Mathieu Rosenbaum – författare
Visar alla böcker från författaren Mathieu Rosenbaum. Handla med fri frakt och snabb leverans.
4 produkter
Market Microstructure
Confronting Many Viewpoints
Av Mathieu Rosenbaum, Charles-Albert Lehalle m. fl.
E-bok, 2012
530 kr
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The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers …
Market Microstructure
Confronting Many Viewpoints
Av Mathieu Rosenbaum, Charles-Albert Lehalle m. fl.
E-bok, 2012
525 kr
Lägg i varukorg
The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers …
Rough Volatility
Av Christian Bayer, Peter K. Friz m. fl.
Häftad, 2024
1031 kr
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Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, …
OPTIONS - 45 YEARS SINCE THE PUBLICATION OF THE BLACK-SCHOLES-MERTON MODEL: THE GERSHON FINTECH CENTER CONFERENCE
Av Gershon David, David Gershon m. fl.
Inbunden, 2023
1965 kr
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This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presents a comprehensive and unique perspective on the historical development and the current state of derivatives research. The book covers …
