Financial Markets in Continuous Time
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic ...
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Health Services Marketing : A Practitioner's Guide
Health Services Marketing: A Practitioner’s Guide clearly and succinctly explains the range of marketing activities and ...
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Hidden Markov Models in Finance
A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems ...
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Implementing Models in Quantitative Finance: Methods and Cases
This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. ...
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Information and Communication Technologies in Tourism 2006
This collection of papers presented at the 13th ENTER Conference represents a unique opportunity of sharing knowledge with ...
اقرأ المزيدInnovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, ...
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Interest Rate Models - Theory and Practice
The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
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Interest Rate Models - Theory and Practice
The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
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Internet and Network Economics (vol. # 3828)
WINE 2005, the First Workshop on Internet and Network Economics (WINE 2005), took place in Hong Kong, China, December 15-17, ...
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Introduction to Stochastic Calculus for Finance
The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
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Introduction to Stochastic Calculus for Finance
The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
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Investment Valuation and Asset Pricing : Models and Methods / James W. Kolari , Seppo Pynnönen
Offers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically ...
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Irreversible Decisions under Uncertainty
In real life, as well as in economic models, individuals often make decisions in an uncertain environment. In many cases, ...
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Malliavin Calculus for Lévy Processes with Applications to Finance
While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
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Market-Conform Valuation of Options
we will investigate the 'market-conform' pricing of newly issued contingent claims. A contingent claim is a derivative ...
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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 Models of Financial Derivatives
Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
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Mathematical and Computational Models for Congestion Charging
This book presents rigorous treatments of issues related to congestion pricing. The chapters describe recent advances in ...
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Mathematical and Computational Models for Congestion Charging
This book presents rigorous treatments of issues related to congestion pricing. The chapters describe recent advances in ...
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Mathematics of Financial Markets
This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and ...
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