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Finance -- Mathematical models
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The concept ** Finance -- Mathematical models** represents the subject, aboutness, idea or notion of resources found in **University of Liverpool**.

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Finance -- Mathematical models
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**Finance -- Mathematical models**represents the subject, aboutness, idea or notion of resources found in**University of Liverpool**.- Label
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- A benchmark approach to quantitative finance
- A workout in computational finance
- ARCH models and financial applications
- ARCH models for financial applications
- Accounting variance analysis
- Advanced analytical models : over 800 models and 300 applications from the Basel II Accord to Wall Street and beyond
- Advanced analytical models in ROV modeling toolkit : over 800 models and 300 applications from the Basel Accords to Wall Street and beyond
- Advanced financial modelling
- Advanced mathematical methods for finance
- Advanced modelling in finance using Excel and VBA
- Advanced quantitative finance with C++ : create and implement mathemtical models in C++ using quatitaive finance
- Advanced simulation-based methods for optimal stopping and control : with applications in finance
- Advances in quantitative analysis of finance and accounting, Volume 2, New series
- Advances in quantitative analysis of finance and accounting, Volume 4
- Advances in quantitative analysis of finance and accounting, Volume 5
- Advances in quantitative analysis of finance and accounting, Volume 6
- Agrégation Interne de Mathématiques, Tome 1
- An introduction to econophysics : correlations and complexity in finance
- An introduction to the mathematics of finance : a deterministic approach
- An introduction to wavelet theory in finance : a wavelet multiscale approach
- An option Greeks primer : building intuition with delta hedging and Monte Carlo simulation using Excel
- Analysis of financial data
- Analysis of financial data
- Analytical finance, Volume I, the mathematics of equity derivatives, markets, risk and valuation
- Analytical finance, Volume II, the mathematics of interest rate derivatives, markets, risk and valuation
- Applied conic finance
- Applied quantitative finance
- Applied quantitative finance
- Aspects of mathematical finance
- Asset price dynamics, volatility, and prediction
- Bayesian methods in finance
- Bayesian risk management : a guide to model risk and sequential learning in financial markets
- Biologically inspired algorithms for financial modelling
- Building automated trading systems : with an introduction to Visual C++.NET 2005
- Complex and chaotic nonlinear dynamics : advances in economics and finance, mathematics and statistics
- Computation and modelling in insurance and finance
- Computational finance : a scientific perspective
- Computational finance using C and C# : derivatives and valuation
- Computational methods for quantitative finance : finite element methods for derivative pricing
- Contagion phenomena with applications in finance
- Contemporary quantitative finance : essays in honour of Eckhard Platen
- Continuous-time finance
- Continuous-time finance
- Copula methods in finance
- Counterparty credit risk, collateral and funding : with pricing cases for all asset classes
- Credit models and the crisis : a journey into CDOs, Copulas, correlations and dynamic models
- Data modeling of financial derivatives : a conceptual approach
- Discrete models of financial markets
- Dynamic copula methods in finance
- Dynamic modeling, empirical macroeconomics, and finance : essays in honor of Willi Semmler
- Dynamic models for volatility and heavy tails : with applications to financial and economic time series
- Dynamic models for volatility and heavy tails : with applications to financial and economic time series
- Dynamics of markets : econophysics and finance from a physicist's standpoint
- Econophysics : background and applications in economics, finance, and sociophysics
- Econophysics of the Kolkata Restaurant problem and related games : classical and quantum strategies for multi-agent, multi-choice repetitive games
- Elementary calculus of financial mathematics
- Enlargement of filtration with finance in view
- Esercizi di finanza matematica
- Essential quantitative methods : for business, management and finance
- Essential quantitative methods for business, management and finance
- Essential quantitative methods for business, management and finance
- Essentials of econophysics modelling
- Exponential functionals of Brownian motion and related processes
- Extreme events in finance : a handbook of extreme value theory and its applications
- Extreme value methods with applications to finance
- Finance : a characteristics approach
- Finance : a quantitative introduction, Volume 1
- Finance theory
- Finance theory and asset pricing
- Finance with Monte Carlo
- Finance, economics, and mathematics
- Financial aggregation and index number theory
- Financial and macroeconomic connectedness : a network approach to measurement and monitoring
