LIBROS DEL AUTOR: gerhard larcher

5 resultados para LIBROS DEL AUTOR: gerhard larcher

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  • The Art of Quantitative Finance Vol. 3
    Gerhard Larcher
    The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last section, the book includes numerous case studies based on the author’s own work as ...
    Disponible

    47,40 €

  • The Art of Quantitative Finance Vol.1
    Gerhard Larcher
    This textbook offers an easily understandable introduction to the fundamental concepts of financial mathematics and financial engineering. The author presents and discusses the basic concepts of financial engineering and illustrates how to trade and to analyze financial products with numerous examples. Special attention is given to the valuation of basic financial derivatives. ...
    Disponible

    46,68 €

  • The Art of Quantitative Finance Vol.2
    Gerhard Larcher
    This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. ...
    Disponible

    47,49 €

  • Die Black-Scholes-Theorie
    Gerhard Larcher
    Dieses Buch führt auf allgemein verständliche und spannende, aber auch (im besten Sinn) „belehrende' Weise in die Welt der Finanzderivate ein. In kompakter und anschaulicher Form präsentiert es ihren Handel, ihre Funktion, ihre Möglichkeiten sowie die Rolle der Finanzmathematik und Spieltheorie in diesem Zusammenhang. Gerhard Larcher orientiert sich dabei an folgenden Fragestel...
    Disponible

    74,98 €

  • Random and Quasi-Random Point Sets
    Gerhard Larcher / Peter Hellekalek
    This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministi...
    Disponible

    133,65 €