InhaltsangabeContentsPart I Data Exploration, Estimation And Simulation1 Univariate Explo...

InhaltsangabePart I: Particle Methods in Finance.- 1 R. Carmona, P. Del Moral, P. Hu, N, Oudjane:...

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathema...

InhaltsangabeM.H. Soner, N. Touzi: The Problem of Super-replication under Constraints.- F. Baudoi...

InhaltsangabeHJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Market...

InhaltsangabeT. Bielecki, M. Jeanblanc, Marek Rutkowski: Hedging of Defaultable Claims.- T. Björk...

This book probes mathematical issues that arise in modeling interest rate term structure, by cast...

InhaltsangabeHedging CDO Tranches in a Markovian Environment.- About the Pricing Equations in Fin...

InhaltsangabeUnivariate Data Distributions.- Heavy Tail Distributions.- Dependence and Multivaria...

Numerical methods in finance have emerged as a vital field at the crossroads of probability theor...

Although there are many books on mathematical finance, few deal with the statistical aspects of m...

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...