This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. ...
Continue readingThe calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
Continue readingThe calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
Continue readingMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Continue readingThis book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility ...
Continue readingThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Continue readingThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
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