More Books:

Financial Modelling with Jump Processes
Language: en
Pages: 552
Authors: Peter Tankov
Categories: Mathematics
Type: BOOK - Published: 2003-12-30 - Publisher: CRC Press

WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand,
Econophysics of Markets and Business Networks
Language: en
Pages: 266
Authors: Arnab Chatterjee, Bikas K. Chakrabarti
Categories: Science
Type: BOOK - Published: 2007-11-06 - Publisher: Springer Science & Business Media

Econophysics research studies, which apply methods developed by physicists to solve problems in economics, enable you to deepen your understanding of what financial systems are and how they operate. Articles in this book identify and explain the statistical behavior of the underlying networks in trading, banking, and stock markets as
Financial Mathematics
Language: en
Pages: 829
Authors: Giuseppe Campolieti, Roman N. Makarov
Categories: Business & Economics
Type: BOOK - Published: 2018-10-24 - Publisher: CRC Press

Versatile for Several Interrelated Courses at the Undergraduate and Graduate Levels Financial Mathematics: A Comprehensive Treatment provides a unified, self-contained account of the main theory and application of methods behind modern-day financial mathematics. Tested and refined through years of the authors’ teaching experiences, the book encompasses a breadth of topics,
Financial Derivative and Energy Market Valuation
Language: en
Pages: 664
Authors: Michael Mastro, PhD
Categories: Mathematics
Type: BOOK - Published: 2013-02-19 - Publisher: John Wiley & Sons

A road map for implementing quantitative financialmodels Financial Derivative and Energy Market Valuation bringsthe application of financial models to a higher level by helpingreaders capture the true behavior of energy markets and relatedfinancial derivatives. The book provides readers with a range ofstatistical and quantitative techniques and demonstrates how toimplement the
Advanced Modelling in Mathematical Finance
Language: en
Pages: 496
Authors: Jan Kallsen, Antonis Papapantoleon
Categories: Mathematics
Type: BOOK - Published: 2016-12-01 - Publisher: Springer

This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students. Advanced