Advanced mathematical methods for finance

Advanced mathematical methods for finance

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Weitere Verfasser: Di Nunno, Giulia (HerausgeberIn), Øksendal, Bernt K. (HerausgeberIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: Heidelberg u.a. Springer 2011
Schlagworte:
Finanzmathematik > Kapitalmarkttheorie > Theorie > Distribution (Probability theory) > Economics > Statistics > Finance > Macroeconomics > Mathematics > Aufsatzsammlung > Finanzanalyse > Risikoanalyse > Stochastisches Modell
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Titel Jahr Verfasser
Dynamic risk measures 2011 Acciaio, Beatrice
A PDE-based approach for pricing Mortgage-Backed securities 2011 Papi, Marco
Fractional smoothness and applications in finance 2011 Geiss, Stefan
Liquidity models in continuous and discrete time 2011 Gökay, Selim
Some new BSDE results for an infinite-horizon stochastic control problem 2011 Hu, Ying
Functionals associated with gradient stochastic flows and nonlinear SPDEs 2011 Iftimie, Bogdan
Ambit processes and stochastic partial differential equations 2011 Barndorff-Nielsen, Ole E.
Modelling information flows in financial markets 2011 Brody, Dorje C.
Analyticity of the Wiener-Hopf Factors and valuation of exotic options in Lévy models 2011 Eberlein, Ernst
An overview of comonotonicity and its applications in finance and insurance 2011 Deelstra, Griselda
Optimal liquidation of a pairs trade 2011 Ekström, Erik
Nonparametric methods for volatility density estimation 2011 Es, Bert van
Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains 2011 Jakubowski, Jacek
Exotic derivatives under stochastic volatility models with jumps 2011 Mijatović, Aleksandar
Fractional processes as models in stochastic finance 2011 Bender, Christian
Credit contagion in a long range dependent macroeconomic factor model 2011 Biagini, Francesca
A general maximum principle for anticipative stochastic control and applications to insider trading 2011
Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification 2011 Stettner, Lukasz
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