Encyclopedia Of Quantitative Finance
Language: English
Published by Wiley, 2010
- Hardcover
- New
Seller: Basi6 International, Irving, TX, U.S.A.Basi6 International
AbeBooks seller since June 24, 2016
Condition: New
£ 534.83
Quantity: 3 available
Add to basketItem description from seller
New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Seller Inventory # ABEOCT25-92045
- Title
- Encyclopedia Of Quantitative Finance
- Author
- Rama Cont
- Publisher
- Wiley
- Publication year
- 2010
- Condition
- Brand New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470057564
- ISBN 13
- 9780470057568
—Dr Bruno Dupire (Bloomberg L.P.)
The Encyclopedia of Quantitative Finance is a major reference work designed to provide a comprehensive coverage of essential topics related to the quantitative modelling of financial markets, with authoritative contributions from leading academics and professionals.
Drawing on contributions from a wide spectrum of experts in fields including financial economics, econometrics, mathematical finance, operations research, numerical analysis, risk management and statistics, the Encyclopedia of Quantitative Finance faithful reflects the multidisciplinary nature of its subject.
With a pool of author comprising over 400 leading academics and professionals worldwide, the Encyclopedia provides a balanced view of theoretical and practical aspects of quantitative modelling in finance.
Topics covered in the Encyclopedia include
- the historical development of quantitative modelling in finance, including biographies of influential figures
- self-contained expositions of mathematical and statistical tools used in financial modelling
- authoritative expositions on the foundations of financial theory and mathematical finance, including arbitrage pricing, asset pricing theory, option pricing and asset allocation
- comprehensive reviews of various aspects of risk management: credit risk, market risk, operational risk, economic capital and Basel II with a detailed coverage of topics related to credit risk
- up-to-date surveys of the state of the art in computational finance: Monte Carlo simulation, partial differential equations (PDEs), Fourier transform methods, model calibration
- detailed entries on various types of financial derivatives and methods used for pricing and hedging them, including equity derivatives, credit derivatives, interest rate derivatives and foreign exchange derivatives
- pedagogical surveys of econometric methods and models used in finance, including GARCH models, GMM, realized volatility, factor models, Mixed Data Sampling and high-frequency data
- empirical and theoretical aspects of market microstructure and trade-level modelling
- timely entries on new topics such as commodity risk, electricity derivatives, algorithmic trading and multi-fractals
- quantitative methods in actuarial science, including insurance derivatives, catastrophe bonds , equity-linked life insurance and other topics at the interface of finance and insurance
All articles contain are cross-referenced to other relevant articles in the Encyclopedia and include detailed bibliographies for further reading.
The scope and breadth of the Encyclopedia will make it an invaluable resource for students and researchers in finance, quantitative analysts and developers, risk managers, portfolio managers, regulators, financial market analysts and anyone interested in the complexity of today’s financial markets and products.
"Synopsis" may belong to another edition of this title.
About the Author
Rama Cont, Paris, France, is Associate Professor, School of Engineering and Applied Science, Columbia University, New York, and Senior Research Scientist, Centre National de Recherche Scientifique, France. Rama is also a faculty member of Columbia Center for Applied Probability; Partner in Finance Concepts, and a senior academic fellow at the Europlace Institute. Educated in France, Rama has a Diplome de l'Ecole Polytechnique in Engineering, 1994, a DEA Physique Théorique from Ecole Normale Supérieure, 1995, and a Doctorat from Université de Paris XI, Orsay, 1998. In 2005 Rama studied for a Habilitation a diriger des recherches en Mathematiques Appliquees at the Universite de Paris VI. Rama has written a number of research papers on Quantitative Finance and co-authored Financial Modelling with Jump Processes (CRC Press, 2003).
"About the title" may belong to another edition of this title.
Basi6 International
Irving, TX, U.S.A.
AbeBooks seller since June 24, 2016
Shipping rates within U.S.A.
| Item | 3 to 6 business days | 5 to 14 business days |
|---|---|---|
| First item | £ 0.00 | £ 0.00 |
Payment methods
Store description
Professional Book Seller offering fast shipping and hassle-free returns for every order. Our 100% satisfaction policy guarantees that you get the best product and the best service at the best price!
Specialty
Educational and reference booksSeller's business information
Basi6 International LLC
1018 Camino Lago
Irving, TX U.S.A. 75039
Terms of sale
Basi6 Interntional LLC
(A Texas State LLC)
Contact Information:
Raman Arora
Basi6.int@gmail.com
+1-214-4998944
Registered Address:
1944 Lantana Ln,
Irving, TX 75063
Returns Address:
1944 Lantana Ln,
Irving, TX 75063
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to Basi6 International, Irving, Texas, U.S.A., without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.
Shipping terms
All orders shipped via FedEx or DHL and delivered to your doorstep within 3-5 days. We do not ship to P.O.Boxes and a proper street address must be provided to avoid any delays.