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    New Models and Methods in Dynamic Portfolio Optimization

    Posted By: hill0
    New Models and Methods in Dynamic Portfolio Optimization

    New Models and Methods in Dynamic Portfolio Optimization
    English | 2025 | ISBN: 9811280568 | 342 Pages | PDF (True) | 7 MB

    Optimal Control Theory: Applications to Management Science and Economics

    Posted By: AvaxGenius
    Optimal Control Theory: Applications to Management Science and Economics

    Optimal Control Theory: Applications to Management Science and Economics by Suresh P. Sethi , Gerald L. Thompson
    English | PDF | 2005 | 511 Pages | ISBN : 0792386086 | 18.6 MB

    Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as a foundation for the book, which the authors have applied to business management problems developed from their research and classroom instruction.

    Derivative Security Pricing: Techniques, Methods and Applications

    Posted By: AvaxGenius
    Derivative Security Pricing: Techniques, Methods and Applications

    Derivative Security Pricing: Techniques, Methods and Applications by Carl Chiarella , Xue-Zhong He , Christina Sklibosios Nikitopoulos
    English | PDF (True) | 2015 | 616 Pages | ISBN : 3662459051 | 14.8 MB

    The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito’s Lemma, martingales, Girsanov’s theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.

    Quantitative Finance: Build Portfolios Using Python

    Posted By: IrGens
    Quantitative Finance: Build Portfolios Using Python

    Quantitative Finance: Build Portfolios Using Python
    .MP4, AVC, 1280x720, 30 fps | English, AAC, 2 Ch | 10h 53m | 5.6 GB
    Instructor: Naman Agarwal

    Mathematics of Financial Markets (Repost)

    Posted By: AvaxGenius
    Mathematics of Financial Markets (Repost)

    Mathematics of Financial Markets by Robert J. Elliott , P. Ekkehard Kopp
    English | PDF | 2005 | 355 Pages | ISBN : 0387212922 | 2 MB

    This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or ‘exotic’) ?nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous development of the more basic options that lie at the heart of the remarkable range of current applications of martingale theory to ?nancial markets. The ?rst ?ve chapters present the theory in a discrete-time framework. Stochastic calculus is not required, and this material should be accessible to anyone familiar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter 2 introduces the idea of a martingale measure for price processes. Following a discussion of the use of self-?nancing tr- ing strategies to hedge against trading risk, it is shown how options can be priced using an equivalent measure for which the discounted price p- cess is a martingale.

    Measure, Integral and Probability

    Posted By: AvaxGenius
    Measure, Integral and Probability

    Measure, Integral and Probability by Marek Capiński , Peter Ekkehard Kopp
    English | PDF (True) | 2004 | 319 Pages | ISBN : 1852337818 | 23 MB

    Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete examples rather than abstract theory. For this second edition, the text has been thoroughly revised and expanded. New features include: · a substantial new chapter, featuring a constructive proof of the Radon-Nikodym theorem, an analysis of the structure of Lebesgue-Stieltjes measures, the Hahn-Jordan decomposition, and a brief introduction to martingales · key aspects of financial modelling, including the Black-Scholes formula, discussed briefly from a measure-theoretical perspective to help the reader understand the underlying mathematical framework. In addition, further exercises and examples are provided to encourage the reader to become directly involved with the material.

    Python in Finance

    Posted By: eBookRat
    Python in Finance

    Python in Finance: An Introductory Guide to the use of Python in Quantitative Finance
    by Hayden Van Der Post

    English | April 1, 2024 | ASIN: B0CZNNZFD4 | 366 pages | PDF | 98 Mb

    Quantitative Finance with Rust: The Crash Course

    Posted By: eBookRat
    Quantitative Finance with Rust: The Crash Course

    Quantitative Finance with Rust: The Crash Course - Learn Rust Fast
    by Hayden Van Der Post, Vincent Bisette, Alice Schwartz

    English | February 17, 2024 | ASIN: B0CVVL8B6D | 239 pages | PNG (.rar) | 37 Mb

    Writing Production-Grade Code for Quantitative Developers

    Posted By: lucky_aut
    Writing Production-Grade Code for Quantitative Developers

    Writing Production-Grade Code for Quantitative Developers
    Published 2/2024
    Duration: 8h24m | .MP4 1280x720, 30 fps(r) | AAC, 44100 Hz, 2ch | 4.97 GB
    Genre: eLearning | Language: English

    Learn how quantitative developers transform research and ideas into production-grade code

    Applications of Machine Learning in Trading

    Posted By: lucky_aut
    Applications of Machine Learning in Trading

    Applications of Machine Learning in Trading
    Published 2/2024
    Duration: 4h41m | .MP4 1280x720, 30 fps(r) | AAC, 44100 Hz, 2ch | 3.010 GB
    Genre: eLearning | Language: English

    A case study approach

    Algorithmic Trading & Time Series Analysis in Python and R

    Posted By: lucky_aut
    Algorithmic Trading & Time Series Analysis in Python and R

    Algorithmic Trading & Time Series Analysis in Python and R
    Last updated 1/2023
    Duration: 18h45m | .MP4 1280x720, 30 fps(r) | AAC, 44100 Hz, 2ch | 4.89 GB
    Genre: eLearning | Language: English

    Technical Analysis (SMA and RSI), Time Series Analysis (ARIMA and GARCH), Machine Learning and Mean-Reversion Strategies

    Optimisation, Econometric and Financial Analysis (Repost)

    Posted By: AvaxGenius
    Optimisation, Econometric and Financial Analysis (Repost)

    Optimisation, Econometric and Financial Analysis by Erricos John Kontoghiorghes, Cristian Gatu
    English | PDF | 2007 | 275 Pages | ISBN : 3540366253 | 4.6 MB

    Advanced computational methods are often employed for the solution of modelling and decision-making problems. This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modelling. Emphasis is given to computational optimisation methods and techniques. The first part of the book addresses optimisation problems and decision modelling, with special attention to applications of supply chain and worst-case modelling as well as advances in the methodological aspects of optimisation techniques. The second part of the book is devoted to optimisation heuristics, filtering, signal extraction and various time series models. The chapters in this part cover the application of threshold accepting in econometrics, the structure of threshold autoregressive moving average models, wavelet analysis and signal extraction techniques in time series. The third and final part of the book is about the use of optimisation in portfolio selection and real option modelling.

    Local Regression and Likelihood

    Posted By: AvaxGenius
    Local Regression and Likelihood

    Local Regression and Likelihood by Clive Loader
    English | PDF(True) | 1999 | 297 Pages | ISBN : 0387987754 | 3.2 MB

    Separation of signal from noise is the most fundamental problem in data analysis, and arises in many fields, for example, signal processing, econometrics, acturial science, and geostatistics. This book introduces the local regression method in univariate and multivariate settings, and extensions to local likelihood and density estimation. Basic theoretical results and diagnostic tools such as cross validation are introduced along the way. Examples illustrate the implementation of the methods using the LOCFIT software.

    Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

    Posted By: AvaxGenius
    Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

    Stochastic Calculus for Finance I: The Binomial Asset Pricing Model by Steven E. Shreve
    English | PDF(True) | 2004 | 197 Pages | ISBN : 0387401008 | 13.5 MB

    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 calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.

    Financial Modeling: A Backward Stochastic Differential Equations Perspective (Repost)

    Posted By: DZ123
    Financial Modeling: A Backward Stochastic Differential Equations Perspective (Repost)

    Stephane Crepey, "Financial Modeling: A Backward Stochastic Differential Equations Perspective"
    English | 2013 | ISBN: 3642371124, 3642442528 | PDF | pages: 463 | 4.9 mb