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mathematical finance » mathematical sciences

61
Published 2013
Springer New York
Table of Contents: ... Models in Macroeconomics and Finance -- Hidden Markov Models, Regime-Switching, and Mathematical Finance...

62
by Bardi, Martino, Crandall, Michael G., Evans, Lawrence C., Soner, Halil M.
Published 1997
Springer Berlin Heidelberg
Table of Contents: ... -- Controlled markov processes, viscosity solutions and applications to mathematical finance -- Front...

63
by Peskir, Goran, Shiryaev, Albert
Published 2006
Birkhäuser
Table of Contents: ... stopping in mathematical statistics -- Optimal stopping in mathematical finance -- Optimal stopping...

64
by Øksendal, Bernt
Published 2003
Springer Berlin Heidelberg
Table of Contents: ... to Optimal Stopping -- Application to Stochastic Control -- Application to Mathematical Finance...

65
Published 2013
Cambridge University Press
Table of Contents: ... and regulating systemic risk -- Networks -- Systemic risk and mathematical finance -- Counterparty risk...

66
by Zagst, Rudi
Published 2002
Springer Berlin Heidelberg
Table of Contents: ...1 Introduction -- I Mathematical Finance Background -- 2 Stochastic Processes and Martingales -- 3...

67
by Avramidi, Ivan
Published 2015
Springer International Publishing
Table of Contents: ... Processes -- 8 Applications in Mathematical Finance -- Summary -- References -- Index...

68
by Kisielewicz, Michał
Published 2020
Springer International Publishing
Table of Contents: ... Optimal Control Problems -- 9. Mathematical Finance Problems -- References -- Index...

69
by Dębicki, Krzysztof, Mandjes, Michel
Published 2015
Springer International Publishing
Table of Contents: ... -- Applications in mathematical finance -- Computational aspects: inversion techniques -- Concluding remarks...

70
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...

71
Published 1999
Springer Netherlands
Table of Contents: ... processes and mathematical finance -- Variational methods in local and global non-smooth analysis -- BSDEs...

72
by Blanco Castañeda, Liliana
Published 2012
Wiley
Table of Contents: ... to Queueing Models -- Stochastic Calculus -- Introduction to Mathematical Finance -- Appendix A: Basic...

73
by Handwerk, Agnes
Published 2021
Springer Berlin Heidelberg
Table of Contents: ... Von Mathematical Economics zu Mathematical Finance -- 6 Paul Embrechts - von der Versicherungs- zur...

74
by Yor, Marc
Published 2001
Springer Berlin Heidelberg
Table of Contents: ... Options, and Perpetuities Mathematical Finance, Vol. 3, No. 4 (October 1993), 349–375 (with Hélyette Geman...

75
Published 2014
Springer New York
Table of Contents: ... and Structural Models for Electricity Prices -- Fourier based valuation methods in mathematical finance...

76
by Wang, Guangchen, Wu, Zhen, Xiong, Jie
Published 2018
Springer International Publishing
... controls and mathematical finance. Lots of interesting phenomena arising from the area of mathematical...

77
by Jarrow, Robert A.
Published 2018
Springer International Publishing
... ignore much of the research done in mathematical finance, the second emphasizes mathematical finance...

78
by Ishikawa, Yasushi
Published 2023
De Gruyter
... for processes with jumps to the control theory, mathematical finance and so. This third and entirely revised...

79
by Oksendal, Bernt
Published 1998
Springer Berlin Heidelberg
Table of Contents: ... to Mathematical Finance -- Appendix A: Normal Random Variables -- Appendix B: Conditional Expectation -- Appendix...

80
by Matsumoto, Hiroyuki, Taniguchi, Setsuo
Published 2017
Cambridge University Press
... balanced toolbox for researchers and students in mathematics and mathematical finance. The book explores...