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Derivatives Pricing

Derivatives Pricing

Frédéric D. Vrins

Cambridge University Press
2025
sidottu
This is a masters-level overview of the mathematical concepts needed to fully grasp the art of derivatives pricing, and a must-have for anyone considering a career in quantitative finance in industry or academia. Starting from the foundations of probability, this textbook allows students with limited technical background to build a solid knowledge of the most important principles. It offers a unique compromise between intuition and mathematics, even when discussing abstract ideas such as change of measure. Mathematical concepts are introduced initially using toy examples, before moving on to examples of finance cases, both in discrete and continuous time. Throughout, numerical applications and simulations illuminate the analytical results. The end-of-chapter exercises test students' understanding, with solved exercises at the end of each part to aid self-study. Additional resources are available online, including slides, code and an interactive app.
Derivatives Pricing

Derivatives Pricing

Frédéric D. Vrins

Cambridge University Press
2025
pokkari
This is a masters-level overview of the mathematical concepts needed to fully grasp the art of derivatives pricing, and a must-have for anyone considering a career in quantitative finance in industry or academia. Starting from the foundations of probability, this textbook allows students with limited technical background to build a solid knowledge of the most important principles. It offers a unique compromise between intuition and mathematics, even when discussing abstract ideas such as change of measure. Mathematical concepts are introduced initially using toy examples, before moving on to examples of finance cases, both in discrete and continuous time. Throughout, numerical applications and simulations illuminate the analytical results. The end-of-chapter exercises test students' understanding, with solved exercises at the end of each part to aid self-study. Additional resources are available online, including slides, code and an interactive app.
Mentalnyj alkhimik. Kak poluchit dostup k podsoznaniju i obresti uverennost
Ego nazyvajut Mentalnym Alkhimikom. On pomogaet ljudjam transformirovat sobstvennoe soznanie, ispolzuja drevnie i sovremennye psikhologicheskie tekhniki. Ego pervaja kniga - "Millioner s khoroshej karmoj" - uzhe stala v Rossii bestsellerom. Svoju novuju knigu mentor i kouch Vladimir Drevs napisal v soavtorstve s filosofom Anastasiej Vrindavati."Esli ty chital trudy po psikhologii, to znaesh, naskolko eto nudnaja vesch. Poetomu my napisali svoju knigu v vide romana, chtoby ona legko chitalas, ostavljala v soznanii jarkie obrazy i privodila k pozitivnym rezultatam. Eta kniga mozhet v korne izmenit tvoju zhizn, napolnit ee smyslom i dat tebe tu silu, kotoroj nam tak inogda ne khvataet dlja dostizhenija tselej". - Vladimir DrevsKniga prednaznachena dlja tekh, kto ischet v zhizni svoj put, khochet dostignut na etom puti maksimalnykh rezultatov. I predstavljaet soboj nastojaschuju alkhimicheskuju kompozitsiju po pozitivnoj transformatsii soznanija.Khudozhnik: Seledtsova A.
Avatara. 10 vstrech, kotorye pomogut tebe transformirovat sudbu i poverit v sebja
Vladimira Drevsa nazyvajut Mentalnym alkhimikom. On pomogaet ljudjam transformirovat sobstvennoe soznanie, ispolzuja drevnie i sovremennye psikhologicheskie tekhniki....Desjat sovershenno neznakomykh ljudej iz raznykh gorodov i stran poluchili po pochte odinakovye pisma. I teper vse oni okazalis v edinom prostranstve naedine s 10 zakrytymi sundukami, na kazhdom iz kotorykh bylo vybito odno imja. Chem zakonchitsja etot kvest, poluchitsja li u geroev blagodarja svoim provodnikam najti vykhod iz samykh schekotlivykh, zaputannykh situatsij i poverit v sebja? Novaja kniga Vladimira Drevsa i pisatelnitsy Anastasii Vrindavati, napisannaja v forme filosofsko-prikljuchencheskoj pritchi, o tom, kak uchitsja delat pravilnyj vybor, ne bojatsja trudnostej i idti po zhizni, doveriv svoju sudbu Bogu, i kto zhe takaja Avatara, kotoraja reguljarno pojavljaetsja na stranitsakh knigi."Vladimir umeet donosit prostym jazykom vazhnye temy, a chto eschjo nuzhno, chtoby, nakonets, ne prosto chitat i kivat s umnym vidom, a dejstvovat?Eto tot samyj sluchaj, kogda kniga volshebnym obrazom prevraschaetsja iz proizvedenija v rukovodstvo k transformatsii. Chitaesh i izmenjaesh zhizn k luchshemu - krasota, pravda?"- Aleksej Korneljuk, avtor biznes-bloga "Knigi na million""Znaja Vladimira ne tolko kak filosofa i mudretsa s prostorov interneta, no i kak silnogo i serdechno-dobrogo cheloveka v lichnoj zhizni, mne bylo ochen prijatno prochitat ego knigu odnomu iz pervykh. Ona legko lozhitsja na serdtse, polna blizkimi dlja kazhdogo zhiznennymi primerami, vdokhnovljaet rasti i razvivatsja". - Dmitrij Lapshinov, energopraktik, pisatel, nositel drevnikh traditsij"Dlja menja eta kniga - nastojaschaja terapija, gde mozhno najti otvet na ljuboj vopros i pochuvstvovat vse grani svoej zhizni. Bozhestvennaja mudrost takim ponjatnym jazykom!"- Anastasija Shu, zhenskij trener, organizator retritov i zhenskikh krugov
Elementary Statistics

Elementary Statistics

Nancy L. Glenn Griesinger; Daniel Vrinceanu; Monica C. Jackson; William C. Howell

Cognella, Inc
2022
nidottu
Elementary Statistics: A Guide to Data Analysis Using R provides students with an introduction to both the field of statistics and R, one of the most widely used languages for statistical computing, analysis, and graphing in a variety of fields, including the sciences, finance, banking, health care, e-commerce, and marketing.Part I provides an overview of both statistics and R. Part II focuses on descriptive statistics and probability. In Part III, students learn about discrete and continuous probability distributions with chapters addressing probability distributions, binominal probability distributions, and normal probability distributions. Part IV speaks to statistical inference with content covering confidence intervals, hypothesis testing, chi-square tests and F-distributions. The final part explores additional statistical inference and assumptions, including correlation, regression, and nonparametric statistics. Helpful appendices provide students with an index of terminology, an index of applications, a glossary of symbols, and a guide to the most common R commands.Elementary Statistics is an ideal resource for introductory courses in undergraduate statistics, graduate statistics, and data analysis across the disciplines.