Quantitative Finance.

Calcolo stocastico per la finanza / by: (Electronic resources)

Pricing Interest-Rate DerivativesA Fourier-Transform Based Approach / by: (Electronic resources)

Portfolios of Real Options by: (Electronic resources)

An Introduction to Copulas by: (Electronic resources)

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective by: (Electronic resources)

Reduced Order Systems by: (Electronic resources)

Mathematical Models of Financial Derivatives by: (Electronic resources)

Simulation and inference for stochastic differential equationswith r examples / by: (Language materials, printed)

Networks, topology and dynamicstheory and applications to Economics and Social Systems / by: (Electronic resources)

Periodic systemsfiltering and control / by: (Electronic resources)

Fundamentals of stochastic filtering by: (Electronic resources)

The economics of foreign exchange and global finance by: (Electronic resources)

Complex and chaotic nonlinear dynamicsadvances in economics and finance, mathematics and statistics / by: (Electronic resources)

The value of information updating in new product development by: (Electronic resources)

Option pricing in fractional Brownian Markets by: (Electronic resources)

Handbook of financial time series by: (Electronic resources)

Non-life insurance mathematicsan introduction with the Poisson process / by: (Electronic resources)

Recursions for convolutions and compound distributions with insurance applications by: (Electronic resources)

Tools for computational finance by: (Electronic resources)

Forecasting and hedging in the foreign exchange markets by: (Electronic resources)

Continuous-time stochastic control and optimization with financial applications by: (Electronic resources)

Term-structure modelsa graduate course / by: (Electronic resources)

Optimality and risk - modern trends in mathematical financethe Kabanov festschrift / by: (Electronic resources)

Mathematical methods for financial markets by: (Electronic resources)

Markets with transaction costsmathematical theory / by: (Electronic resources)

Handbook of portfolio constructioncontemporary applications of Markowitz techniques / by: (Electronic resources)

Valuation of network effects in software marketsa complex networks approach / by: (Electronic resources)

Advances in social science research using R by: (Electronic resources)

Option prices as probabilitiesa new look at generalized Black-Scholes formulae / by: (Electronic resources)

Non-life insurance pricing with generalized linear models by: (Electronic resources)

Handbook of quantitative finance and risk management by: (Electronic resources)

Statistics of financial marketsexercises and solutions / by: (Electronic resources)

Modern actuarial risk theoryusing R / by: (Electronic resources)

Bubbles and crashes in experimental asset markets by: (Electronic resources)

Concentration risk in credit portfolios by: (Electronic resources)

Modelling, pricing, and hedging counterparty credit exposurea technical guide / by: (Electronic resources)

Financial economicsa concise introduction to classical and behavioral finance / by: (Electronic resources)

Applications of Fourier transform to smile modelingtheory and implementation / by: (Electronic resources)

Pricing of derivatives on mean-reverting assets by: (Electronic resources)

Numerical solution of stochastic differential equations with jumps in finance by: (Electronic resources)

Handbook of financial engineering by: (Electronic resources)

Real options valuationthe importance of interest rate modelling in theory and practice / by: (Electronic resources)

Mathematical modeling of collective behavior in socio-economic and life sciences by: (Electronic resources)

Market-consistent actuarial valuation by: (Electronic resources)

Selected works of C.C. Heyde by: (Electronic resources)

Extracting knowledge from time seriesan introduction to nonlinear empirical modeling / by: (Electronic resources)

Risk management in credit portfoliosconcentration risk and Basel II / by: (Electronic resources)

Hidden collective factors in speculative tradinga study in analytical economics / by: (Electronic resources)

Paris-Princeton lectures on mathematical finance 2010 by: (Electronic resources)

Sparse grid quadrature in high dimensions with applications in finance and insurance by: (Electronic resources)

Complex systems in finance and econometrics by: (Electronic resources)

Statistics of financial marketsan introduction / by: (Electronic resources)

Stochastic differential equations in infinite dimensionswith applications to stochastic partial differential equations / by: (Electronic resources)

Pricing and risk management of synthetic CDOs by: (Electronic resources)

The Basel II risk parametersestimation, validation, stress testing - with applications to loan risk management / by: (Electronic resources)

