Electronic Books

Total Books: 21 - 37 /37

Market-Consistent Actuarial Valuation

It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions ...

Martingale Methods in Financial Modelling

This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...

Mathematical Control Theory and Finance

This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...

Mathematical Models of Financial Derivatives

Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...

Modern Actuarial Risk Theory

"The book gives a comprehensive survey of non-life insurance mathematics. … Originally written for use with the actuarial ...

Monte Carlo and Quasi-Monte Carlo Methods 2006

This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo ...

Optimisation et contrôle stochastique appliqués à la finance = Optimization and stochastic control applied to finance

The objective and the originality of this book is to present the different aspects and methods used in the resolution of ...

Parameter Estimation in Stochastic Differential Equations

Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...

Premiers pas en simulation = First steps in simulation

Why simulation techniques? Simulation methods, designed for use in statistics and operations research, have experienced and ...

Pricing Interest-Rate Derivatives

The book is based on author’s Ph.D. Thesis entitled ‘Pricing Interest – Rate Derivatives with Fourier Transform Techniques’. ...

Real Options and Intellectual Property

the author proposes an integrated approach to patent risk and capital budgeting in pharmaceutical research and development ...

Semi-Markov Risk Models for Finance, Insurance and Reliability

This book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems ...

Simulation and Inference for Stochastic Differential Equations : With R Examples

The book is organized into four chapters. The first one introduces the subject and presents several classes of processes ...

Statistical Models and Methods for Financial Markets

This book presents statistical methods and models of importance to quantitative finance and links finance theory to market ...

Statistics of Financial Markets : An Introduction

Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications ...

Stochastic Analysis and Applications

The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished ...

The Brownian Motion : A Rigorous but Gentle Introduction for Economists

This textbook is the first to provide Business and Economics with a precise and intuitive introduction to the formal backgrounds ...

Total Books: 21 - 37 /37