The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for ...
Lee masThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
Lee masThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
Lee masStochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
Lee masConsidering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical ...
Lee masOffers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...
Lee masIn particular, we have included some key concepts and results from trade theory, games of incomplete information and combinatorics. ...
Lee masPractitioners and researchers who have handled financial market data know that asset returns do not behave according to the ...
Lee masThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
Lee masThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
Lee masThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
Lee masThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
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 masThe justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
Lee masThe justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
Lee masWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Lee masThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Lee masMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Lee masThis book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and ...
Lee mas