La 4e de couv. indique : "High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has gro…
Introduction aux techniques probabilistes nécessaires à la compréhension des modèles financiers les plus courants. Les spécialistes de la finance ont en effet recours, depuis quelques années, à des outils mathématiques de plus en plus sophistiqués (martingales, intégrale stochas…
"This book offers a course which begins with a simple analysis of gambling games, which material is used to motivate the theory of martingales, and then takes up the development of continuous time stochastic process, especially Brownian motion, so to develop in the reader a sens…
"This book is designed to help readers grasp the conceptual underpinnings of time series modeling in order to gain a deeper understanding of the ever-changing dynamics of the financial world. It covers theory and application equally for readers from both financial and mathematic…
La théorie de l'intérêt est fondamentale de nos jours pour prendre des décisions avisées sur les prêts et les investissements. Dans ce livre, nous traitons des éléments essentiels suivants :- les diverses mesures de l'intérêt ;- les principes de base de la théorie ;- les annuité…
"While the valuation of standard American option contracts has now achieved a fair degree of maturity, much work remains to be done regarding the new contractual forms that are constantly emerging in response to evolving economic conditions and regulations. Focusing on recent de…
