Offers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically ...
Continue reading
This open access book focuses on the linear selection index (LSI) theory and its statistical properties. It addresses the ...
Continue reading
While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Continue reading
It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions ...
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
This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
Continue reading
Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Continue reading
The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance ...
Continue reading
The abstract concept of "information" can be quantified and this has led to many important advances in the analysis of ...
Continue reading
This 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 reading
This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo ...
Continue reading
This book introduces new methods for measuring and analyzing residential segregation. It begins by placing all popular ...
Continue reading
The overall aim of this book, an outcome of the European FP7 FET Open NESS project, is to contribute to the ongoing effort ...
Continue reading
Explores 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 reading
The objective and the originality of this book is to present the different aspects and methods used in the resolution of ...
Continue reading
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
Continue reading
Why simulation techniques? Simulation methods, designed for use in statistics and operations research, have experienced and ...
Continue reading
The book is based on author’s Ph.D. Thesis entitled ‘Pricing Interest – Rate Derivatives with Fourier Transform Techniques’. ...
Continue reading