Market-Consistent Actuarial Valuation
It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions ...
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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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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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Modern Actuarial Risk Theory
"The book gives a comprehensive survey of non-life insurance mathematics. … Originally written for use with the actuarial ...
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Monte Carlo and Quasi-Monte Carlo Methods 2006
This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo ...
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Optimisation et contrôle stochastique appliqués à la finance = Optimization and stochastic control applied to finance
The objective and the originality of this book is to present the different aspects and methods used in the resolution of ...
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Parameter Estimation in Stochastic Differential Equations
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
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Premiers pas en simulation = First steps in simulation
Why simulation techniques? Simulation methods, designed for use in statistics and operations research, have experienced and ...
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Pricing Interest-Rate Derivatives
The book is based on author’s Ph.D. Thesis entitled ‘Pricing Interest – Rate Derivatives with Fourier Transform Techniques’. ...
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Real Options and Intellectual Property
the author proposes an integrated approach to patent risk and capital budgeting in pharmaceutical research and development ...
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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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Simulation and Inference for Stochastic Differential Equations : With R Examples
The book is organized into four chapters. The first one introduces the subject and presents several classes of processes ...
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Statistical Models and Methods for Financial Markets
This book presents statistical methods and models of importance to quantitative finance and links finance theory to market ...
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Statistics of Financial Markets : An Introduction
Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications ...
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Stochastic Analysis and Applications
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
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The Brownian Motion : A Rigorous but Gentle Introduction for Economists
This textbook is the first to provide Business and Economics with a precise and intuitive introduction to the formal backgrounds ...
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