This volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
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 masOffers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically ...
Lee masThis book is structured around the main theories and models used by practitioners to engineer finance and investment tools. ...
Lee maswe will investigate the 'market-conform' pricing of newly issued contingent claims. A contingent claim is a derivative ...
Lee masThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Lee masPortfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations ...
Lee masA major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. ...
Lee masGuerard and Schwartz cover a wide variety of tools and techniques used to evaluate and manage financial performance, with ...
Lee masIn Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage, distinguished physicist-turned-quant ...
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