Offers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically ...
Continue readingThis open access book focuses on the linear selection index (LSI) theory and its statistical properties. It addresses the ...
Continue readingWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Continue readingIt is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions ...
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 interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance ...
Continue readingThe abstract concept of "information" can be quantified and this has led to many important advances in the analysis of ...
Continue readingThis book shows how demography can build a strong theoretical edifice on its broad and deep empirical foundation by adoption ...
Continue reading"The book gives a comprehensive survey of non-life insurance mathematics. … Originally written for use with the actuarial ...
Continue readingThis book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo ...
Continue readingThis book introduces new methods for measuring and analyzing residential segregation. It begins by placing all popular ...
Continue readingThe overall aim of this book, an outcome of the European FP7 FET Open NESS project, is to contribute to the ongoing effort ...
Continue readingExplores official statistics and their social function in modern societies. Digitisation and globalisation are creating completely ...
Continue readingThis updated and expanded second edition has been informed by a major R&D programme on offshore risk assessment in Norway ...
Continue readingThe objective and the originality of this book is to present the different aspects and methods used in the resolution of ...
Continue readingParameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
Continue readingWhy simulation techniques? Simulation methods, designed for use in statistics and operations research, have experienced and ...
Continue readingThe book is based on author’s Ph.D. Thesis entitled ‘Pricing Interest – Rate Derivatives with Fourier Transform Techniques’. ...
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