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. ...
اقرأ المزيدProgress and Confusion: The State of Macroeconomic Policy
The chapters address whether we have entered a "new normal" of low growth, negative real rates, and deflationary pressures, ...
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Risk Management
Dealing with all aspects of risk management that have undergone significant innovation in recent years, this book aims at ...
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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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Time Series Analysis and Its Applications
Time Series Analysis and Its Applications, Second Edition, presents a balanced and comprehensive treatment of both time and ...
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Value Chain Management in the Chemical Industry
Supply chain management helped companies to manage volumes, fulfil customer demand and optimize costs in production and distribution. ...
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