Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical ...
Continue readingOffers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...
Continue readingThis open access brief introduces the basic principles of control theory in a concise self-study guide. It complements the ...
Continue readingTeaches statistical analyses and research methods utilizing business case studies and financial data, with the applications ...
Continue readingCovers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; ...
Continue readingThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
Continue readingThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
Continue readingThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
Continue readingThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
Continue readingThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Continue readingThis book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
Continue readingMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Continue readingThe proceedings include many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial ...
Continue readingThe proceedings include many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial ...
Continue readingThis book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo ...
Continue readingThe Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish ...
Continue readingMathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
Continue readingThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
Continue readingOnly in recent years quantitative analysts have asked for the numerical solution of a free-boundary partial di?erential equation. ...
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