Offers an overview of original works on foundational asset pricing studies that follows their historical publication chronologically ...
Lire la suiteThis open access book focuses on the linear selection index (LSI) theory and its statistical properties. It addresses the ...
Lire la suiteWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Lire la suiteIt is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions ...
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 suiteThis book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
Lire la suiteMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial ...
Lire la suiteThe interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance ...
Lire la suiteThe abstract concept of "information" can be quantified and this has led to many important advances in the analysis of ...
Lire la suiteThis book shows how demography can build a strong theoretical edifice on its broad and deep empirical foundation by adoption ...
Lire la suite"The book gives a comprehensive survey of non-life insurance mathematics. … Originally written for use with the actuarial ...
Lire la suiteThis book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo ...
Lire la suiteThis book introduces new methods for measuring and analyzing residential segregation. It begins by placing all popular ...
Lire la suiteThe overall aim of this book, an outcome of the European FP7 FET Open NESS project, is to contribute to the ongoing effort ...
Lire la suiteExplores 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 ...
Lire la suiteThe objective and the originality of this book is to present the different aspects and methods used in the resolution of ...
Lire la suiteParameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art ...
Lire la suiteWhy simulation techniques? Simulation methods, designed for use in statistics and operations research, have experienced and ...
Lire la suiteThe book is based on author’s Ph.D. Thesis entitled ‘Pricing Interest – Rate Derivatives with Fourier Transform Techniques’. ...
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