A Course in Derivative Securities
This book aims at a middle ground between the introductory books on derivative securities and those that provide advanced ...
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A Trading Desk View of Market Quality
"Market quality" is a complex, ambiguous term that means different things to different people. How should it be defined, ...
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Advances in Mathematical Finance
This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
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Applied Quantitative Finance
Applied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics ...
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Binomial Models in Finance
This book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and ...
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Estimation in Conditionally Heteroscedastic Time Series Models
ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. ...
اقرأ المزيدFood Price Volatility and Its Implications for Food Security and Policy
This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price ...
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High Frequency Financial Econometrics
This exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range ...
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Introduction to Modern Time Series Analysis
This excellent textbook presents an introduction to the time series analysis. It provides a good source of information for ...
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Long Memory in Economics
When applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic ...
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Martingale Methods in Financial Modelling
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
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Mathematical Control Theory and Finance
This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
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Paris-Princeton Lectures on Mathematical Finance 2004
The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish ...
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Pricing of Bond Options
A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. ...
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Semiparametric Modeling of Implied Volatility
This book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility ...
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Stochastic Calculus of Variations in Mathematical Finance
This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
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Stochastic Finance
Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
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The Political Economy of Fiscal Policy
One of the most striking macroeconomic developments during the last three decades is the rise and persistence of large fiscal ...
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