Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical ...
Lee masIn modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic ...
Lee masThis book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and ...
Lee masThis book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems ...
Lee masThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Lee masThis long-awaited book aims at a rigorous mathematical treatment of the theory of pricing and hedging of derivative securities ...
Lee masOnly in recent years quantitative analysts have asked for the numerical solution of a free-boundary partial di?erential equation. ...
Lee mas