Covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; ...
Continue readingThis collection of formulas constitutes a compendium of mathematics for eco nomics and business. It contains the most important ...
Continue readingThe present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
Continue readingThe present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
Continue readingWritten by accomplished teachers and researchers in the field, this book presents quantitative finance theory through applications ...
Continue readingThis volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, ...
Continue readingProvides a variety of modelling frameworks for documenting the frequency and intensity of commodity price shocks. Second, ...
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