-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
-20%
Financial Modeling, Actuarial Valuation and Solvency in Insurance
Price range: ₹7,329.00 through ₹10,248.00
Addressed to practitioners in the financial and actuarial industry as well as more academic researchers Takes into account all current solvency developments of the financial industry Core text for enterprise risk management in Chartered Enterprise Risk Analyst (CERA) training and qualification ? Includes supplementary material: sn.pub/extras
-20%
Financial Modeling, Actuarial Valuation and Solvency in Insurance
Price range: ₹7,329.00 through ₹10,248.00
Addressed to practitioners in the financial and actuarial industry as well as more academic researchers Takes into account all current solvency developments of the financial industry Core text for enterprise risk management in Chartered Enterprise Risk Analyst (CERA) training and qualification ? Includes supplementary material: sn.pub/extras
-20%
Financial Modeling: A Backward Stochastic Differential Equations Perspective
Price range: ₹5,244.00 through ₹6,912.00
Provides a unique, BSDE-based perspective on financial modeling and computational finance areas as for example on the pricing and hedging theory, across all asset classes A unified presentation of all kinds of numerical schemes: semi-explicit, deterministic (PDEs), simulation (Monte Carlo and American Monte Carlo) Illustrates both the theoretical and practical interest of BSDEs for financial applications? Request lecturer material: sn.pub/lecturer-material
-20%
Financial Modeling: A Backward Stochastic Differential Equations Perspective
Price range: ₹5,244.00 through ₹6,912.00
Provides a unique, BSDE-based perspective on financial modeling and computational finance areas as for example on the pricing and hedging theory, across all asset classes A unified presentation of all kinds of numerical schemes: semi-explicit, deterministic (PDEs), simulation (Monte Carlo and American Monte Carlo) Illustrates both the theoretical and practical interest of BSDEs for financial applications? Request lecturer material: sn.pub/lecturer-material
-20%
Fundamentals and Advanced Techniques in Derivatives Hedging
Original price was: ₹7,075.00.₹5,661.00Current price is: ₹5,661.00.
Presents the various mathematical techniques used in mathematical finance in a single volume Treats both theoretical aspects and practical applications Includes a chapter on stochastic targets and risk-based pricing techniques
-20%
Fundamentals and Advanced Techniques in Derivatives Hedging
Original price was: ₹7,075.00.₹5,661.00Current price is: ₹5,661.00.
Presents the various mathematical techniques used in mathematical finance in a single volume Treats both theoretical aspects and practical applications Includes a chapter on stochastic targets and risk-based pricing techniques
-20%
Market-Consistent Actuarial Valuation
Original price was: ₹4,990.00.₹3,993.00Current price is: ₹3,993.00.
Introduces and explains market-consistent actuarial valuation, a key tool for solvency analysis Explores the basis of modern solvency analysis in insurance Examines solvency questions for applied examples in life and non-life insurance Includes updates on regulatory changes under Solvency II Includes supplementary material: sn.pub/extras
-20%
Market-Consistent Actuarial Valuation
Original price was: ₹4,990.00.₹3,993.00Current price is: ₹3,993.00.
Introduces and explains market-consistent actuarial valuation, a key tool for solvency analysis Explores the basis of modern solvency analysis in insurance Examines solvency questions for applied examples in life and non-life insurance Includes updates on regulatory changes under Solvency II Includes supplementary material: sn.pub/extras
-20%
Mathematical Finance
Price range: ₹7,329.00 through ₹10,248.00
Provides a gentle introduction to the calculus and control for stochastic processes with jumps Covers Lévy and affine processes as well as their applications in financial modelling Compares and explains the rationale behind different valuation and hedging concepts
-20%
Mathematical Finance
Price range: ₹7,329.00 through ₹10,248.00
Provides a gentle introduction to the calculus and control for stochastic processes with jumps Covers Lévy and affine processes as well as their applications in financial modelling Compares and explains the rationale behind different valuation and hedging concepts
-20%
Mathematics of Finance: An Intuitive Introduction
Original price was: ₹3,739.00.₹2,992.00Current price is: ₹2,992.00.
Promotes critical thinking skills to develop intuition about financial options Highlights the mathematical concepts fundamental to finance by offering an intuitive approach Offers instructors potentially new to the area a valuable resource for teaching a mathematical finance course Simplifies complex mathematical concepts, such as the derivation of the Black–Scholes equation and its solutions, by emphasizing the concepts behind a formula Includes supplementary material: sn.pub/extras
-20%
Mathematics of Finance: An Intuitive Introduction
Original price was: ₹3,739.00.₹2,992.00Current price is: ₹2,992.00.
Promotes critical thinking skills to develop intuition about financial options Highlights the mathematical concepts fundamental to finance by offering an intuitive approach Offers instructors potentially new to the area a valuable resource for teaching a mathematical finance course Simplifies complex mathematical concepts, such as the derivation of the Black–Scholes equation and its solutions, by emphasizing the concepts behind a formula Includes supplementary material: sn.pub/extras
-20%
Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
Unifies scattered modern SABR analytics in the same text Intuitive but still rigorous explanation of complicated probabilistic concepts Numerous numerical results for both analytics and simulations which can serve as benchmarks
-20%
Modern SABR Analytics: Formulas and Insights for Quants, Former Physicists and Mathematicians
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
Unifies scattered modern SABR analytics in the same text Intuitive but still rigorous explanation of complicated probabilistic concepts Numerous numerical results for both analytics and simulations which can serve as benchmarks
-20%
Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion
Original price was: ₹11,767.00.₹9,414.00Current price is: ₹9,414.00.
Provides new notions and results of the theory of nonlinear expectations and related stochastic analysis Summarizes the latest studies on G-Martingale representation theorem and Itô’s integrals Includes exercises that help reader master and learn in each chapter
-20%
Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion
Original price was: ₹11,767.00.₹9,414.00Current price is: ₹9,414.00.
Provides new notions and results of the theory of nonlinear expectations and related stochastic analysis Summarizes the latest studies on G-Martingale representation theorem and Itô’s integrals Includes exercises that help reader master and learn in each chapter
-20%
Risk Management for Pension Funds: A Continuous Time Approach with Applications in R
Price range: ₹4,410.00 through ₹6,078.00
Provides a complete and consistent presentation of financial and actuarial risk All theoretical models are coupled with numerical methods (R codes provided) Introduces the "Martingale Method" to solve the dynamic optimization problem
-20%
Risk Management for Pension Funds: A Continuous Time Approach with Applications in R
Price range: ₹4,410.00 through ₹6,078.00
Provides a complete and consistent presentation of financial and actuarial risk All theoretical models are coupled with numerical methods (R codes provided) Introduces the "Martingale Method" to solve the dynamic optimization problem