Statistics for finance
by Madsen, Henrik, Lindström, Erik, Nygaard Nielsen, Jan
fromTexts in statistical science
Statistics for finance
by Madsen, Henrik, Lindström, Erik, Nielsen, Jan Nygaard
fromTexts in statistical science
'Statistics for finance' develops students' professional skills in statistics with applications in finance. Developed from the authors' courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financia…
"A complete, detailed guide to modern Islamic banking fundamentals Modern Islamic Bankingprovides a comprehensive, up-to-the-minute guide to the products, processes and legal doctrines underlying Islamic banking. Written by a pioneering practitioner in the field, this book provi…
Stochastic interest rates
by Zastawniak, Tomasz, McInerney, Daragh
fromMastering mathematical finance
"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other asset classes. Student…
A hands-on guide to interest rate modelling, including the SABR model, the market standard for vanilla products, and the LIBOR market model, the most commonly used model for exotic products. This accessible book also provides an explanation of the extended SABR LIBOR market mode…