Financial Markets in Continuous Time
Electronic resource. English.
Published Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg 2007
9783540711490 9783540711506 3540711503 354071149X
Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
Electronic resource. English.
Published Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg 2011
9783642160042 3642160034 9783642160035 3642160042
Econometrics of Financial High-Frequency Data
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg 2012
364221925X 9783642219252
Stochastic Analysis with Financial Applications: Hong Kong 2009
eBook. English.
Published Basel : Springer Basel 2011
9783034800976 3034800975
Markov Decision Processes with Applications to Finance
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg 2011
3642183247 9783642183249
Peacocks and Associated Martingales, with Explicit Constructions
eBook. English.
Published Milano : Springer Milan 2011
9788847019089 8847019087
Multicriteria Portfolio Management
eBook. English.
Published New York, NY : Springer New York 2012
9781461436706 1461436702
The disastrous impact of the recent worldwide financial crisis in the global economy has shown how vulnerable international markets are. The insufficiency...
Risk Measures and Attitudes
eBook. English.
Published London : Springer London : Imprint: Springer 2013
9781447149262 1447149262
Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion....
Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart
eBook. English.
Published Boston, MA : Springer US : Imprint: Springer 2013
1461459060 9781461459064
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and...
Contract Theory in Continuous-Time Models
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer 2013
9783642142000 3642142001
In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications...
