Risk and Asset Allocation by Attilio Meucci
This encyclopedic, detailed resource covers all the steps of one-period allocation from the foundations to the most advanced developments. It includes a large number of figures and examples as well as real trading and asset management case studies.-
Stochastic Calculus for Finance I
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Stochastic Calculus for Finance II
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Interest Rate Models - Theory and Practice
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Financial Markets in Continuous Time
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Stochastic Calculus of Variations in Mathematical Finance
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Modelling, Pricing, and Hedging Counterparty Credit Exposure
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Volterra Volatility Models
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Continuous-Time Asset Pricing Theory
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Term-Structure Models
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Option Prices as Probabilities
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Contract Theory in Continuous-Time Models
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Financial Modeling
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Visual Explorations in Finance
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Financial Modeling, Actuarial Valuation and Solvency in Insurance
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Analytically Tractable Stochastic Stock Price Models
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Applications of Fourier Transform to Smile Modeling
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Computational Methods for Quantitative Finance
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Markets with Transaction Costs
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Interest-Rate Management
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Financial Markets Theory
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Mathematical Methods for Financial Markets
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Mathematics of Financial Markets
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Irrational Exuberance Reconsidered
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Credit Risk Valuation
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Asset Pricing
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CreditRisk+ in the Banking Industry
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A Game Theory Analysis of Options
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Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
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Mathematical Finance - Bachelier Congress 2000
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Credit Risk: Modeling, Valuation and Hedging
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Empirical Techniques in Finance
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Efficient Methods for Valuing Interest Rate Derivatives
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Weak Convergence of Financial Markets
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Risk-Neutral Valuation
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Financial Modeling Under Non-Gaussian Distributions
| SKU | Unavailable |
| ISBN 13 | |
| ISBN 10 | |
| Title | Risk and Asset Allocation |
| Author | Attilio Meucci |
| Series | |
| Condition | Unavailable |
| Binding Type | |
| Publisher | |
| Year published | |
| Number of pages | |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |
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