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41
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...”
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42
by Shafer, Glenn, Vovk, Vladimir
Published 2019
John Wiley & Sons, Inc.
“... ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors...”
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43
by Duffie, Darrell
Published 2011
Oxford University Press
“... statistical methodology for default prediction based on stochastic intensity modelling. The findings...”
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44
by Consiglio, Andrea
Published 2009
Wiley
Table of Contents: “...; 5.7.1 The FINLIB files; 6 Dynamic Portfolio Optimization with Stochastic Programming; 6.1 Preview; 6.2...”
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45
by Zagst, Rudi
Published 2002
Springer Berlin Heidelberg
Table of Contents: “...1 Introduction -- I Mathematical Finance Background -- 2 Stochastic Processes and Martingales -- 3...”
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46
by Bhandari, Jagdeep S.
Published 1987
MIT Press
“... on the stochastic aspects of the assumption and exploring the variability of, for example, output and prices...”
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47
by Ammann, Manuel
Published 1999
Springer Berlin Heidelberg
Table of Contents: “... of Proposition 4.5.1 -- A.5 Proof of Proposition 6.3.1 -- B. Stochastic Utilities -- B.1 Probabilistic...”
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48
Published 1993
Physica-Verlag HD
Table of Contents: “... Decomposition of Random Net Present Values -- Dynamic Portfolio Management with a Discrete-Time Stochastic...”
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49
by Cossin, Didier, Aparicio Acosta, Felipe M.
Published 2001
Springer US
Table of Contents: “... deterministic control -- 2. Optimal stochastic control -- 3. Stochastic impulse control -- 4. The Model -- 1...”
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50
Published 1996
Physica-Verlag HD
Table of Contents: “...Financial Modelling: From Stochastics to Chaotics and Back to Stochastics -- Uncertainty about...”
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51
by Aldridge, Irene, Avellaneda, Marco
Published 2021
John Wiley & Sons, Inc.
Table of Contents: “... -- Data as a signal versus noise -- Applications : unsupervised learning in option pricing and stochastic...”
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52
by Schmaltz, Christian
Published 2009
Gabler Verlag
“.... Then, he assumes specific stochastic processes for the key variables leading to a particular liquidity...”
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53
by Madan, Dilip, Schoutens, Wim
Published 2016
Cambridge University Press
Table of Contents: “...Machine generated contents note: 1. Financial mathematics principles; 2. Stochastic processes...”
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54
by Hilpisch, Yves J.
Published 2015
John Wiley & Sons
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55
by Francq, Christian, Zakoian, Jean-Michel
Published 2019
John Wiley & Sons
“... on Stochastic Recurrence Equations and additional material on EGARCH, Log-GARCH, GAS, MIDAS, and intraday...”
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56
Published 1984
Springer Berlin Heidelberg
Table of Contents: “... Stochastic Programming: A Stochastic Flows-With-Gains Approach -- Corporate Planning and Capital Maintenance...”
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57
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...”
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58
by Tick, Evan
Published 2007
John Wiley & Sons
Table of Contents: “... SIZING. 5.6 CLASS ARCHITECTURE. 5.7 DOING IT IN EXCEL -- Stochastic Models / 6.1 RISK FACTORS. 6.2...”
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59
by Schläfer, Timo
Published 2011
Gabler Verlag
“..., such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rates as a source...”
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60
by Bouziane, Markus
Published 2008
Springer Berlin Heidelberg
Table of Contents: “... Term-Structure Models and Short-Rate Models with Stochastic Jump Intensity -- Conclusion...”