diagnostic collection correlation mathematical

books:

Exotic Options: The Cutting-edge Collection - Technical Papers published in Risk 1999-2003
Alexander Lipton

Risk Books, 2003

Brings to hand the very greatest authorities on exotic options modelling, pricing and hedging to arm you with all the necessary knowledge and practical ability you need to master these techniques. Provides all the insight and explanation you need in order to understand and apply all recent methodologies in the area of exotic options pricing and hedging. Allows you to closely follow various cutting-edge products and methodologies that ...

Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach

7 reviews
Alexander Lipton

World Scientific Publishing Company, 2001

State of the Art
I own pretty much all of the books on quantitative finance and this one holds a cherished place on my bookshelf. Anybody either working as a quant or with aspirations to become one should dust off some space on their bookshelf as well. Anybody who does serious research in finance in either academia or industry already knows that it is somewhat rare for top researchers to pen books of any length. ...

Diagnostic Atlas of the Heart

Mcgraw-Hill (Tx), 1996

This atlas is an expansion of illustrations found in the new eighth edition of Hurst's The Heart. One page of introductory text accompanies each chapter with legends briefly describing the illustrations. ECGs as well as radiologic images are included.

Mathematical Methods for Foreign Exchange
Alexander Lipton

World Scientific Pub Co Inc, 2001

CREDIT CORRELATION: Life After Copulas

World Scientific Publishing Company, 2007

The recent growth of credit derivatives has been explosive. The global credit derivatives market grew in notional value from $1 trillion to $20 trillion from 2000 to 2006. However, understanding the true nature of these instruments still poses both theoretical and practical challenges. For a long time now, the framework of Gaussian copulas parameterized by correlation, and more recently base correlation, has provided an adequate, if unintuitive, ...