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The mathematics of financial modeling and investment management
Focardi, Sergio M., (2004)
Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W., (2009)
Asset pricing and portfolio choice theory
Back, Kerry E., (2017)
What drives dynamic comovements of stock markets in the Pacific Basin region? : a quantile regression approach
Lee, Hyunchul, (2017)
A Model on Credit Analysis : Combining a First Passage Model and Survival Analysis for Corporate Default
Cho, Seung Mo, (2019)
A general framework for asset pricing
Seung Mo Cho, (2012)