Covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; ...
Lire la suiteThis collection of formulas constitutes a compendium of mathematics for eco nomics and business. It contains the most important ...
Lire la suiteThe present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
Lire la suiteThe present monograph has the following particular aims: To present basic results (with proofs) of optimal stopping theory ...
Lire la suiteWritten by accomplished teachers and researchers in the field, this book presents quantitative finance theory through applications ...
Lire la suiteThis volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, ...
Lire la suiteProvides a variety of modelling frameworks for documenting the frequency and intensity of commodity price shocks. Second, ...
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