High-Performance Computing in Finance by M A H Dempster
Intended for practitioners, researchers and graduate students in quantitative finance, computer science and related fields, this book serves as a handbook for design and implementation of financial models with relevant numerical methods on different HPC platforms in banks, insurance companies, pensions, asset-management companies and trading fir-
Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes
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Introduction to Credit Risk Modeling
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Financial Mathematics
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Handbook of Price Impact Modeling
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Financial Modelling with Jump Processes
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Martingale Pricing
- Introduction to Financial Derivatives with Python
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Risk Analysis in Finance and Insurance
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Poisson Process and its Fractional Extensions with Applications
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Python for Asset Management
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Sustainable Financial Structured Products
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Handbook of Quantitative Sustainable Finance
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Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
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XVA Analysis
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Model-free Hedging
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Portfolio Optimization
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An Introduction to Computational Risk Management of Equity-Linked Insurance
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Monte Carlo Methods and Models in Finance and Insurance
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An Introduction to Financial Mathematics
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Principles of Portfolio Choice
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Introduction to Risk Parity and Budgeting
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Structured Credit Portfolio Analysis, Baskets and CDOs
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Stochastic Financial Models
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Arbitrage and Rational Decisions
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Stochastic Finance
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Understanding Risk
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Derivative Pricing
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A Technical Guide to Mathematical Finance
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Malliavin Calculus in Finance
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Risk Measures and Insurance Solvency Benchmarks
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Financial Modelling in Commodity Markets
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Engineering BGM
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Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
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Equity-Linked Life Insurance
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Unravelling the Credit Crunch
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Counterparty Risk and Funding
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| Title | High-Performance Computing in Finance |
| Author | M A H Dempster |
| Series | |
| Condition | Unavailable |
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| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
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