Offers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically ...
WeiterlesenThis open access book focuses on the linear selection index (LSI) theory and its statistical properties. It addresses the ...
WeiterlesenWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
WeiterlesenIt is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions ...
WeiterlesenThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
WeiterlesenThis book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
WeiterlesenMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
WeiterlesenThe interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance ...
WeiterlesenThe abstract concept of "information" can be quantified and this has led to many important advances in the analysis of ...
WeiterlesenThis book shows how demography can build a strong theoretical edifice on its broad and deep empirical foundation by adoption ...
Weiterlesen"The book gives a comprehensive survey of non-life insurance mathematics. … Originally written for use with the actuarial ...
WeiterlesenThis book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo ...
WeiterlesenThis book introduces new methods for measuring and analyzing residential segregation. It begins by placing all popular ...
WeiterlesenThe overall aim of this book, an outcome of the European FP7 FET Open NESS project, is to contribute to the ongoing effort ...
WeiterlesenExplores official statistics and their social function in modern societies. Digitisation and globalisation are creating completely ...
WeiterlesenThis updated and expanded second edition has been informed by a major R&D programme on offshore risk assessment in Norway ...
WeiterlesenThe objective and the originality of this book is to present the different aspects and methods used in the resolution of ...
WeiterlesenParameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
WeiterlesenWhy simulation techniques? Simulation methods, designed for use in statistics and operations research, have experienced and ...
WeiterlesenThe book is based on author’s Ph.D. Thesis entitled ‘Pricing Interest – Rate Derivatives with Fourier Transform Techniques’. ...
Weiterlesen