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Financial Markets in Continuous Time (Springer Finance)
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$59.48

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mpn: biography, ean: 9783540711490, isbn: 9783540711490,

4.5 out of 5 stars with 69 reviews

This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts

Quantitative Corporate Finance
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ean: 9781402070198, isbn: 1402070195,

4.1 out of 5 stars with 19 reviews

The book addresses several problems in contemporary corporate finance: optimal capital structure, both in the US and in the G7 economies; the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Model (APT) and the implications for the cost of capital; dividend policy; sales forecasting and pro forma statement analysis; leverage and bankruptcy; and mergers and acquisitions. It is designed to be used as an advanced graduate corporate financial management textbook.Used Book in Good

Introduction to Stochastic Calculus for Finance: A New Didactic Approach (Lecture Notes in Economics and Mathematical Systems)
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mpn: 6 illus., ean: 9783540348368, isbn: 3540348360,

4.9 out of 5 stars with 33 reviews

Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means ''dirty'') road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory..

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)
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mpn: 131 black & white tables, biography, ean: 9783540221494, isbn: 3540221492,

4.3 out of 5 stars with 24 reviews

The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has

Differential Games in Marketing (International Series in Quantitative Marketing)
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ean: 9781402076138, isbn: 1402076134,

4.7 out of 5 stars with 37 reviews

Game theory has proven useful to represent and conceptualize problems of conflict and cooperation in a formal way, and to predict the outcome of such situations. Differential games are dynamic games that are particularly designed to study systems where observations and decisions are made in real time. The book conveys to the reader the state of the art of research in marketing applications of differential game theory. This research started about 25 years ago and the literature has now reached

New Directions: Efficiency and Productivity (Studies in Productivity and Efficiency)
SKU: #9780387249636

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sku: 9780387249636, ean: 9780387249636, isbn: 038724963X,

4.7 out of 5 stars with 7 reviews

The format of this monograph is three essays, which we arrived at after spending a year writing over one hundred pages of what we even tually realized was a tedious reworking of old material. So we started over determined to write something new. At first we thought this approach might not work as a coherent mono graph, which is why we chose the essay format rather than chapters. As it turns out, there is a common thread―namely the directional distance function, which also gave us our

Schaum's Outline of Investments
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$18.81

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ean: 9780071348492, isbn: 0071348492,

4.9 out of 5 stars with 136 reviews

Investment courses are in demand by 800,000 business majors and lifelong learners in non-degree programs every year. Schaum's Outline of Investments, Second Edition, presents this authoritative learning guide to the decade's hottest topicmaking money grow. Contains clear and concise explanations of investment principles, contemporary investment strategies, and international markets..

Mathematical Finance and Probability: A Discrete Introduction
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mpn: 1 black & white illustrations, biography, ean: 9783764369217, isbn: 3764369213,

4.8 out of 5 stars with 42 reviews

This self-contained book presents the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the professional toolbox in the financial industry. It provides great insight into the underlying economic ideas in a very readable form, putting the reader in an excellent position to proceed to the more general continuous-time theory.Mathematical Finance and Probability.

The Theory of Public Utility Pricing
By Cambridge University Press

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ean: 9780521314008, isbn: 0521314003,

4.0 out of 5 stars with 77 reviews

Debate about deregulation has focused considerable attention on the pricing policies of public utilities. Much work has been done by economists on this subject, and in this book the results of that research are presented and made accessible to students of economics. The main subject is the policy to be followed by a regulated monopoly, but the analysis is broadened to take account of a fringe of competitive suppliers, making it relevant to electric utilities and local telephone companies in the

Household Portfolios (The MIT Press)
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ean: 9780262072212, isbn: 0262072211,

4.9 out of 5 stars with 19 reviews

Theoretical and empirical analysis of the structure of household portfolios.Until recently, researchers in economics and finance paid relatively little attention to household portfolios. Reasons included the tendency of most households to hold simple portfolios, the inability of the dominant asset pricing models to account for household portfolio incompleteness, and the lack of detailed databases on household portfolios in many countries until the late 1980s or 1990s. Now, however, the analysis