- Financial decision making under uncertainty
- Financial econometrics : problems, models, and methods
- Financial econometrics and empirical market microstructure
- Financial econometrics for researchers in finance and accounting
- Financial econometrics modeling : market microstructure, factor models and financial risk measures
- Financial econometrics modeling: Derivatives pricing, hedge funds and term structure models
- Financial innovation : theories, models and regulation
- Financial market complexity
- Financial mathematics : an introduction
- Financial modeling
- Financial modeling
- Financial modeling
- Financial modeling
- Financial modeling : a backward stochastic differential equations perspective
- Financial modeling applications and data envelopment applications
- Financial modeling for business owners and entrepreneurs : developing Excel models to raise capital, increase cash flow, improve operations, plan projects, and make decisions
- Financial modeling in excel
- Financial modeling under non-Gaussian distributions
- Financial modeling under non-gaussian distributions
- Financial modeling with Crystal Ball and Excel
- Financial modelling : theory, implementation and practice (with Matlab source)
- Financial modelling in practice : a concise guide for intermediate and advanced level
- Financial modelling with jump processes
- Financial models with Lévy processes and volatility clustering
- Financial products : an introduction using mathematics and Excel
- Foundations for financial economics
- Fourier transform methods in finance
- Frequently asked questions in quantitative finance : including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers ́Manifesto and lots more
- Fundamental models in financial theory
- Funds : private equity, hedge and all core structures
- GARCH models : structure, statistical inference, and financial applications
- Generalized hyperbolic secant distributions : with applications to finance
- Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
- Granularity theory with applications to finance and insurance
- Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics
- Handbook of high-frequency trading and modeling in finance
- Handbook of quantitative finance, volumes I & II
- Hands-on financial modeling with Microsoft Excel 2019 : build practical models for forecasting, valuation, trading, and growth analysis using Excel 2019
- Haskell financial data modeling and predictive analytics
- Heavy-tail phenomena : probabilistic and statistical modeling
- Heavy-tail phenomena : probabilistic and statistical modeling
- Hidden Markov models in finance
- Implementing models in quantitative finance : methods and cases
- Introduction to actuarial and financial mathematical methods
- Introduction to actuarial and financial mathematical methods
- Introduction to econophysics : correlations and complexity in finance
- Introduction to mathematical finance : discrete time models
- Introductory stochastic analysis for finance and insurance
- Large deviations and asymptotic methods in finance
- Linear factor models in finance
- Louis Bachelier's theory of speculation : the origins of modern finance
- Market risk and financial markets modeling : Perm Winter School
- Markets with transaction costs
- Markov decision processes with applications to finance
- Martingale methods in financial modelling
- Martingale methods in financial modelling
- Martingale methods in financial modelling
- Mathematical and statistical methods in insurance and finance
- Mathematical control theory and finance
- Mathematical finance
- Mathematical finance : core theory, problems, and statistical algorithms
- Mathematical finance : theory review and exercises : from binomial model to risk measures
- Mathematical methods and models in economic planning, management and budgeting
- Mathematical methods for finance : tools for asset and risk management
- Mathematical methods for financial markets
- Mathematical models in finance
- Mathematical techniques in finance : tools for incomplete markets
- Mathematical techniques in financial market trading
- Mathematics for economics and finance
- Mathematics for finance : an introduction to financial engineering
- Mathematics for finance : an introduction to financial engineering
- Mathematics of interest rates and finance
- Mathematics of the bond market : a Lévy processes approach
- Mathematik und statistik in der finanzwirtschaft : grundlagen - anwendungen - fallstudien
- Measure, probability, and mathematical finance : a problem oriented approach
- Methods of mathematical finance
- Microeconomics of banking
- Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
- Modelling UK mortgage default in light of the financial crisis
- Models for risk aggregation and sensitivity analysis : an application to bank economic capital
- Multi-factor models and signal processing techniques : application to quantitative finance
- Multidimensional screening
- Multivariate nonparametric regression and visualization : with R and applications to finance
- Natural computing in computational finance
- Natural computing in computational finance, Volume 2
- New paradigms in financial economics : how would Keynes reconstruct economics?
