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Introduction to the Mathematics of Finance: Arbitrage and Option Pricing

Introduction to the Mathematics of Finance: Arbitrage and Option Pricing

By Roman, Steven
eBook. English.
Published New York, NY : Springer New York 2012
9781461435822 146143582X 2nd ed. 2012.
Derivative Pricing in Discrete Time

Derivative Pricing in Discrete Time

By Cutland, Nigel J
eBook. English.
Published London : Springer London : Imprint: Springer 2013
1447144082 9781447144083
Derivatives are financial entities whose value is derived from the value of other more concrete assets such as stocks and commodities. They are an important...
Stochastic Analysis with Financial Applications: Hong Kong 2009

Stochastic Analysis with Financial Applications: Hong Kong 2009

By Kohatsu-Higa, Arturo
eBook. English.
Published Basel : Springer Basel 2011
9783034800976 3034800975
Markov Decision Processes with Applications to Finance

Markov Decision Processes with Applications to Finance

By Bäuerle, Nicole
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg 2011
3642183247 9783642183249
Peacocks and Associated Martingales, with Explicit Constructions

Peacocks and Associated Martingales, with Explicit Constructions

By Hirsch, Francis
eBook. English.
Published Milano : Springer Milan 2011
9788847019089 8847019087
Risk Measures and Attitudes

Risk Measures and Attitudes

By Biagini, Francesca
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

Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart

By Viens, Frederi
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...
Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing

Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing

By Hilber, Norbert
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer 2013
3642354017 9783642354014
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers...
Selected Aspects of Fractional Brownian Motion

Selected Aspects of Fractional Brownian Motion

By Nourdin, Ivan
eBook. English.
Published Milano : Springer Milan : Imprint: Springer 2012
884702823X 9788847028234
Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically...
PDE and Martingale Methods in Option Pricing

PDE and Martingale Methods in Option Pricing

By Pascucci, Andrea
eBook. English.
Published Milano : Springer Milan 2011
9788847017818 8847017815
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