• Explains basic calculations for mathematical finance
• ...

​This book undertakes to marry the concepts of "Concept Mapping" with a "Design Thinking" approach in the context of business analysis. While in the past a lot of attention has been paid to the business process side, this book now focusses information quality and valuation, master data and hierarchy management,...

Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike. Events from the collapse of Lehman Brothers to the Greek sovereign debt crisis demonstrate the urgent and abiding need for statistical tools...

Implementing Models of Financial Derivatives is a comprehensivetreatment of advanced implementation techniques in VBA for modelsof financial derivatives. Aimed at readers who are already familiarwith the basics of VBA it emphasizes a fully object orientedapproach to valuation applications, chiefly in the context of MonteCarlo simulation but...

The ability to create and understand financial models that assess the valuation of a company, the projects it undertakes, and its future earnings/profit projections is one of the most valued skills in corporate finance. However, while many business professionals are familiar with financial statements and accounting reports, few are truly...

Derivatives Analytics with Python shows you how toimplement market-consistent valuation and hedging approaches usingadvanced financial models, efficient numerical techniques, and thepowerful capabilities of the Python programming language. Thisunique...

In today's no-room-for-error corporate finance market, precise and effective financial modeling is essential for both determining a company's current value and projecting its future performance. Yet few books have explained how...

"Fletcher and Gardner have created a comprehensive resource that will be of interest not only to those working in the field of finance, but also to those using numerical methods in other fields such as engineering, physics, and actuarial mathematics. By showing how to combine the high-level elegance, accessibility, and flexibility of...

One of the most important tasks in finance is to find good mathematical models for financial products, in particular derivatives. However, the more realistic the model, the more practitioners face still-unsolved problems in rigorous mathematics and econometrics, in addition to serious numerical difficulties. The idea behind this book is to...

This petroleum and natural gas engineering two-volume handbook is written in the spirit of the classic handbooks of other engineering disciplines. The two volumes reflect the importance of the industry its engineers serve (i.e., Standard and Poor's shows that the fuels sector is the largest single entity in the gross domestic...

For financial institutions around the world, the work involved in managing market, credit, and operational risk exposures--as well as the capital required to support such...