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Guide to Economic Indicators, 4 edition

Guide to Economic Indicators, 4 edition by Norman Frumkin
English | ISBN: 0765616475 | 2005 | PDF | 305 pages | 2,6 mb

A resource of over 70 statistical indicators of the U.S. economy, including the Consumer Price Index, Gross Domestic Product, unemployment, housing starts, interest rates, and balance of payments. Ten more indicators have been added to those in the previous edition. This text refers to an alternate Hardcover edition.
Specific topics covered include:
* Theory and application of the Variance-Gamma process
* Lévy process driven fixed-income and credit-risk models, including CDO pricing
* Numerical PDE and Monte Carlo methods
* Asset pricing and derivatives valuation and hedging
* Itô formulas for fractional Brownian motion
* Martingale characterization of asset price bubbles
* Utility valuation for credit derivatives and portfolio management
Advances in Mathematical Finance is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.

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Tags: Economic, Indicators

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