The Paris-Princeton Lectures in Financial Mathematics, of which this is the third volume, will, on an annual basis, publish ...
Lire la suiteA major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. ...
Lire la suiteThe chapters address whether we have entered a "new normal" of low growth, negative real rates, and deflationary pressures, ...
Lire la suiteDealing with all aspects of risk management that have undergone significant innovation in recent years, this book aims at ...
Lire la suiteThis book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility ...
Lire la suiteThis book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
Lire la suiteMathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, ...
Lire la suiteOne of the most striking macroeconomic developments during the last three decades is the rise and persistence of large fiscal ...
Lire la suiteTime Series Analysis and Its Applications, Second Edition, presents a balanced and comprehensive treatment of both time and ...
Lire la suiteSupply chain management helped companies to manage volumes, fulfil customer demand and optimize costs in production and distribution. ...
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