Statistical tools for finance and insurance by: (Electronic resources)

Advanced mathematical methods for finance by: (Electronic resources)

PDE and martingale methods in option pricing by: (Electronic resources)

Mathematical and statistical methods for actuarial sciences and finance by: (Electronic resources)

Asset prices, booms and recessionsfinancial economics from a dynamic perspective / by: (Electronic resources)

Markov decision processes with applications to finance by: (Electronic resources)

Peacocks and associated martingales, with explicit constructions by: (Electronic resources)

Stochastic analysis with financial applicationsHong Kong 2009 / by: (Electronic resources)

Financial derivatives modeling by: (Electronic resources)

Neutral and indifference portfolio pricing, hedging and investingwith applications in equity and FX / by: (Electronic resources)

Contemporary Quantitative FinanceEssays in Honour of Eckhard Platen / by: (Electronic resources)

Econometrics of financial high-frequency data by: (Electronic resources)

Applied multivariate statistical analysis by: (Electronic resources)

The crossing of heavenmemoirs of a mathematician / by: (Electronic resources)

Tools for computational finance by: (Electronic resources)

Numerical methods in financeBordeaux, June 2010 / by: (Electronic resources)

Mathematical and statistical methods for actuarial sciences and finance by: (Electronic resources)

Implicit embedded options in life insurance contractsa market consistent valuation framework / by: (Electronic resources)

Introduction to the mathematics of financearbitrage and option pricing / by: (Electronic resources)

Progress in industrial mathematics at ECMI 2010 by: (Electronic resources)

Financial mathematicstheory and problems for multi-period models / by: (Electronic resources)

Multicriteria portfolio management by: (Electronic resources)

Real estate investmenta value based approach / by: (Electronic resources)

An introduction to continuous-time stochastic processestheory, models, and applications to finance, biology, and medicine / by: (Electronic resources)

Topics in numerical methods for finance by: (Electronic resources)

Risk and portfolio analysisprinciples and methods / by: (Electronic resources)

Monte carlo and quasi-monte carlo methods 2010 by: (Electronic resources)

Analytically tractable stochastic stock price models by: (Electronic resources)

Pricing of bond optionsunspanned stochastic volatility and random field models / by: (Electronic resources)

Mathematical control theory and finance by: (Electronic resources)

Parameter estimation in stochastic differential equations by: (Electronic resources)

Business statistics for competitive advantage with Excel 2007basics, model building, and cases / by: (Electronic resources)

Malliavin calculus for Levy processes with applications to finance by: (Electronic resources)

Selected aspects of fractional Brownian motion by: (Electronic resources)

Probability and statistical modelsfoundations for problems in reliability and financial mathematics / by: (Electronic resources)

Quantitative energy financemodeling, pricing, and hedging in energy and commodity markets / by: (Electronic resources)

Inspired by financethe Musiela festschrift / by: (Electronic resources)

Bank management and controlstrategy, capital and risk management / by: (Electronic resources)

German covered bondsoverview and risk analysis of pfandbriefe / by: (Electronic resources)

Statistical analysis of financial data in R by: (Electronic resources)

Generalized Hyperbolic Secant DistributionsWith Applications to Finance / by: (Electronic resources)

Modern stochastics and applications by: (Electronic resources)

Fluctuations of Levy processes with applicationsintroductory lectures / by: (Electronic resources)

Statistical inference for financial engineering by: (Electronic resources)

Mathematical and statistical methods for actuarial sciences and finance by: (Electronic resources)

Multicriteria analysis in finance by: (Electronic resources)

Computational financean introductory course with R / by: (Electronic resources)

Progress in industrial mathematics at ECMI 2012 by: (Electronic resources)

Stochastic optimization in insurancea dynamic programming approach / by: (Electronic resources)

General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions by: (Electronic resources)

Modern problems in insurance mathematics by: (Electronic resources)

Market microstructure and nonlinear dynamicskeeping financial crisis in context / by: (Electronic resources)

Nonlinear economic dynamics and financial modellingessays in honour of Carl Chiarella / by: (Electronic resources)

Mathematical and statistical methods for actuarial sciences and finance by: (Electronic resources)

Tychastic measure of viability risk by: (Electronic resources)

