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Serie: Springer finance
gebondenEngels982 blz.9783540221494
2e druk
2-8-2007
This book explains how Interest-rate models work and shows how to implement them for concrete pricing. The revised 2nd edition of this book incorporates considerable new material, including sections on local-volatility dynamics, and on stochastic volatility models. Meer
gebondenEngels9780387258980
8-12-2005
This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime? Meer
gebondenEngels9780387212920
8-10-2004
This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. Meer
paperbackEngels9780387249681
28-6-2005
Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Meer
gebondenEngels9780387401010
13-12-2010
"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach. Meer
paperbackEngels9781447165057
5-12-2014
Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface. Meer
paperbackEngels9781441919427
25-11-2010
This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. Meer
paperbackEngels9781441920737
23-11-2010
This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime? Meer
paperbackEngels9781447125242
14-3-2012
Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. Meer
paperbackEngels9781447110934
21-10-2012
A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical results. Meer
paperbackEngels9781441919250
26-5-2011
This book studies pricing financial derivatives with a partial differential equation approach. The treatment is mathematically rigorous and covers a variety of topics in finance including forward and futures contracts, the Black-Scholes model, European and American type options, free boundary problems, lookback options, interest rate models, interest rate derivatives, swaps, caps, floors, and collars. Meer
gebondenEngels9781447173212
26-6-2017
This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. Meer
paperbackEngels9781447174042
27-7-2018
This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. Meer
gebondenEngels9781461473053
4-7-2013
This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financial derivative securities. Meer
paperbackEngels9781489990938
5-8-2015
This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financial derivative securities. Meer
paperbackEngels9783030818456
4-11-2022
This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. Meer
gebondenEngels9783030744090
31-7-2021
Asset pricing theory yields deep insights into crucial market phenomena such as stock market bubbles. Now in a newly revised and updated edition, this textbook guides the reader through this theory and its applications to markets. Meer
gebondenEngels9783030818425
3-11-2021
This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. Meer
gebondenEngels9783030261054
12-12-2019
Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingales and explains the basic concepts of Mathematical Finance such as arbitrage theory, hedging, valuation principles, portfolio choice, and term structure modelling. Meer
paperbackEngels9783030261085
21-12-2020
Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingales and explains the basic concepts of Mathematical Finance such as arbitrage theory, hedging, valuation principles, portfolio choice, and term structure modelling. Meer