Offers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically ...
Lee mas
This open access book focuses on the linear selection index (LSI) theory and its statistical properties. It addresses the ...
Lee mas
While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Lee mas
It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions ...
Lee mas
This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Lee mas
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 is a textbook on the theory behind modeling derivatives using the financial ...
Lee mas
The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance ...
Lee mas
The abstract concept of "information" can be quantified and this has led to many important advances in the analysis of ...
Lee mas
This book shows how demography can build a strong theoretical edifice on its broad and deep empirical foundation by adoption ...
Lee mas
"The book gives a comprehensive survey of non-life insurance mathematics. … Originally written for use with the actuarial ...
Lee mas
This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo ...
Lee mas
This book introduces new methods for measuring and analyzing residential segregation. It begins by placing all popular ...
Lee mas
The overall aim of this book, an outcome of the European FP7 FET Open NESS project, is to contribute to the ongoing effort ...
Lee mas
Explores official statistics and their social function in modern societies. Digitisation and globalisation are creating completely ...
Lee masThis updated and expanded second edition has been informed by a major R&D programme on offshore risk assessment in Norway ...
Lee mas
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 and stochastic partial differential equations is the science, art ...
Lee mas
Why simulation techniques? Simulation methods, designed for use in statistics and operations research, have experienced and ...
Lee mas
The book is based on author’s Ph.D. Thesis entitled ‘Pricing Interest – Rate Derivatives with Fourier Transform Techniques’. ...
Lee mas