Introduction to quasi-Monte Carlo integration and applications by: (Language materials, printed)

Asymptotic chaos expansions in financetheory and practice / by: (Electronic resources)

Stochastic analysis and applications 2014in honour of Terry Lyons / by: (Electronic resources)

Handbook of financial econometrics and statistics by: (Electronic resources)

Applied asset and risk managementa guide to modern portfolio management and behavior-driven markets / by: (Electronic resources)

Future perspectives in risk models and finance by: (Electronic resources)

Financial econometrics and empirical market microstructure by: (Electronic resources)

A time series approach to option pricingmodels, methods and empirical performances / by: (Electronic resources)

Econometrics of risk by: (Electronic resources)

Emerging technologies for emerging markets by: (Electronic resources)

Stochastic integration in Banach spacestheory and applications / by: (Electronic resources)

Electricity derivatives by: (Electronic resources)

Innovations in quantitative risk managementTU Munchen, September 2013 / by: (Electronic resources)

Fixed-income portfolio analyticsa practical guide to implementing, monitoring and understanding fixed-income portfolios / by: (Electronic resources)

Grammar-based feature generation for time-series prediction by: (Electronic resources)

Statistics of financial marketsan introduction / by: (Electronic resources)

Applied multivariate statistical analysis by: (Electronic resources)

Derivative security pricingtechniques, methods and applications / by: (Electronic resources)

Statistics and data analysis for financial engineeringwith R examples / by: (Electronic resources)

Affine diffusions and related processessimulation, theory and applications / by: (Electronic resources)

Mathematical financial economicsa basic introduction / by: (Electronic resources)

An introduction to continuous-time stochastic processestheory, models, and applications to finance, biology, and medicine / by: (Electronic resources)

Linear and mixed integer programming for portfolio optimization by: (Electronic resources)

Large deviations and asymptotic methods in finance by: (Electronic resources)

FPGA based accelerators for financial applications by: (Electronic resources)

Actuarial sciences and quantitative financeICASQF, Bogota, Colombia, June 2014 / by: (Electronic resources)

Portfolio analyticsan introduction to return and risk measurement / by: (Electronic resources)

Natural computing algorithms by: (Electronic resources)

Stochastic calculus and applications by: (Electronic resources)

Set optimization and applications - the state of the artfrom set relations to set-valued risk measures / by: (Electronic resources)

Interest rate modelingpost-crisis challenges and approaches / by: (Electronic resources)

Tempered stable distributionsstochastic models for multiscale processes / by: (Electronic resources)

The price of fixed income market volatility by: (Electronic resources)

Technical analysis for algorithmic pattern recognition by: (Electronic resources)

Quantitative modeling of operational risk in finance and banking using possibility theory by: (Electronic resources)

Computational management sciencestate of the art 2014 / by: (Electronic resources)

Stochastic processes and calculusan elementary introduction with applications / by: (Electronic resources)

Causal inference in econometrics by: (Electronic resources)

The fascination of probability, statistics and their applicationsin honour of Ole E. Barndorff-Nielsen / by: (Electronic resources)

Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA by: (Electronic resources)

Leveraged exchange-traded fundsprice dynamics and options valuation / by: (Electronic resources)

Dynamic systems modelsnew methods of parameter and state estimation / by: (Electronic resources)

Statistical methods and applications in insurance and financeCIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 / by: (Electronic resources)

Brownian motion, martingales, and stochastic calculus by: (Electronic resources)

Generated dynamics of Markov and quantum processes by: (Electronic resources)

Financial economicsa concise introduction to classical and behavioral finance / by: (Electronic resources)

Applied impulsive mathematical models by: (Electronic resources)

Modelling in life insurance - a management perspective by: (Electronic resources)

Change of time methods in quantitative finance by: (Electronic resources)

An introduction to mathematical finance with applicationsunderstanding and building financial intuition / by: (Electronic resources)

Fundamentals and advanced techniques in derivatives hedging by: (Electronic resources)

Trends in mathematical economicsdialogues between southern Europe and Latin America / by: (Electronic resources)

Asset management and institutional investors by: (Electronic resources)

International finance and open-economy macroeconomics by: (Electronic resources)