- Non-Gaussian Merton-Black-Scholes theory
- Non-linear time series models in empirical finance
- Nonlinear time series models in empirical finance
- Nonlinear time series models in empirical finance
- Nonlinear time series models in empirical finance
- Numerical methods in finance
- Numerical methods in finance
- Numerical methods in finance : Bordeaux, June 2010
- Numerical methods in finance with C++
- Optimal control models in finance : a new computational approach
- Optimal control models in finance : a new computational approach
- Optimality and risk - modern trends in mathematical finance : the Kabanov festschrift
- Optimisation et contrôle stochastique appliqués à la finance
- Optimization methods in finance
- Optimization methods in finance
- Optimization methods in finance
- Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures
- Paul Wilmott introduces quantitative finance
- Practical financial optimization : a library of GAMS models
- Pricing, risk, and performance measurement in practice : the building block approach to modeling instruments and portfolios
- Principles of financial economics
- Principles of financial economics
- Pro Excel financial modeling : building models for technology startups
- Probability and statistical models : foundations for problems in reliability and financial mathematics
- Problems and solutions in mathematical finance., Volume 1, Stochastic calculus
- Quality money management : process engineering and best practices for systematic trading and investment
- Quantitative analysis, derivatives modeling, and trading strategies : in the presence of counterparty credit risk for fixed-income market
- Quantitative finance : an object-oriented approach in C++
- Quantitative finance : back to basic principles
- Quantitative finance for physicists : an introduction
- Quantitative finance for physicists : an introduction
- Quantitative risk management : concepts, techniques and tools
- Quantitative risk management : concepts, techniques and tools
- Quantum field theory for economics and finance
- RATS handbook to accompany introductory econometrics for finance
- Risk and financial management : mathematical and computational methods
- Risk finance and asset pricing : value, measurements, and markets
- Risk management in finance and logistics
- Risk-neutral valuation : pricing and hedging of financial derivatives
- See-through modelling : the technical blueprint to financial modelling using lessons learned from PFI
- Semiparametric modeling of implied volatility
- Semiparametric modeling of implied volatility
- Spreadsheet modeling in the fundamentals of investments : 2002 edition to accompany other popular fundamentals of investments textbooks
- State-space models : applications in economics and finance
- Statistical inference in financial and insurance mathematics with R
- Statistical models and methods for financial markets
- Statistics of financial markets : an introduction
- Statistics of financial markets : an introduction
- Statistics of financial markets : exercises and solutions
- Stochastic Calculus for Quantitative Finance
- Stochastic calculus and differential equations for physics and finance
- Stochastic calculus and differential equations for physics and finance
- Stochastic calculus for finance
- Stochastic calculus of variations in financial mathematics
- Stochastic calculus of variations in mathematical finance
- Stochastic filtering with applications in finance
- Stochastic methods in economics and finance
- Stochastic models of financial mathematics
- Stochastic processes for insurance and finance
- Stochastic simulation and applications in finance with MATLAB programs
- Stochastic volatility : selected readings
- Stochastic volatility modeling
- The Black-Scholes-Merton model as an idealization of discrete-time economies
- The Fisher model and financial markets
- The Handbook of Post Crisis Financial Modeling
- The Heston model and its extensions in Matlab and C#
- The basics of financial modeling
- The handbook of financial modeling : a practical approach to creating and implementing valuation projection models
- The mathematics of financial models : solving real-world problems with quantitative methods
- The money formula : dodgy finance, pseudo science, and how mathematicians took over the markets
- The volatility smile : an introduction for students and practitioners
- Tools for computational finance
- Tools for computational financeh[electronic book]
- Who will provide the next financial model? : Asia's financial muscle and Europe's financial maturity

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`<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/resource/oFBwng4Dy_s/" typeof="CategoryCode http://bibfra.me/vocab/lite/Concept"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/resource/oFBwng4Dy_s/">Finance -- Mathematical models</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>`