Aspects of Mathematical Finance
Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical ...
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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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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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Semi-Markov Risk Models for Finance, Insurance and Reliability
This book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems ...
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The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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The Mathematics of Arbitrage
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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Tools for Computational Finance
Only in recent years quantitative analysts have asked for the numerical solution of a free-boundary partial di?erential equation. ...
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