Mathematics, Finance and Risk Series

2 primary works • 2 total works
Modern finance in theory and practice relies absolutely on mathematical models and analysis. It draws on and extends classical applied mathematics, stochastic and probabilistic methods, and numerical techniques to enable models of financial systems to be constructed, analysed and interpreted. This methodology underpins applications to derivatives p…
Optimization Methods in Finance
3.94
· 17 Ratings · published 2002 · 11 editions
Optimization models play an increasingly important…
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Synthetic Cdos: Modelling, Valuation and Risk Management. Mathematics, Finance and Risk.
Credit derivatives have enjoyed explosive growth i…
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