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1
by Föllmer, Hans, Schied, Alexander
Published 2011
De Gruyter
Subjects: “...Stochastics...”
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2
by Vecer, Jan
Published 2011
CRC Press
Subjects: “...Stochastic analysis / fast...”
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3
Published 1998
Springer US
Table of Contents: “...1 On the Measurement of Risk -- 2 Expected Utility Theory -- 3 Stochastic Dominance Decision Rules...”
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4
Published 2006
Springer US
Table of Contents: “...On the Measurement of Risk -- Expected Utility Theory -- Stochastic Dominance Decision Rules...”
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5
by Fernholz, E. Robert
Published 2002
Springer New York
Table of Contents: “...1 Stochastic Portfolio Theory -- 2 Stock Market Behavior and Diversity -- 3 Functionally Generated...”
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6
by McInerney, Daragh, Zastawniak, Tomasz
Published 2015
Cambridge University Press
Subjects: “...Stochastic analysis...”
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7
by Capiński, Marek, Kopp, P. E., Traple, Janusz
Published 2012
Cambridge University Press
Subjects: “...Stochastic processes...”
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8
by Kennedy, Douglas
Published 2016
Chapman and Hall/CRC
“... with a rigorous, formal approach to stochastic integration and probabilistic ideas, Stochastic Financial...”
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9
by Bergomi, Lorenzo
Published 2016
CRC Press
Table of Contents: “...: Forward-start options; Chapter 4: Stochastic volatility -- introduction; Chapter 5: Variance swaps...”
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10
by Benth, Fred Espen
Published 2004
Springer Berlin Heidelberg
Table of Contents: “... Model -- 3 An Introduction to Stochastic Analysis -- 3.1 The Itô Integral -- 3.2 The Itô Formula -- 3.3...”
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11
by Lin, X. Sheldon
Published 2006
John Wiley
Table of Contents: “...Overview of probability theory -- Discrete-time stochastic processes -- Continuous-time stochastic...”
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12
by Kraft, Holger
Published 2004
Springer Berlin Heidelberg
Table of Contents: “...1 Preliminaries from Stochastics -- 1.1 Stochastic Differential Equations -- 1.2 Stochastic Optimal...”
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13
by Stein, Jerome L.
Published 2006
Oxford University Press
Subjects: “...Stochastic processes / Mathematical models...”
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14
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...”
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15
by Braumann, Carlos A.
Published 2019
John Wiley & Sons, Inc.
Table of Contents: “... Diffusion processes; 5.1 Definition; 5.2 Kolmogorov equations; 5.3 Multidimensional case; 6 Stochastic...”
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16
by Fouque, Jean-Pierre
Published 2011
Cambridge University Press
“...Multiscale Stochastic Volatility for Equity, Interest Rate, & Credit Derivatives...”
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17
by Chin, Eric, Nel, Dian, Olafsson, Sverrir
Published 2014
John & Wiley Sons
Table of Contents: “...Preface -- General probability theory -- Wiener process -- Stochastic di?erential equations...”
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18
by Repplinger, Detlef
Published 2008
Springer Berlin Heidelberg
“... the correlation structure of interest rates. Therefore, unspanned stochastic volatility (USV) as well as Random...”
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19
by Schöne, Max
Published 2015
Springer Fachmedien Wiesbaden
Table of Contents: “...Empirical Analysis of Statistical Commodity Price Properties -- Stochastic Volatility, Jump...”
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20
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...”