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121
Stochastic Analysis in Discrete and Continuous Settings : With Normal Martingales
by
Privault, Nicolas
Published 2009
Springer Berlin Heidelberg
“
... in this general setting. Applications are given to functional and deviation inequalities and
mathematical
finance
...
”
Read Now
122
Large Deviations and Asymptotic Methods in Finance
Published 2015
Springer International Publishing
“
... methods in
mathematical
finance
, and thereby provide rigorous solutions to important mathematical...
”
Read Now
123
Risk - A Multidisciplinary Introduction
Published 2014
Springer International Publishing
Table of Contents:
“
... -- Bannör, K. and Scherer, M.: Model risk and uncertainty; illustrated with examples from
Mathematical
...
”
Read Now
124
The mathematics of derivatives : tools for designing numerical algorithms
by
Navin, Robert L.
Published 2007
Wiley
“
... pedagogical discussion of both fundamental and very recent developments in
mathematical
finance
...
”
Call Number:
HG6024.A3
Read Now
125
Mathematics of the bond market : a Lévy processes approach
by
Barski, Michał
,
Zabczyk, Jerzy
Published 2020
Cambridge University Press
“
..., especially in
mathematical
finance
. This book concerns bond market models in which random elements...
”
Call Number:
HG4651
Read Now
126
Applied conic finance
by
Madan, Dilip
,
Schoutens, Wim
Published 2016
Cambridge University Press
“
... of
mathematical
finance
to allow them to boldly go where no quant has gone before...
”
Call Number:
HG106
Read Now
127
Tempered Stable Distributions : Stochastic Models for Multiscale Processes
by
Grabchak, Michael
Published 2016
Springer International Publishing
“
.... They have been applied to a wide variety of areas including
mathematical
finance
, biostatistics,computer...
”
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128
Stochastic Integration by Parts and Functional Itô Calculus
by
Bally, Vlad
,
Caramellino, Lucia
,
Cont, Rama
Published 2016
Birkhäuser
“
... in
mathematical
finance
...
”
Read Now
129
Wiener Chaos: Moments, Cumulants and Diagrams : A survey with Computer Implementation
by
Peccati, Giovanni
,
Taqqu, Murad S.
Published 2011
Springer Milan
“
... equations and from probabilistic approximations to
mathematical
finance
. This book is concerned...
”
Read Now
130
Mathematics of Financial Markets
by
Elliott, Robert J.
,
Kopp, P. Ekkehard
Published 2005
Springer New York
“
... in
mathematical
finance
and this new edition should prove even more popular in this expanding market. It should...
”
Read Now
131
Random Walk, Brownian Motion, and Martingales
by
Bhattacharya, Rabi
,
Waymire, Edward C.
Published 2021
Springer International Publishing
Table of Contents:
“
... Walk and the Binomial Tree Model of
Mathematical
Finance
-- 24. Special Topic: Optimal Stopping Rules...
”
Read Now
132
Stochastic Optimization in Insurance : A Dynamic Programming Approach
by
Azcue, Pablo
,
Muler, Nora
Published 2014
Springer New York
“
... approach was widely used in control problems related to
mathematical
finance
but until quite recently...
”
Read Now
133
The Fascination of Probability, Statistics and their Applications : In Honour of Ole E. Barndorff-Nielsen
Published 2016
Springer International Publishing
“
...,
mathematical
finance
, random matrices, risk assessment, statistical inference for stochastic processes...
”
Read Now
134
Financial mathematics, volatility and covariance modelling, Volume 2
Published 2019
Routledge
“
... on financial mathematics, volatility and covariance modelling. The first section is devoted to
mathematical
...
”
Call Number:
HG106
Read Now
135
Financial Models in Production
by
Kettani, Othmane
,
Reghai, Adil
Published 2020
Springer International Publishing
“
... control, top managers), as well as Masters students in Quantitative/
Mathematical
Finance
. It will also...
”
Read Now
136
Introduction to Stochastic Calculus for Finance : A New Didactic Approach
by
Sondermann, Dieter
Published 2006
Springer Berlin Heidelberg
“
... interested in the methods of modern
mathematical
finance
without prior knowledge of advanced stochastic...
”
Read Now
137
Stochastic Analysis and Applications : The Abel Symposium 2005
Published 2007
Springer Berlin Heidelberg
Table of Contents:
“
... Application to
Mathematical
Finance
and to Exponentiation of Infinite Dimensional Lie Algebras...
”
Read Now
138
Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk
by
Poncet, Patrice
,
Portait, Roland
Published 2022
Springer International Publishing
“
... Finance, providing hands-on knowledge of advanced tools from
mathematical
finance
in a practical setting...
”
Read Now
139
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
by
Filipovic, Damir
Published 2001
Springer Berlin Heidelberg
“
...The book is written for a reader with knowledge in
mathematical
finance
(in particular interest...
”
Read Now
140
Option Prices as Probabilities : A New Look at Generalized Black-Scholes Formulae
by
Profeta, Christophe
,
Roynette, Bernard
,
Yor, Marc
Published 2010
Springer Berlin Heidelberg
“
...The Black-Scholes formula plays a central role in
Mathematical
Finance
; it gives the right price...
”
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2
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2
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2
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2
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Tütüncü, Reha
2
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1
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