The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for ...
Lire la suiteThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
Lire la suiteThe main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful ...
Lire la suiteStochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian ...
Lire la suiteConsidering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical ...
Lire la suiteOffers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...
Lire la suiteIn particular, we have included some key concepts and results from trade theory, games of incomplete information and combinatorics. ...
Lire la suitePractitioners and researchers who have handled financial market data know that asset returns do not behave according to the ...
Lire la suiteThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
Lire la suiteThe Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
Lire la suiteThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
Lire la suiteThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
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 suiteThe justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
Lire la suiteThe justifcation is mainly pedagogical. These lecture notes start with an elementary approach to stochastic calculus due ...
Lire la suiteWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
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 suiteMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Lire la suiteThis book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and ...
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