1
Published 2006
Springer US
Table of Contents: ...On the Measurement of Risk -- Expected Utility Theory -- Stochastic Dominance Decision Rules...

2
by Stein, Jerome L.
Published 2012
Springer New York
Table of Contents: ..., disregarded warnings -- Failure of the Quants, mathematical finance models -- Philosophy of Stochastic optimal...

3
by Repplinger, Detlef
Published 2008
Springer Berlin Heidelberg
... the correlation structure of interest rates. Therefore, unspanned stochastic volatility (USV) as well as Random...

4
by Schöne, Max
Published 2015
Springer Fachmedien Wiesbaden
Table of Contents: ...Empirical Analysis of Statistical Commodity Price Properties -- Stochastic Volatility, Jump...

5
by Larcher, Gerhard
Published 2023
Springer International Publishing
Table of Contents: ...: stochastic analysis and applications, interest rate dynamics, and basic principles of pricing interest rate...

6
by Chiarella, Carl, He, Xue-Zhong, Sklibosios Nikitopoulos, Christina
Published 2015
Springer Berlin Heidelberg
Table of Contents: ... Stochastic Processes for Asset Price Modelling -- 3 An Initial Attempt at Pricing an Option -- 4...

7
by Lutz, Björn
Published 2010
Springer Berlin Heidelberg
Table of Contents: ...Mean Reversion in Commodity Prices -- Fundamentals of Derivative Pricing -- Stochastic Volatility...

8
by Lioui, Abraham, Poncet, Patrice
Published 2005
Springer US
Table of Contents: ... and Stochastic Interest Rates -- Investment and Hedging -- Pure Hedging -- Optimal Dynamic Portfolio Choice...

9
by Ekstrand, Christian
Published 2011
Springer Berlin Heidelberg
Table of Contents: ... -- Derivatives Modeling in Practice -- Skew and Smile Techniques: Continuous Stochastic Processes -- Local...

10
by Hubig, Anja
Published 2013
Springer Fachmedien Wiesbaden
Table of Contents: ... -- Stochastic modeling of the term structure dynamics -- Empirical validation of term structure simulations...

11
Published 2015
Springer New York
Table of Contents: ... Stochastic Volatility and Stochastic Interest Rates -- THE LE CHÂTELIER PRINCIPLE OF THE CAPITAL MARKET...

12
Published 2010
Springer US
... Performance under Stochastic Volatility and Stochastic Interest Rates" C.H. Ted Hong on "Dynamic Econometric...

13
by Koller, Michael
Published 2011
Springer Berlin Heidelberg
Table of Contents: ... and Organisation -- A Stochastic Processes -- B Application of the Markov model to Life Insurance -- C Abstract...

14
by Mönch, Burkart
Published 2005
Springer Berlin Heidelberg
Table of Contents: ...Modeling Feedback Effects with Stochastic Liquidity -- Optimal Liquidation Strategies...

15
by Chorro, Christophe, Guégan, Dominique, Ielpo, Florian
Published 2015
Springer Berlin Heidelberg
Table of Contents: ...Introduction -- 1 The Time Series Toolbox for Financial Returns -- 2 The Stochastic Discount Factor...

16
by Schmaltz, Christian
Published 2009
Gabler Verlag
.... Then, he assumes specific stochastic processes for the key variables leading to a particular liquidity...

17
by Alexandridis K., Antonis, Zapranis, Achilleas D.
Published 2013
Springer New York
Table of Contents: ...The weather derivatives market -- Introduction to Stochastic Calculus -- Handling the data...

18
by Schläfer, Timo
Published 2011
Gabler Verlag
..., such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rates as a source...

19
by Bouziane, Markus
Published 2008
Springer Berlin Heidelberg
Table of Contents: ... Term-Structure Models and Short-Rate Models with Stochastic Jump Intensity -- Conclusion...

20
by Back, Kerry
Published 2005
Springer Berlin Heidelberg
... not necessarily had prior exposure to probability theory, stochastic calculus, or computer programming...