-20%
A Forward-Backward SDEs Approach to Pricing in Carbon Markets
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
Provides a description of carbon markets, which are being implemented worldwide, and their role in the mitigations of climate change Most sections are accessible to practitioners in the energy sector and climate change policy-makers Contains a case study of the UK energy market Contains an introduction to forward-backward stochastic differential equations (FBSDE) and their application to carbon markets Includes supplementary material: sn.pub/extras
-20%
A Forward-Backward SDEs Approach to Pricing in Carbon Markets
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
Provides a description of carbon markets, which are being implemented worldwide, and their role in the mitigations of climate change Most sections are accessible to practitioners in the energy sector and climate change policy-makers Contains a case study of the UK energy market Contains an introduction to forward-backward stochastic differential equations (FBSDE) and their application to carbon markets Includes supplementary material: sn.pub/extras
-20%
An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
Price range: ₹4,827.00 through ₹6,495.00
Introduces readers to the theory of continuous-time stochastic processes using real-life examples in medicine, finance, and biology Includes updated exercises, examples, and material based on advances in recent literature Illustrates the ways that similar stochastic methods can be applied broadly across different fields
-20%
An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
Price range: ₹4,827.00 through ₹6,495.00
Introduces readers to the theory of continuous-time stochastic processes using real-life examples in medicine, finance, and biology Includes updated exercises, examples, and material based on advances in recent literature Illustrates the ways that similar stochastic methods can be applied broadly across different fields
-20%
Applied Stochastic Control of Jump Diffusions
Original price was: ₹7,075.00.₹5,661.00Current price is: ₹5,661.00.
Contains recent developments within stochastic control and its applications Discusses both the dynamic programming method and the stochastic maximum principle method Comprehensively presents financial markets modelled by jump diffusions, backward stochastic differential equations and convex risk measures Includes optimal control of mean-field systems and stochastic differential games in the expanded and updated chapters about optimal stopping and stochastic control
-20%
Applied Stochastic Control of Jump Diffusions
Original price was: ₹7,075.00.₹5,661.00Current price is: ₹5,661.00.
Contains recent developments within stochastic control and its applications Discusses both the dynamic programming method and the stochastic maximum principle method Comprehensively presents financial markets modelled by jump diffusions, backward stochastic differential equations and convex risk measures Includes optimal control of mean-field systems and stochastic differential games in the expanded and updated chapters about optimal stopping and stochastic control
-20%
Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory
Price range: ₹5,661.00 through ₹7,746.00
Provides a systematic study from linear equations to fully nonlinear equations Includes up-to-date developments in the field A powerful and convenient tool for financial engineering and stochastic optimization Accessible to graduate students and junior researchers Includes supplementary material: sn.pub/extras
-20%
Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory
Price range: ₹5,661.00 through ₹7,746.00
Provides a systematic study from linear equations to fully nonlinear equations Includes up-to-date developments in the field A powerful and convenient tool for financial engineering and stochastic optimization Accessible to graduate students and junior researchers Includes supplementary material: sn.pub/extras
-20%
Change of Time Methods in Quantitative Finance
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
New approach in quantitative finance-change of time method (for standard diffusion and Levy-based finance models), which is different from a traditional one using subordinators Contains the solutions of new problems in quantitative finance such as pricing of variance and volatility swaps in energy markets and hedging of volatility swaps (with hedge ratio), to name a few Contains new financial models such as delayed Heston model that improves the volatility surface fitting Includes supplementary material: sn.pub/extras
-20%
Change of Time Methods in Quantitative Finance
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
New approach in quantitative finance-change of time method (for standard diffusion and Levy-based finance models), which is different from a traditional one using subordinators Contains the solutions of new problems in quantitative finance such as pricing of variance and volatility swaps in energy markets and hedging of volatility swaps (with hedge ratio), to name a few Contains new financial models such as delayed Heston model that improves the volatility surface fitting Includes supplementary material: sn.pub/extras
-20%
Convex Duality and Financial Mathematics
Original price was: ₹6,554.00.₹5,244.00Current price is: ₹5,244.00.
Emphasizes a heuristic understanding of convex duality in financial mathematics Introduces arbitrage pricing, utility maximization, and risk measures via convex duality Provides real-world financial applications
-20%
Convex Duality and Financial Mathematics
Original price was: ₹6,554.00.₹5,244.00Current price is: ₹5,244.00.
Emphasizes a heuristic understanding of convex duality in financial mathematics Introduces arbitrage pricing, utility maximization, and risk measures via convex duality Provides real-world financial applications
-20%
Derivative Securities and Difference Methods
Price range: ₹9,414.00 through ₹11,916.00
New chapters and subsections added Exercises are included at the end of each chapter Covers a variety of topics in finance Includes supplementary material: sn.pub/extras Request lecturer material: sn.pub/lecturer-material
-20%
Derivative Securities and Difference Methods
Price range: ₹9,414.00 through ₹11,916.00
New chapters and subsections added Exercises are included at the end of each chapter Covers a variety of topics in finance Includes supplementary material: sn.pub/extras Request lecturer material: sn.pub/lecturer-material
-20%
ERM and QRM in Life Insurance: An Actuarial Primer
Original price was: ₹6,554.00.₹5,244.00Current price is: ₹5,244.00.
Contains simple mathematics in a crisp presentation Provides a self-contained introduction to Enterprise Risk Management Gives plenty of numerical examples in life insurance and life annuity business
-20%
ERM and QRM in Life Insurance: An Actuarial Primer
Original price was: ₹6,554.00.₹5,244.00Current price is: ₹5,244.00.
Contains simple mathematics in a crisp presentation Provides a self-contained introduction to Enterprise Risk Management Gives plenty of numerical examples in life insurance and life annuity business
-20%
Finance with Monte Carlo
Price range: ₹4,410.00 through ₹6,078.00
Students will learn by doing| implementing concepts of each chapter into code and experimenting with the outcome Exploits the greatest virtue of the Monte Carlo method – providing results for exotic probability models Students will learn a lot about options in addition to usage of mathematical models Focus on Monte Carlo methods allows for students to travel a short road from theory to practical applications Presents "standard" models involving Random Walks with GBM but includes other distributions as well Includes supplementary material: sn.pub/extras
-20%
Finance with Monte Carlo
Price range: ₹4,410.00 through ₹6,078.00
Students will learn by doing| implementing concepts of each chapter into code and experimenting with the outcome Exploits the greatest virtue of the Monte Carlo method – providing results for exotic probability models Students will learn a lot about options in addition to usage of mathematical models Focus on Monte Carlo methods allows for students to travel a short road from theory to practical applications Presents "standard" models involving Random Walks with GBM but includes other distributions as well Includes supplementary material: sn.pub/extras