Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

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Numerical Methods in Finance

Numerical methods in finance have emerged as a vital field at the crossroads of probability th...

Indifference Pricing

This is the first book about the emerging field of utility indifference pricing for valuing deriv...

Probabilistic Theory of Mean Field Games with Applications I

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean fi...

Probabilistic Theory of Mean Field Games with Applications II

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean fi...

Statistical Analysis of Financial Data in R

Although there are many books on mathematical finance, few deal with the statistical aspects of m...

Probabilistic Theory of Mean Field Games with Applications II

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...

Probabilistic Theory of Mean Field Games with Applications I

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

This book probes mathematical issues that arise in modeling interest rate term structure, by cast...

Numerical Methods in Finance

InhaltsangabePart I: Particle Methods in Finance.- 1 R. Carmona, P. Del Moral, P. Hu, N, Oudjane:...

Paris-Princeton Lectures on Mathematical Finance 2004

InhaltsangabeHJM: A Unified Approach to Dynamic Models for Fixed Income, Credit and Equity Market...

Paris-Princeton Lectures on Mathematical Finance 2003

The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, ...