Quantitative Finance

Applied Stochastic Control of Jump Diffusions / by: (Electronic resources)

Martingale Methods in Financial Modelling / by: (Electronic resources)

Estimation in Conditionally Heteroscedastic Time Series Models / by: (Electronic resources)

Statistical Tools for Finance and Insurance / by: (Electronic resources)

A Course in Derivative Securities :Introduction to Theory and Computation / by: (Electronic resources)

Risk and Asset Allocation / by: (Electronic resources)

A Course in Credibility Theory and its Applications / by: (Electronic resources)

Semiparametric Modeling of Implied Volatility / by: (Electronic resources)

Advances in Mathematical Economics / by: (Electronic resources)

Term Structure Modeling and Estimation in a State Space Framework / by: (Electronic resources)

A Structural Framework for the Pricing of Corporate Securities :Economic and Empirical Issues / by: (Electronic resources)

Market-Conform Valuation of Options / by: (Electronic resources)

The Basel II Risk Parameters :Estimation, Validation, and Stress Testing / by: (Electronic resources)

Optimal Risk-Return Trade-Offs of Commercial Banks :and the Suitability of Profitability Measures for Loan Portfolios / by: (Electronic resources)

The Market Approach to Comparable Company Valuation / by: (Electronic resources)

Sovereign Default Risk Valuation :Implications of Debt Crises and Bond Restructurings / by: (Electronic resources)

Biologically Inspired Algorithms for Financial Modelling / by: (Electronic resources)

Introduction to Stochastic Integration / by: (Electronic resources)

Controlled Markov Processes and Viscosity Solutions / by: (Electronic resources)

Binomial Models in Finance / by: (Electronic resources)

Modeling Financial Time Series with S-PLUS / by: (Electronic resources)

Point Process Theory and Applications :Marked Point and Piecewise Deterministic Processes / by: (Electronic resources)

Advances in Dynamic Games :Applications to Economics, Management Science, Engineering, and Environmental Management / by: (Electronic resources)

Extreme Financial Risks :From Dependence to Risk Management / by: (Electronic resources)

Tools for Computational Finance / by: (Electronic resources)

Stochastic Calculus of Variations in Mathematical Finance / by: (Electronic resources)

Monte Carlo and Quasi-Monte Carlo Methods 2004 / by: (Electronic resources)

The Mathematics of Arbitrage by: (Electronic resources)

Interest Rate Models :Theory and Practice: With Smile, Inflation and Credit by: (Electronic resources)

Introduction to Stochastic Calculus for Finance :A New Didactic Approach / by: (Electronic resources)

Introductory Lectures on Fluctuations of Levy Processes with Applications / by: (Electronic resources)

In Memoriam Paul-Andre Meyer :Seminaire de Probabilites XXXIX / by: (Electronic resources)

A Benchmark Approach to Quantitative Finance / by: (Electronic resources)

Optimal Stopping and Free-Boundary Problems / by: (Electronic resources)

Statistical models and methods for financial markets by: (Language materials, printed)

The Basel II Risk ParametersEstimation, Validation, and Stress Testing / by: (Electronic resources)