This book aims at a middle ground between the introductory books on derivative securities and those that provide advanced ...
Lee mas"Market quality" is a complex, ambiguous term that means different things to different people. How should it be defined, ...
Lee masThis volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
Lee masApplied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics ...
Lee masThis book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and ...
Lee masARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. ...
Lee masThis book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price ...
Lee masThis exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range ...
Lee masThis excellent textbook presents an introduction to the time series analysis. It provides a good source of information for ...
Lee masWhen applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic ...
Lee masThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Lee masThis book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
Lee masThe Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish ...
Lee masA major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. ...
Lee masThis book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility ...
Lee masThis book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
Lee masMathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
Lee masOne of the most striking macroeconomic developments during the last three decades is the rise and persistence of large fiscal ...
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