Springer Finance – serie
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105 produkter
Stochastic Calculus for Finance II
Continuous-Time Models
Inbunden, 2004
681 kr
Lägg i varukorg
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The …
Stochastic Calculus for Finance I
The Binomial Asset Pricing Model
Inbunden, 2004
681 kr
Lägg i varukorg
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The …
Mathematics of Financial Markets
Av Robert J Elliott, P. Ekkehard Kopp
Inbunden, 2004
934 kr
Lägg i varukorg
This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout …
Stochastic Calculus for Finance I
The Binomial Asset Pricing Model
Häftad, 2005
658 kr
Lägg i varukorg
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The …
Binomial Models in Finance
Av John van der Hoek, Robert J Elliott
Inbunden, 2005
1970 kr
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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?nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here …
Mathematics of Financial Markets
Av Robert J Elliott, P. Ekkehard Kopp
Häftad, 2010
661 kr
Lägg i varukorg
This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout …
Binomial Models in Finance
Av John van der Hoek, Robert J Elliott
Häftad, 2010
1970 kr
Lägg i varukorg
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?nancewehopewehavemadethematerial accessible to a wide audience. Some of the developments and formulae appear here …
Stochastic Calculus for Finance II
Continuous-Time Models
Häftad, 2010
661 kr
Lägg i varukorg
Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The …
Mathematical Methods for Financial Markets
Av Monique Jeanblanc, Marc Yor m. fl.
Häftad, 2012
1098 kr
Lägg i varukorg
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 …
Asymptotic Chaos Expansions in Finance
Theory and Practice
Häftad, 2014
552 kr
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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. In principle, they are well suited for pricing and hedging vanilla and exotic options, for relative value strategies or for …
Financial Markets Theory
Equilibrium, Efficiency and Information
Av Emilio Barucci, Claudio Fontana
Inbunden, 2017
1316 kr
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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. It is the only textbook on the subject to include more than two …
Financial Markets Theory
Equilibrium, Efficiency and Information
Av Emilio Barucci, Claudio Fontana
Häftad, 2018
934 kr
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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. It is the only textbook on the subject to include more than two …
Derivative Securities and Difference Methods
Av You-lan Zhu, Xiaonan Wu m. fl.
Inbunden, 2013
1643 kr
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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. With this objective, the book is divided into two main parts.In the first part, after an introduction concerning …
Derivative Securities and Difference Methods
Av You-lan Zhu, Xiaonan Wu m. fl.
Häftad, 2015
1628 kr
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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. With this objective, the book is divided into two main parts.In the first part, after an introduction concerning …
Financial Modeling Under Non-Gaussian Distributions
Av Eric Jondeau, Ser-Huang Poon m. fl.
Inbunden, 2006
1580 kr
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Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The aim is to bridge the gap between theoretical developments and the practical implementations of what many users and …
Financial Modeling Under Non-Gaussian Distributions
Av Eric Jondeau, Ser-Huang Poon m. fl.
Häftad, 2010
1534 kr
Lägg i varukorg
Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The aim is to bridge the gap between theoretical developments and the practical implementations of what many users and …
Efficient Methods for Valuing Interest Rate Derivatives
Häftad, 2010
1425 kr
Lägg i varukorg
Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second …
Risk-Neutral Valuation
Pricing and Hedging of Financial Derivatives
Av Nicholas H. Bingham, Rüdiger Kiesel
Häftad, 2010
716 kr
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Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. Following the success of the first edition of ‘Risk-Neutral Valuation’, the authors have thoroughly revised the entire book, taking …
Visual Explorations in Finance
with Self-Organizing Maps
Av Guido Deboeck, Teuvo Kohonen
Häftad, 2010
551 kr
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Self-organizing maps (SOM) have proven to be of significant economic value in the areas of finance, economic and marketing applications. As a result, this area is rapidly becoming a non-academic technology. This book looks at near state-of-the-art SOM applications in the above areas, and is a …
Efficient Methods for Valuing Interest Rate Derivatives
Inbunden, 2000
1467 kr
Lägg i varukorg
Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second …
Mathematical Methods for Financial Markets
Av Monique Jeanblanc, Marc Yor m. fl.
Inbunden, 2009
1534 kr
Lägg i varukorg
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 …
Risk-Neutral Valuation
Pricing and Hedging of Financial Derivatives
Av Nicholas H. Bingham, Rüdiger Kiesel
Inbunden, 2004
989 kr
Lägg i varukorg
Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. Following the success of the first edition of ‘Risk-Neutral Valuation’, the authors have thoroughly revised the entire book, taking …
Continuous-Time Asset Pricing Theory
A Martingale-Based Approach
Häftad, 2019
603 kr
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Yielding new insights into important market phenomena like asset price bubbles and trading constraints, this is the first textbook to present asset pricing theory using the martingale approach (and all of its extensions). Since the 1970s asset pricing theory has been studied, refined, and extended, …
Mathematical Finance
Av Ernst Eberlein, Jan Kallsen
Inbunden, 2019
1425 kr
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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, …
Mathematical Finance
Av Ernst Eberlein, Jan Kallsen
Häftad, 2020
989 kr
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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, …
Continuous-Time Asset Pricing Theory
A Martingale-Based Approach
Inbunden, 2021
877 kr
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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. The new edition features new results on state dependent …
Time-Inconsistent Control Theory with Finance Applications
Av Tomas Björk, Mariana Khapko m. fl.
Inbunden, 2021
1425 kr
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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. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium strategies. The general theory …
Time-Inconsistent Control Theory with Finance Applications
Av Tomas Björk, Mariana Khapko m. fl.
Häftad, 2022
1237 kr
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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. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium strategies. The general theory …
Stochastic Models for Prices Dynamics in Energy and Commodity Markets
An Infinite-Dimensional Perspective
Av Fred Espen Benth, Paul Krühner
Inbunden, 2023
1425 kr
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This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets. In this book, the well-known Heath–Jarrow–Morton …
Stochastic Models for Prices Dynamics in Energy and Commodity Markets
An Infinite-Dimensional Perspective
Av Fred Espen Benth, Paul Krühner
Häftad, 2024
1425 kr
Lägg i varukorg
This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets. In this book, the well-known Heath–Jarrow–Morton …
