In dem vorliegenden umfassend überarbeiteten Buch werden die Grundlagen der modernen Finanzmathematik dargestellt. Der Text ist für Studierende der Finanz- oder Wirtschaftsmathematik konzipiert worden. Neben der üblichen wahrscheinlichkeitstheoretischen Herleitung der Bewertungs…
"An in-depth look at the tools and techniques professionals use to address financial risksRisk and uncertainty, as Allan Malz explains in his ground-breaking new book, are two completely different concepts. Risk is a quantifiable uncertainty that can be modeled, while uncertaint…
"This handbook is essential reading for all investors in the private markets. It is especially helpful in understanding the mechanics of portfolio construction and challenges of performance measurement of private equity and venture capital investing.". Susan J. Carter, President…
Discount rates and returns -- Fixed income securities -- Term structure -- Equity -- Portfolio construction -- Optimal portfolios -- Data and applications -- Anomalies -- Factor models -- Active portfolio management -- Risk -- Monte Carlo methods -- Systemic risk -- Incorporatin…
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This is the third, revised and extended edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period models are studied, in the second part the idea of dynamic hedging of conting…
"The 52-Week Low Formula is all about looking at companies to invest in and asking the following questions: Do they have a durable competitive advantage? Are the kind of company that is hard to compete with either because they have cornered a difficult market or because competin…
Principles of portfolio and equity analysis.
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Equity Valuation: Models from the Leading Investment Banks is a clear and reader-friendly guide to how today's leading investment banks analyze firms. Editors Jan Viebig andThorsten Poddig bring together expertise from UBS, Morgan Stanley, DWS Investment GmbH and Credit Suisse, …
Question one : what do you believe that is actually false? -- Question two : what can you fathom that others find unfathomable? -- Question three : what the heck is my brain doing to blindside me now? -- Capital markets technology -- When there's no there, there! -- No, it's jus…
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Details how mutual funds are marketed, regulated, and invested in stocks and bonds. The book also describes the critical factors needed to choose a specific fund for your investment or retirement plan, including what to look for when reading prospectuses, shareholder reports and…
From a leading trading systems developer, how to make profitable trades when there are no obvious trends How does a trader find alpha when markets make no sense, when price shocks cause diversification to fail, and when it seems impossible to hedge? What strategies should trader…
