Price-Forecasting Models for Invesco Van Kampen Bond Fund VBF Stock
by Ton Viet Ta
Daghandel Med Central Pivot Range (Cpr), Volymviktat Rörligt Medel, Adx & Vortex Indikator
by Tranquil Trader
Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical finance but also these 'related topics' with all proofs and in a self-contained form. The book treats both discrete and continuous time mathematical finance. Some topics, such as Israeli (game) contingent claims, and several proofs have not appeared before in a self-contained book form. The book conta...
Credit Derivatives Pricing Models (The Wiley Finance)
by Philipp J. Schoenbucher
The credit derivatives market is booming and, for the first time, expanding into the banking sector which previously has had very little exposure to quantitative modeling. This phenomenon has forced a large number of professionals to confront this issue for the first time. Credit Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing of credit derivatives. As one of the first books to uniquely focus on p...
Step By Step Investing - Volume 2 (Step by Step Investing, #2)
by Oliver Swing
Finite Difference Methods in Financial Engineering (Wiley Finance, #312)
by Daniel J. Duffy
The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort t...
Price-Forecasting Models for iShares S&P/Citigroup 1 ISHG Stock
by Ton Viet Ta
The 2008 financial crisis shook the financial derivatives market to its core, revealing a failure to fully price the cost of doing business then. As a response to this, and to cope with regulatory demands for massively increased capital and other measures with funding cost, the pre-2008 concept of Credit Valuation Adjustment (CVA) has evolved into the far more complex hybrid Cross Valuation Adjustment (XVA).This book presents a clear and concise framework and provides key considerations for the...
Crisis and Sequels (Studies in Critical Social Sciences, #109)
As the economic crash of 2007-8 and its sequels developed, neoliberal economists often said that economic theory can never cope with such eruptions, and left-minded economists and political economists struggled to find answers. This book documents discussions as they developed; an introduction and an afterword tell the story of the crisis, and offer syntheses and angles on some of the debated issues. What were the chief imbalances in the world economy? Is US hegemony breaking down? Were falling...
Price-Forecasting Models for Invesco Quality Muni Income Trust IQI Stock
by Ton Viet Ta
Focusing on price-forecasting in the commodity futures market, this is the most comprehensive examination of fundamental and technical analysis available. Treats both approaches in depth, with forecasting examined in conjunction with practical trading considerations.
Price-Forecasting Models for Gordmans Stores, Inc. GMAN Stock (NASDAQ Composite Components, #1455)
by Ton Viet Ta
Price-Forecasting Models for FARO Technologies, Inc. FARO Stock (NASDAQ Composite Components, #1323)
by Ton Viet Ta