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- Deep Learning with PyTorch Step-by-Step: A Beginner's Guide: Volume III: Sequences & NLP door Daniel Voigt GodoyLes Deux Arbres De La Voie: Le Livre De Lao-tseu/ Les Entretiens De Confucius (Bibliotheque Chinoise) (Chinese and French Edition) door ConfuciusThe Principles of Deep Learning Theory: An Effective Theory Approach to Understanding Neural Networks door Daniel A. RobertsThe Sibyls: the First Prophetess’ of Mami (Wata):The Theft of African Prophecy by the Catholic Church door Mama ZogbéDeep Learning Architectures: A Mathematical Approach (Springer Series in the Data Sciences) door Ovidiu CalinDeep Learning with PyTorch Step-by-Step: A Beginner's Guide: Volume I: Fundamentals door Daniel Voigt GodoyMonsieur Ibrahim et les fleurs du Coran (French Edition) (Littérature française) door Eric-Emmanuel SchmittLa reveuse d'Ostende (Romans, Nouvelles, Recits (Domaine Francais)) (French Edition) door Eric-Emmanuel SchmittSumo Qui Ne Pouvait Pas Grossir (Le) (Romans, Nouvelles, Recits (Domaine Francais)) (French Edition) door Eric-Emmanuel SchmittEnfant de Noe (L') (Romans, Nouvelles, Recits (Domaine Francais)) (French Edition) door Eric-Emmanuel Schmitt24 heures de la vie d'une femme d'Éric-Emmanuel Schmitt - Classiques et Contemporains door Eric-Emmanuel Schmitt24 heures de la vie d'une femme d'Éric-Emmanuel Schmitt - Classiques et Contemporains door Eric-Emmanuel SchmittMes maîtres de bonheur : Ma vie avec Mozart ; Quand je pense que Beethoven est mort alors que tant de crétins vivent... ; Le mystère Bizet door Eric-Emmanuel SchmittQuantitative Portfolio Management: The Art and Science of Statistical Arbitrage door Michael IsichenkoInterest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering) door Riccardo RebonatoThe SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives door Riccardo RebonatoCoherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress (The Wiley Finance Series) door Riccardo RebonatoCounterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes (The Wiley Finance Series) door Damiano BrigoAccounting for Derivatives: Advanced Hedging under IFRS 9 (The Wiley Finance Series) door Juan RamirezCounterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets door Jon GregoryThe Economist: The Chief Financial Officer: What CFOs do, the influence they have, and why it matters door Jason KaraianAnalysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing (Chapman and Hall/CRC Financial Mathematics Series) door Pierre Henry-LabordereMonte Carlo Methods and Models in Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series) door Ralf KornIntroduction to Credit Risk Modeling (Chapman and Hall/CRC Financial Mathematics Series Book 19) door Christian BluhmInterest Rate Modeling: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series) door Lixin WuRobust Libor Modelling and Pricing of Derivative Products (Chapman and Hall/CRC Financial Mathematics Series) door John SchoenmakersPortfolio Optimization and Performance Analysis (Chapman and Hall/CRC Financial Mathematics Series) door Jean-Luc PrigentIntroduction to Stochastic Calculus Applied to Finance, Second Edition (Chapman and Hall/CRC Financial Mathematics Series) door Damien LambertonInterest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling door Jörg KienitzThe XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained) door Dongsheng LuInterest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained) door Jörg KienitzAlgorithmic Differentiation in Finance Explained (Financial Engineering Explained) door Marc HenrardAn Introduction to the Mathematics of Financial Derivatives, Second Edition (Academic Press Advanced Finance) door Salih N. NeftciInterest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) door Marc HenrardDiscounting, LIBOR, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance) door C. KenyonZero Lower Bound Term Structure Modeling: A Practitioner’s Guide (Applied Quantitative Finance) door L. KrippnerOptimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift door Freddy DelbaenOptimisation et contrôle stochastique appliqués à la finance (Mathématiques et Applications) (French Edition) door Huyên PhamParis-Princeton Lectures on Mathematical Finance 2002 (Lecture Notes in Mathematics, 1814) door Peter BankOptimal Portfolios with Stochastic Interest Rates and Defaultable Assets (Lecture Notes in Economics and Mathematical Systems, 540) door Holger KraftBond Portfolio Optimization (Lecture Notes in Economics and Mathematical Systems) door Michael PuhleMathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios (Springer Series in Operations Research and Financial Engineering) door Ludger RüschendorfMonte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability, 53) door Paul GlassermanMartingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) door Marek MusielaFixed-Income Portfolio Analytics: A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios door David Jamieson BolderImplementing Models in Quantitative Finance: Methods and Cases (Springer Finance) door Gianluca FusaiStochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) door Steven ShreveFinancial Modeling: A Backward Stochastic Differential Equations Perspective (Springer Finance) door Stéphane CrépeyInterest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) door Damiano BrigoModelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance) door Giovanni CesariQuantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates door Belal E. BaaquiePromoting Global Monetary and Financial Stability: The Bank for International Settlements after Bretton Woods, 1973–2020 (Studies in Macroeconomic History) door Claudio BorioCentral Bank Cooperation at the Bank for International Settlements, 1930-1973 (Studies in Macroeconomic History) door Gianni TonioloMastering Collateral Management and Documentation: A Practical Guide for Negotiators door Paul C. HardingPortfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation door Riccardo RebonatoMultiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives (Mathematics, Finance & Risk) door Jean-Pierre FouqueFinancial Institutions Management: A Risk Management Approach (McGraw-Hill/Irwin Series in Finance, Insurance & Real Estate) door Anthony SaundersModern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond door Riccardo RebonatoPlight of the Fortune Tellers: Why We Need to Manage Financial Risk Differently door Riccardo RebonatoQuantitative Risk Management: Concepts, Techniques, and Tools (Princeton Series in Finance) door Alexander J. McNeilCredit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity door Tomasz BieleckiOptimal Portfolios: Stochastic Models For Optimal Investment And Risk Management In Continuous Time door Ralf KornOptimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk door Robert KissellWeapons of Math Destruction: How Big Data Increases Inequality and Threatens Democracy door Cathy O'NeilDédale et Icare door Luc Ferry"la radionavigation et l'ifr ; avec exercices resolus et rappel de calcul mental" door François MougeryLo Pitit Prinço, Der kleine Prinz – Vaudois: Der kleine Prinz – Frankoprovenzalisch door Antoine de Saint-ExupéryDr gläi Brinz: Baaseldütschi Ussgoob (Baseldeutsche Ausgabe) - Der kleine Prinz door Antoine de Saint-Exupéry
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