Search results for ""author john appleby""
Taylor & Francis Inc Numerical Methods for Finance
Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the financial field.Presenting state-of-the-art methods in this area, the book first discusses the coherent risk measures theory and how it applies to practical risk management. It then proposes a new method for pricing high-dimensional American options, followed by a description of the negative inter-risk diversification effects between credit and market risk. After evaluating counterparty risk for interest rate payoffs, the text considers strategies and issues concerning defined contribution pension plans and participating life insurance contracts. It also develops a computationally efficient swaption pricing technology, extracts the underlying asset price distribution implied by option prices, and proposes a hybrid GARCH model as well as a new affine point process framework. In addition, the book examines performance-dependent options, variance reduction, Value at Risk (VaR), the differential evolution optimizer, and put-call-futures parity arbitrage opportunities.Sponsored by DEPFA Bank, IDA Ireland, and Pioneer Investments, this concise and well-illustrated book equips practitioners with the necessary information to make important financial decisions.
£170.00
John Wiley and Sons Ltd Using Patient Reported Outcomes to Improve Health Care
A practical, introductory guide to the best use of Patient Reported Outcomes (PROs) to improve the quality of health care and patient health. Only title to exclusively introduce, explain and show how PROs can be best used to improve healthcare and patient outcomes Includes real life examples and case studies of PROs in practice Assesses the growing evidence base for PROs in practice Editor team from Office of Health Economics (OHE), The King's Fund and King’s College London with contributions from practising clinicians, GPs and other healthcare professionals
£27.95
