Offers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically ...
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This open access book focuses on the linear selection index (LSI) theory and its statistical properties. It addresses the ...
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While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
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It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions ...
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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 interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance ...
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The abstract concept of "information" can be quantified and this has led to many important advances in the analysis of ...
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This book shows how demography can build a strong theoretical edifice on its broad and deep empirical foundation by adoption ...
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"The book gives a comprehensive survey of non-life insurance mathematics. … Originally written for use with the actuarial ...
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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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This book introduces new methods for measuring and analyzing residential segregation. It begins by placing all popular ...
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The overall aim of this book, an outcome of the European FP7 FET Open NESS project, is to contribute to the ongoing effort ...
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Explores official statistics and their social function in modern societies. Digitisation and globalisation are creating completely ...
Lire la suiteThis updated and expanded second edition has been informed by a major R&D programme on offshore risk assessment in Norway ...
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The objective and the originality of this book is to present the different aspects and methods used in the resolution of ...
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Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
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Why simulation techniques? Simulation methods, designed for use in statistics and operations research, have experienced and ...
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The book is based on author’s Ph.D. Thesis entitled ‘Pricing Interest – Rate Derivatives with Fourier Transform Techniques’. ...
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