Market-Consistent Actuarial Valuation
It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions ...
Lee mas
Martingale Methods in Financial Modelling
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Lee mas
Mathematical Control Theory and Finance
This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
Lee mas
Mathematical Models of Financial Derivatives
Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Lee mas
Modern Actuarial Risk Theory
"The book gives a comprehensive survey of non-life insurance mathematics. … Originally written for use with the actuarial ...
Lee mas
Monte Carlo and Quasi-Monte Carlo Methods 2006
This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo ...
Lee mas
Optimisation et contrôle stochastique appliqués à la finance = Optimization and stochastic control applied to finance
The objective and the originality of this book is to present the different aspects and methods used in the resolution of ...
Lee mas
Parameter Estimation in Stochastic Differential Equations
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
Lee mas
Premiers pas en simulation = First steps in simulation
Why simulation techniques? Simulation methods, designed for use in statistics and operations research, have experienced and ...
Lee mas
Pricing Interest-Rate Derivatives
The book is based on author’s Ph.D. Thesis entitled ‘Pricing Interest – Rate Derivatives with Fourier Transform Techniques’. ...
Lee mas
Real Options and Intellectual Property
the author proposes an integrated approach to patent risk and capital budgeting in pharmaceutical research and development ...
Lee mas
Semi-Markov Risk Models for Finance, Insurance and Reliability
This book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems ...
Lee mas
Simulation and Inference for Stochastic Differential Equations : With R Examples
The book is organized into four chapters. The first one introduces the subject and presents several classes of processes ...
Lee mas
Statistical Models and Methods for Financial Markets
This book presents statistical methods and models of importance to quantitative finance and links finance theory to market ...
Lee mas
Statistics of Financial Markets : An Introduction
Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications ...
Lee mas
Stochastic Analysis and Applications
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...
Lee mas
The Brownian Motion : A Rigorous but Gentle Introduction for Economists
This textbook is the first to provide Business and Economics with a precise and intuitive introduction to the formal backgrounds ...
Lee mas
