Electronic Books

Total Books: 1 - 20 /36
978-3-540-47856-0
A Benchmark Approach to Quantitative Finance

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

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978-3-540-26441-5
Applied Stochastic Control of Jump Diffusions

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

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978-3-540-69826-5
Applied Stochastic Control of Jump Diffusions

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

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978-3-540-49966-4
Aspects of Brownian Motion

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

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978-3-540-75265-3
Aspects of Mathematical Finance

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

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978-88-470-0601-0
Calcolo stocastico per la finanza = Stochastic Calculation for Finance

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

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978-3-540-28518-2
Economists Mathematical Manual

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

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978-1-84628-696-4
Financial Modeling Under Non-Gaussian Distributions

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

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978-3-540-30788-4
From Stochastic Calculus to Mathematical Finance

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

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978-3-540-30788-4
From Stochastic Calculus to Mathematical Finance

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

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978-3-540-35513-7
In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX

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

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978-3-540-35513-7
In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX

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

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978-3-540-34604-3
Interest Rate Models - Theory and Practice

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

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978-3-540-34604-3
Interest Rate Models - Theory and Practice

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

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978-3-540-34837-5
Introduction to Stochastic Calculus for Finance

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

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978-3-540-34837-5
Introduction to Stochastic Calculus for Finance

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

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978-3-540-78572-9
Malliavin Calculus for Lévy Processes with Applications to Finance

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

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978-3-540-26653-2
Martingale Methods in Financial Modelling

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

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978-3-540-68688-0
Mathematical Models of Financial Derivatives

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

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978-0-387-22640-8
Mathematics of Financial Markets

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

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Total Books: 1 - 20 /36