Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical ...
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Offers an introduction to the mathematical, probabilistic and numerical methods that are the basis of the models for the ...
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This open access brief introduces the basic principles of control theory in a concise self-study guide. It complements the ...
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Teaches statistical analyses and research methods utilizing business case studies and financial data, with the applications ...
Lire la suiteCovers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; ...
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The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
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The Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. ...
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The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
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The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements ...
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This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
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This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
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Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
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The proceedings include many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial ...
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The proceedings include many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial ...
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This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo ...
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The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish ...
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Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
Lire la suiteThese Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers ...
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Only in recent years quantitative analysts have asked for the numerical solution of a free-boundary partial di?erential equation. ...
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