolio Dynamics...
Persistent link: https://www.econbiz.de/10012689623
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Robert C. Merton and the science of finance
Bodie, Zvi - In: Annual review of financial economics 12 (2020), pp. 19-38
Persistent link: https://www.econbiz.de/10012404616
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Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
Persistent link: https://www.econbiz.de/10003898661
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Risk finance and asset pricing : value, measurements, and markets
Tapiero, Charles S. - 2010
"Charles Tapiero, as the head of the biggest financial engineering program in the world and business consultant, has his finger on the pulse of the shift that is coming in financial engineering applications and study. With an eye toward the future, he has crafted a comprehensive and practical...
Persistent link: https://www.econbiz.de/10008808538
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Jump-diffusion models for asset pricing in financial engineering
Kou, Steven - In: Financial engineering, (pp. 73-116). 2008
Persistent link: https://www.econbiz.de/10003567095
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Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2010
A comprehensive look at the tools and techniques used in quantitative equity management Some 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...
Persistent link: https://www.econbiz.de/10012683140
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A generalized Black-Litterman model
Chen, Shea D.; Lim, Andrew E. B. - In: Operations research 68 (2020) 2, pp. 381-410
Persistent link: https://www.econbiz.de/10012213340