This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
Continue reading
Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical ...
Continue reading
Offers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...
Continue reading
Offers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically ...
Continue reading
This book is structured around the main theories and models used by practitioners to engineer finance and investment tools. ...
Continue reading
we will investigate the 'market-conform' pricing of newly issued contingent claims. A contingent claim is a derivative ...
Continue reading
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Continue reading
Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations ...
Continue reading
A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. ...
Continue reading
Guerard and Schwartz cover a wide variety of tools and techniques used to evaluate and manage financial performance, with ...
Continue reading
In Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant ...
Continue reading
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Continue reading
This long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Continue reading