Covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; ...
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This collection of formulas constitutes a compendium of mathematics for eco nomics and business. It contains the most important ...
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The present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
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The present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
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Written by accomplished teachers and researchers in the field, this book presents quantitative finance theory through applications ...
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This 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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