The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for ...
Lire la suiteThis book aims at a middle ground between the introductory books on derivative securities and those that provide advanced ...
Lire la suiteThis book contains the edited version of the invited lectures that were delivered by prominent researchers at UTL. This book ...
Lire la suite"Market quality" is a complex, ambiguous term that means different things to different people. How should it be defined, ...
Lire la suiteThis volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
Lire la suiteApplied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics ...
Lire la suiteThe book studies the interaction of the financial market, economic activity and the macroeconomy from a dynamic perspective. ...
Lire la suiteThis book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and ...
Lire la suiteThe second edition includes discussions of critical new topics like dual curve swap valuation, option valuation within a ...
Lire la suiteARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. ...
Lire la suiteCovers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; ...
Lire la suiteThis book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price ...
Lire la suiteThis exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range ...
Lire la suiteThe calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
Lire la suiteThe calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
Lire la suiteThis excellent textbook presents an introduction to the time series analysis. It provides a good source of information for ...
Lire la suiteCrypto-currencies are financial assets with high volatility, which calls for an investigation of the long-run relation between ...
Lire la suiteWhen applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic ...
Lire la suiteThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
Lire la suiteThis book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
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