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21
by Iacus, Stefano M.
Published 2011
J. Wiley & Sons
Table of Contents: “... Stochastic differential equations with jumps; 3.18.8 Itô formula for Lévy driven stochastic differential...”
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22
by Maruhn, Jan H.
Published 2009
De Gruyter
Subjects: “...Stochastic Volatility...”
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23
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...”
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24
by Gan, Guojun, Ma, Chaoqun, Xie, Hong
Published 2014
Wiley
Table of Contents: “... -- Discrete distributions -- Continuous distributions -- Central limit theorems -- Stochastic processes...”
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25
by Lutz, Björn
Published 2010
Springer Berlin Heidelberg
Table of Contents: “...Mean Reversion in Commodity Prices -- Fundamentals of Derivative Pricing -- Stochastic Volatility...”
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26
by Barski, Michał, Zabczyk, Jerzy
Published 2020
Cambridge University Press
Table of Contents: “...Elements of the bond market -- Arbitrage-free bond markets -- Completeness -- Stochastic...”
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27
by Lindström, Erik, Madsen, Henrik, Nielsen, Jan Nygaard
Published 2015
CRC Press
Table of Contents: “... -- Kernel estimators in time series analysis -- Stochastic calculus -- Stochastic differential equations...”
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28
by Navin, Robert L.
Published 2007
Wiley
Table of Contents: “... -- Stochastic calculus -- Applications of stochastic calculus to finance -- From stochastic processes formalism...”
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29
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...”
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30
by Cornuejols, Gerard, Tütüncü, Reha
Published 2007
Cambridge University Press
Table of Contents: “... methods -- DP models : option pricing -- DP models : structuring asset-backed securities -- Stochastic...”
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31
by Campolieti, Giuseppe
Published 2013
CRC Press
Table of Contents: “.... Discrete-time modeling: Single-Period Arrow-Debreu Models -- Introduction to Discrete-Time Stochastic...”
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32
by Fabozzi, Frank J.
Published 2013
Wiley
Table of Contents: “... to Stochastic Programming and Its Applications to€Finance; WHAT IS STOCHASTIC PROGRAMMING?; STOCHASTIC...”
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33
by Ekstrand, Christian
Published 2011
Springer Berlin Heidelberg
Table of Contents: “... -- Derivatives Modeling in Practice -- Skew and Smile Techniques: Continuous Stochastic Processes -- Local...”
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34
by Hubig, Anja
Published 2013
Springer Fachmedien Wiesbaden
Table of Contents: “... -- Stochastic modeling of the term structure dynamics -- Empirical validation of term structure simulations...”
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35
Published 2015
Springer New York
Table of Contents: “... Stochastic Volatility and Stochastic Interest Rates -- THE LE CHÂTELIER PRINCIPLE OF THE CAPITAL MARKET...”
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36
by Kellerhals, B.Philipp
Published 2001
Springer Berlin Heidelberg
Table of Contents: “...1 Overview of the Study -- I Modeling and Estimation Principles -- 2 Stochastic Environment -- 3...”
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37
Published 2010
Springer US
“... Performance under Stochastic Volatility and Stochastic Interest Rates" C.H. Ted Hong on "Dynamic Econometric...”
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38
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...”
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39
by Mönch, Burkart
Published 2005
Springer Berlin Heidelberg
Table of Contents: “...Modeling Feedback Effects with Stochastic Liquidity -- Optimal Liquidation Strategies...”
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40
by Rouah, Fabrice
Published 2013
John Wiley & Sons, Inc.
“...Tap into the power of the most popular stochastic volatility model for pricing equity derivatives...”