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Product Description
To be financially literate in today’s market, business students must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations. The Second Edition has an accessible mathematical presentation, and more importantly, helps students gain intuition by linking [...]

Apr 28th, 2009 | Filed under Derivative pricing

Product Description
The book is a step-by-step guide to derivative products. By distilling the complex mathematics and theory that underlie the subject, Chisholm explains derivative products in straightforward terms, focusing on applications and intuitive explanations wherever possible. Case studies and examples of how the products are used [...]

Apr 27th, 2009 | Filed under Derivative pricing

Product Description
The book is a step-by-step guide to derivative products. By distilling the complex mathematics and theory that underlie the subject, Chisholm explains derivative products in straightforward terms, focusing on applications and intuitive explanations wherever possible. Case studies and examples of how the products are used [...]

Apr 26th, 2009 | Filed under Derivative pricing

Product DescriptionThe answer to trading profit growth lies in derivatives. All About Derivatives explains the major derivatives and their key features of each; vital mechanical issues such as storage, settle- ment, valuation, and payoff; and common types of risk and how to effectively hedge against them. Michael Durbin [...]

Apr 25th, 2009 | Filed under Derivative pricing

Product Description
A unique, easy-to-use guide to radar tracking and Kalman filtering This book presents the first truly accessible treatment of radar tracking; Kalman, Swerling, and Bayes filters for linear and nonlinear ballistic and satellite tracking systems; and the voltage-processing methods (Givens, [...]

Apr 25th, 2009 | Filed under Quant trading

Review
The author has given us a rare glimpse of what happens when someone wants to get to the bottom of things: one senses his wonder about these beautiful and beautifully efficient algorithms.-Paul Eggermont, Department of Food & Resource Economics, University of DelawareWe strongly recommend Eubank’s book. [...]

Apr 24th, 2009 | Filed under Quant trading

Review
“This book is obviously written with care and reads very easily. A very valuable resource for students, teachers, and practitioners…highly recommended.” (CHOICE, February 2007) “The dozens of helpful step-by-step examples, visual illustrations, and lists of exercises proposed at the [...]

Apr 23rd, 2009 | Filed under Quant trading

Review
“A well-written book by an author who has made numerous important contributions to the literature of forecasting, time series, and Kalman filters. It is a practical book in the sense that it not only discusses the definitions, interpretations, and analyses of structural time series models, but [...]

Apr 22nd, 2009 | Filed under Quant trading

Review
“…This book is of great use for researchers as well as practitioners…” (Statistical Papers, July 2005)
Product Description
This book takes copulas and applies the methodology to mathematical finance. The authors explain copulas by describing their application to major topics such as asset pricing, risk management [...]

Apr 22nd, 2009 | Filed under Risk management

Review
“This book clarifies many of the mysteries of Neural Networks and related optimization techniques for researchers in both economics and finance. It contains many practical examples backed up with computer programs for readers to explore. I recommend it to anyone who wants to understand [...]

Apr 21st, 2009 | Filed under Quant trading