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Copulae in mathematical and quantitative finance : proceedings of the workshop held in Cracow, 10 - 11 July 2012

Jaworski, Piotr (ed.); Durante, Fabrizio (ed.); … - 2013

Persistent link: https://www.econbiz.de/10009768760

Introduction to Stochastic Calculus for Finance : A New Didactic Approach

Sondermann, Dieter - 2006

Useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis, this book contains lecture notes which start with an elementary approach to stochastic calculus due to Follmer, who showed that one can develop Ito's...

Persistent link: https://www.econbiz.de/10013520563

Stochastic Processes and Calculus : An Elementary Introduction with Applications

Hassler, Uwe - 2016 - 1st ed. 2016

for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to …

Persistent link: https://www.econbiz.de/10012397196

Stochastische Integration : eine Einführung in die Finanzmathematik

Hoffmann, Michael - 2016 - 1. Auflage

Persistent link: https://www.econbiz.de/10011478507

Tools for computational finance

Seydel, Rüdiger - 2017 - Sixth edition

Persistent link: https://www.econbiz.de/10011665746

Zinsderivate : eine Einführung in Produkte, Bewertung, Risiken

Reitz, Stefan; Schwarz, Willi; Martin, Marcus R. W. - 2004 - 1. Auflage

Persistent link: https://www.econbiz.de/10011699913

Derivate, Arbitrage und Portfolio-Selection : stochastische Finanzmarktmodelle und ihre Anwendungen

Hausmann, Wilfried; Diener, Kathrin; Käsler, Joachim - 2002 - 1. Auflage

Persistent link: https://www.econbiz.de/10014012257

Stochastic optimization methods in finance and energy : new financial products and energy market strategies

Bertocchi, Marida (contributor) - 2011

Persistent link: https://www.econbiz.de/10011760893

Pricing of Bond Options : Unspanned Stochastic Volatility and Random Field Models

Repplinger, Detlef (contributor); Fandel, G. (contributor); … - 2008

A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) and options on coupon bearing bonds (e.g. swaptions) are linked by no-arbitrage relations through the correlation structure of...

Persistent link: https://www.econbiz.de/10013521005

Stochastic Dominance : Investment Decision Making under Uncertainty

Levy, Haim (contributor) - 2006 - Second Edition

prospect theory and its modified version, cumulative prospect theory. Each approach is discussed and compared. In addition … prospect theory and its modified version, cumulative prospect theory. These approaches are discussed and compared in this book … dominance rules and prospect theory, and establishes a new investment decision rule which combines the two and which we call …

Persistent link: https://www.econbiz.de/10013520424