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When Genius Failed: The Rise and Fall of Long-Term Capital Management

Roger Lowenstein - Business & Economics - 2001 - 264 pages
I. Hedge funds—United States. I. Longterm Capital Management (Firm) Title. II.
HG4930.L69 2000 332.6–dc21 00028091 Random House website address:
www.atrandom.com eISBN: 9780375506444 Cover design: Flamur Tonuzi. v3.
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The Heston Model and Its Extensions in VBA

Fabrice D. Rouah - Business & Economics - 2015 - 352 pages
This book provides complete guidance toward the successful implementation of this valuable model using the industry's ubiquitous financial modeling software, giving users the understanding—and VBA code—they need to produce option prices ...
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The Heston Model and its Extensions in Matlab and C#

Fabrice D. Rouah - Business & Economics - 2013 - 432 pages
The book's material is drawn from research papers and many of the models covered and the computer codes are unavailable from other sources. The book is light on theory and instead highlights the implementation of the models.
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Correlation Risk Modeling and Management: An Applied Guide including the ...

Gunter Meissner - Business & Economics - 2013 - 350 pages
This book looks at all aspects of correlation modeling and will be a valuable resource for both academics and practitioners." —John Hull, Maple Financial Professor of Derivatives and Risk Management Joseph L. Rotman School of Management ...
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