Electronic Books

Total Books: 1 - 20 /36

The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for ...

The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...

The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...

Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...

Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical ...

Offers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...

In particular, we have included some key concepts and results from trade theory, games of incomplete information and combinatorics. ...

Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the ...

The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...

The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...

The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...

The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...

The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...

The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...

The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...

The justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...

While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...

This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...

Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...

This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and ...

Total Books: 1 - 20 /36