This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
اقرأ المزيدThis book is introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the ...
اقرأ المزيدConsidering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical ...
اقرأ المزيدOffers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...
اقرأ المزيدDYNAMIC ASSET ALLOCATION WITH FORWARD AND FUTURES is an advanced text on the theory of forward and futures markets which ...
اقرأ المزيدOffers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically ...
اقرأ المزيدThis book is structured around the main theories and models used by practitioners to engineer finance and investment tools. ...
اقرأ المزيدwe will investigate the 'market-conform' pricing of newly issued contingent claims. A contingent claim is a derivative ...
اقرأ المزيدThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
اقرأ المزيدThis text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
اقرأ المزيدThis text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over ...
اقرأ المزيدPortfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations ...
اقرأ المزيدA major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. ...
اقرأ المزيدGuerard and Schwartz cover a wide variety of tools and techniques used to evaluate and manage financial performance, with ...
اقرأ المزيدIn Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant ...
اقرأ المزيدTwo noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus ...
اقرأ المزيدThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
اقرأ المزيدThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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