Stochastic analysis for finance with simulations by: (Electronic resources)

Uncertain differential equations by: (Electronic resources)

Banking beyond banks and moneya guide to banking services in the twenty-first century / by: (Electronic resources)

Sustainable asset accumulation and dynamic portfolio decisions by: (Electronic resources)

Options and derivatives programming in C++algorithms and programming techniques for the financial industry / by: (Electronic resources)

Market-consistent actuarial valuation by: (Electronic resources)

Artificial intelligence in financial marketscutting edge applications for risk management, portfolio optimization and economics / by: (Electronic resources)

Quantitative analysis and IBM SPSS statisticsa guide for business and finance / by: (Electronic resources)

Innovations in derivatives marketsfixed income modeling, valuation adjustments, risk management, and regulation / by: (Electronic resources)

Advanced modelling in mathematical financein honour of Ernst Eberlein / by: (Electronic resources)

Anomalies in net present value, returns and polynomials, and regret theory in decision-making by: (Electronic resources)

Portfolio construction, measurement, and efficiencyessays in honor of Jack Treynor / by: (Electronic resources)

A history of British actuarial thought by: (Electronic resources)

Analytical financethe mathematics of equity derivatives, markets, risk and valuation /Volume I by: (Electronic resources)

Credit risk managementpricing, measurement, and modeling / by: (Electronic resources)

Pricing derivatives under Levy modelsmodern finite-difference and pseudo-differential operators approach / by: (Electronic resources)

Inside company valuation by: (Electronic resources)

Fourier-Malliavin volatility estimationtheory and practice / by: (Electronic resources)

Contemporary trends and challenges in financeproceedings from the 2nd Wroclaw International Conference in Finance / by: (Electronic resources)

Financial modelling with forward-looking informationan intuitive approach to asset pricing / by: (Electronic resources)

Financial markets theoryequilibrium, efficiency and information / by: (Electronic resources)

Multivariate methods and forecasting with IBM SPSS statistics by: (Electronic resources)

Tools for computational finance by: (Electronic resources)

Backward stochastic differential equationsfrom linear to fully nonlinear theory / by: (Electronic resources)

Applied quantitative finance by: (Electronic resources)

Algorithmic differentiation in finance explained by: (Electronic resources)

Identifying stock market bubblesmodeling illiquidity premium and bid-ask prices of financial securities / by: (Electronic resources)

Novel methods in computational finance by: (Electronic resources)

Fixed income analyticsbonds in high and low interest rate environments / by: (Electronic resources)

Ethics in quantitative financea pragmatic financial market theory / by: (Electronic resources)

From statistics to mathematical financefestschrift in honour of Winfried Stute / by: (Electronic resources)

A forward-backward SDEs approach to pricing in carbon markets by: (Electronic resources)

Actuarial sciences and quantitative financeICASQF2016, Cartagena, Colombia, June 2016 / by: (Electronic resources)

Market timing with moving averagesthe anatomy and performance of trading rules / by: (Electronic resources)

Credit correlationtheory and practice / by: (Electronic resources)

Introductory econometrics by: (Electronic resources)

Enlargement of filtration with finance in view by: (Electronic resources)

Analytical finance.Volume II,The mathematics of interest rate derivatives, markets, risk and valuation by: (Electronic resources)

Mathematical and statistical methods for actuarial sciences and financeMAF 2016 / by: (Electronic resources)

Identifying patterns in financial marketsnew approach combining rules between PIPs and SAX / by: (Electronic resources)

Financial decision aid using multiple criteriarecent models and applications / by: (Electronic resources)

Hands-on value-at-risk and expected shortfalla practical primer / by: (Electronic resources)

Parallel genetic algorithms for financial pattern discovery using GPUs by: (Electronic resources)

Saddlepoint approximation methods in financial engineering by: (Electronic resources)

Independent random sampling methods by: (Electronic resources)

Supply chain financeintegrating operations and finance in global supply chains / by: (Electronic resources)

Contemporary trends and challenges in financeproceedings from the 3rd Wroclaw International Conference in Finance / by: (Electronic resources)

Continuous-time asset pricing theorya Martingale-based approach / by: (Electronic resources)

