Quantitative Finance Products

  • Pathwise Estimation and Inference for Diffusion Market Models

    1st Edition

    By Nikolai Dokuchaev, Lin Yee Hin

    Pathwise estimation and inference for diffusion market models discusses contemporary techniques for inferring, from options and bond prices, the market participants' aggregate view on important financial parameters such as implied volatility, discount rate, future interest rate, and their…

    Hardback – 2019-03-28
    Chapman and Hall/CRC

  • Reproducible Finance with R

    Code Flows and Shiny Apps for Portfolio Analysis, 1st Edition

    By Jonathan K. Regenstein, Jr.

    Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis is a unique introduction to data science for investment management that explores the three major R/finance coding paradigms, emphasizes data visualization, and explains how to build a cohesive suite of functioning Shiny…

    Paperback – 2018-10-08
    Chapman and Hall/CRC
    Chapman & Hall/CRC The R Series

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