InhaltsangabeContentsPart I Data Exploration, Estimation And Simulation1 Univariate Explo...
InhaltsangabePart I: Particle Methods in Finance.- 1 R. Carmona, P. Del Moral, P. Hu, N, Oudjane:...
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...
This book presents the mathematical issues that arise in modeling the interest rate term structur...
InhaltsangabeM.H. Soner, N. Touzi: The Problem of Super-replication under Constraints.- F. Baudoi...
InhaltsangabeHJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Market...
InhaltsangabeT. Bielecki, M. Jeanblanc, Marek Rutkowski: Hedging of Defaultable Claims.- T. Björk...
RezensionFrom the reviews:'Interest rate models. is a research monograph on the theory of...
InhaltsangabeHedging CDO Tranches in a Markovian Environment.- About the Pricing Equations in Fin...
InhaltsangabeUnivariate Data Distributions.- Heavy Tail Distributions.- Dependence and Multivaria...
Numerical methods in finance have emerged as a vital field at the crossroads of probability theor...