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Reeksen: boeken uit de reeks Springer Finance
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Weak Convergence of Financial Markets
Jean-Luc Prigent
- Paperback | Engels | Springer Finance
- A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, th... Lees meer
€ 160,45Levertermijn 1 à 4 weken€ 160,45Levertermijn 1 à 4 weken -
Applications of Fourier Transform to Smile Modeling
Jianwei Zhu
- Paperback | Engels | Springer Finance
- This text describes the applications of the Fourier transform to the modeling of volatility smile. It comprehensively treats option valuation in a uni... Lees meer
€ 108,45Levertermijn 1 à 4 weken€ 108,45Levertermijn 1 à 4 weken -
Exponential Functionals of Brownian Motion and Related Processes
Marc Yor
- Paperback | Engels | Springer Finance | Springer Finance Lecture Notes
- This monograph contains: - ten papers written by the author, and co-authors, between December 1988 and October 1998 about certain exponential function... Lees meer
€ 53,45Levertermijn 1 à 4 weken€ 53,45Levertermijn 1 à 4 weken -
Mathematical Methods for Financial Markets
Monique Jeanblanc, Marc Yor, Marc Chesney
- Hardcover | Engels | Springer Finance
- Unlike other texts available in the field, this book is written to be accessible to both mathematicians and practitioners Rather than provide full pro... Lees meer
€ 125,95Levering 1 à 2 weken€ 125,95Levering 1 à 2 weken -
Volterra Volatility Models
Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko
- Hardcover | Engels | Springer Finance
- Financial markets have extremely complex behavior that cannot be fully modeled using classical approaches. In particular, numerous empirical studies s... Lees meer
€ 173,45Levertermijn 1 à 4 weken€ 173,45Levertermijn 1 à 4 weken -
Derivative Securities and Difference Methods
You-Lan Zhu, Xiaonan Wu, I-Liang Chern, Zhi-Zhong Sun
- Paperback | Engels | Springer Finance
- This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety ... Lees meer
€ 259,45Levering 2 à 3 weken€ 259,45Levering 2 à 3 weken -
The Price of Fixed Income Market Volatility
Antonio Mele, Yoshiki Obayashi
- Hardcover | Engels | Springer Finance
- Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and eac... Lees meer
€ 69,45Levertermijn 1 à 4 weken€ 69,45Levertermijn 1 à 4 weken -
Credit Risk Valuation
Manuel Ammann
- Paperback | Engels | Springer Finance
- Credit risk is an important consideration in most financial transactions. As for any other risk, the risk taker requires compensation for the undivers... Lees meer
€ 160,45Levertermijn 1 à 4 weken€ 160,45Levertermijn 1 à 4 weken -
Asset Pricing
B Philipp Kellerhals
- Hardcover | Engels | Springer Finance
- The modern field of asset pricing asks for sound pricing models grounded on the theory of financial economies a la Ingersoll (1987) as weIl as for acc... Lees meer
€ 160,45Levertermijn 1 à 4 weken€ 160,45Levertermijn 1 à 4 weken -
Credit Risk: Modeling, Valuation and Hedging
Tomasz R Bielecki, Marek Rutkowski
- Hardcover | Engels | Springer Finance
- Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this ... Lees meer
€ 128,45Levertermijn 1 à 4 weken€ 128,45Levertermijn 1 à 4 weken -
Term-Structure Models
Damir Filipovic
- Hardcover | Engels | Springer Finance | Springer Finance Textbooks
- Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-s... Lees meer
€ 86,95Levertermijn 1 à 4 weken€ 86,95Levertermijn 1 à 4 weken -
Stochastic Models for Prices Dynamics in Energy and Commodity Markets
Fred Espen Benth, Paul Krühner
- Paperback | Engels | Springer Finance
- This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model th... Lees meer
€ 137,45Levertermijn 1 à 4 weken€ 137,45Levertermijn 1 à 4 weken -
Mathematical Finance
Ernst Eberlein, Jan Kallsen
- Paperback | Engels | Springer Finance
- Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the s... Lees meer
€ 97,45Levertermijn 1 à 4 weken€ 97,45Levertermijn 1 à 4 weken -
Markets with Transaction Costs
Yuri Kabanov, Mher Safarian
- Hardcover | Engels | Springer Finance
- The central mathematical concept in the theory of frictionless markets is a martingale measure. In this, the first monograph devoted to the theory of ... Lees meer
€ 108,45Levertermijn 1 à 4 weken€ 108,45Levertermijn 1 à 4 weken -
Credit Risk Pricing Models
Bernd Schmid
- Hardcover | Engels | Springer Finance
- This new edition is a greatly extended and updated version of my earlier monograph "Pricing Credit Linked Financial Instruments" (Schmid 2002). Wherea... Lees meer
€ 192,45Levertermijn 1 à 4 weken€ 192,45Levertermijn 1 à 4 weken -
Visual Explorations in Finance
- Paperback | Engels | Springer Finance
- Self-organizing maps (SOM) have proven to be of significant economic value in the areas of finance, economic and marketing applications. As a result, ... Lees meer
€ 111,95Levering 1 à 2 weken€ 111,95Levering 1 à 2 weken -
Continuous-Time Asset Pricing Theory
Robert A Jarrow
- Paperback | Engels | Springer Finance | Springer Finance Textbooks
- Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pr... Lees meer
€ 53,45Levertermijn 1 à 4 weken€ 53,45Levertermijn 1 à 4 weken -
Empirical Techniques in Finance
Ramaprasad Bhar, Shigeyuki Hamori
- Paperback | Engels | Springer Finance
- This book offers the opportunity to study and experience advanced empi- cal techniques in finance and in general financial economics. It is not only s... Lees meer
€ 106,95Levertermijn 1 à 4 weken€ 106,95Levertermijn 1 à 4 weken -
Uncertain Volatility Models
Robert Buff
- Paperback | Engels | Springer Finance | Springer Finance Lecture Notes
- Many introductory books on mathematical finance also outline some com puter algorithms. My goal is to contribute a closer look at algorithmic issues t... Lees meer
€ 53,45Levertermijn 1 à 4 weken€ 53,45Levertermijn 1 à 4 weken -
Option Prices as Probabilities
Christophe Profeta, Bernard Roynette, Marc Yor
- Paperback | Engels | Springer Finance | Springer Finance Lecture Notes
- Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t? 0; F ,... Lees meer
€ 53,45Levertermijn 1 à 4 weken€ 53,45Levertermijn 1 à 4 weken -
Stochastic Calculus of Variations in Mathematical Finance
Paul Malliavin, Anton Thalmaier
- Paperback | Engels | Springer Finance
- Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includ... Lees meer
€ 53,45Levertermijn 1 à 4 weken€ 53,45Levertermijn 1 à 4 weken -
Computational Methods for Quantitative Finance
Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter
- Paperback | Engels | Springer Finance
- Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume off... Lees meer
€ 86,95Levertermijn 1 à 4 weken€ 86,95Levertermijn 1 à 4 weken -
Modelling, Pricing, and Hedging Counterparty Credit Exposure
Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda
- Hardcover | Engels | Springer Finance
- It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty c... Lees meer
€ 184,45Levertermijn 1 à 4 weken€ 184,45Levertermijn 1 à 4 weken -
Financial Modeling Under Non-Gaussian Distributions
Eric Jondeau, Ser-Huang Poon, Michael Rockinger
- Paperback | Engels | Springer Finance
- Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both ass... Lees meer
€ 244,45Levering 2 à 3 weken€ 244,45Levering 2 à 3 weken