This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. ...
Lee masThe calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
Lee masThe calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
Lee masMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Lee masThis book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility ...
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 mas