Intro -- CONTENTS -- Preface -- Program -- Risk Sensitive Investment Management with Affine Processes: A Viscosity Approach M. Davis and S. Lleo -- Keywords: -- 1. Introduction -- 2. Analytical Setting -- 2.1 Overview -- 2.2 Factor Dynamics -- 2.3 Asset Market Dynamics -- 2.4 Portfolio Dynamics...

Key Features:Gives the first account of the major, empirical, stylized facts for financial asset returnsShows how innovative models for prices can be estimated and used to make forecastsContains pioneering contributions about the volatility of asset pricesProvides a summary of many recent...

Key Features:Despite standard nonlinear modeling methods (neural networks, radial basis functions and so on) being the subject of numerous excellent texts, this book focuses on finding the best model and how to determine when a given model is "good enough"Several new, state-of-the-art methods to...