Convex duality and financial mathematics by: (Electronic resources)

Numerical probabilityan introduction with applications to finance / by: (Electronic resources)

New methods in fixed income modelingfixed income modeling / by: (Electronic resources)

Illustrating finance policy with Mathematica by: (Electronic resources)

A multivariate claim count model for applications in insurance by: (Electronic resources)

Analytical corporate finance by: (Electronic resources)

Credit-risk modellingtheoretical foundations, diagnostic tools, practical examples, and numerical recipes in Python / by: (Electronic resources)

Modelling German covered bonds by: (Electronic resources)

Introduction to stochastic finance by: (Electronic resources)

Dynamic Markov bridges and market microstructuretheory and applications / by: (Electronic resources)

The risk management of contingent convertible (CoCo) bonds by: (Electronic resources)

Economic and financial modelling with EViewsa guide for students and professionals / by: (Electronic resources)

Ambit stochastics by: (Electronic resources)

Elements of Copula modeling with R by: (Electronic resources)

Uncertainty, expectations and asset price dynamicsessays in honor of Georges Prat / by: (Electronic resources)

Risk measurementfrom quantitative measures to management decisions / by: (Electronic resources)

Stochastic disorder problems by: (Electronic resources)

Stochastic flows and jump-diffusions by: (Electronic resources)

New perspectives and challenges in econophysics and sociophysics by: (Electronic resources)

Applied stochastic control of jump diffusions by: (Electronic resources)

Modern SABR analyticsformulas and insights for quants, former physicists and mathematicians / by: (Language materials, printed)

Yield curves and forward curves for diffusion models of short rates by: (Electronic resources)

Statistics of financial marketsan introduction / by: (Electronic resources)

Nonlinear expectations and stochastic calculus under uncertaintywith robust CLT and G-Brownian motion / by: (Electronic resources)

Risk-return relationship and portfolio management by: (Electronic resources)

Solutions to financial economicsexercises on classical and behavioral finance / by: (Electronic resources)

High-frequency statistics with asynchronous and irregular data by: (Electronic resources)

Applied multivariate statistical analysis by: (Electronic resources)

Mathematical finance by: (Electronic resources)

Risk and insurancea graduate text / by: (Electronic resources)

Quantile regression for cross-sectional and time series dataapplications in energy markets using R / by: (Electronic resources)

From analysis to visualizationa celebration of the life and legacy of Jonathan M. Borwein, Callaghan, Australia, September 2017 / by: (Electronic resources)

Quantitative portfolio managementwith applications in Python / by: (Electronic resources)

Quantum financeintelligent forecast and trading systems / by: (Electronic resources)

Bank management and controlstrategy, pricing, capital and risk management / by: (Electronic resources)

Mathematical methods and quantum mathematics for economics and finance by: (Electronic resources)

Time series in economics and finance by: (Electronic resources)

ERM and QRM in life insurancean actuarial primer / by: (Electronic resources)

Fixed Income analyticsbonds in high and low interest rate environments / by: (Electronic resources)

Quantitative investingfrom theory to industry / by: (Electronic resources)

Financial risk management for cryptocurrencies by: (Electronic resources)

Cryptofinance and mechanisms of exchangethe making of virtual currency / by: (Electronic resources)

Economic foundations for financefrom Main Street to Wall Street / by: (Electronic resources)

The Brownian motiona rigorous but gentle introduction for economists / by: (Electronic resources)

Financial econometrics, mathematics and statisticstheory, method and application / by: (Electronic resources)

Frontiers in stochastic analysis - BSDEs, SPDEs and their applicationsEdinburgh, July 2017 : selected, revised and extended contributions / by: (Electronic resources)

Mathematics of financean intuitive introduction / by: (Electronic resources)

Mining taxationReconciling the Interests of Government and Industry / by: (Electronic resources)

Recent econometric techniques for macroeconomic and financial data by: (Electronic resources)

Quantitative corporate finance by: (Electronic resources)

From shortest paths to reinforcement learninga MATLAB-based tutorial on dynamic programming / by: (Electronic resources)

Risk management for pension fundsa continuous time approach with applications in R / by: (Electronic resources)

Analyzing financial data and implementing financial models using R by: (Electronic resources)