Mathematics of Financial Markets

This book presents the mathematics that underpins pricing models for derivative securities, such ...

The Mathematics of the Bose Gas and its Condensation

This book contains a unique survey of the mathematically rigorous results about the quantum-mecha...

Advances in Mathematical Finance

This self-contained volume brings together a collection of chapters by some of the most distin...

Hidden Markov Models in Finance

P A number of methodologies have been employed to provide decision making solutions to a whole a...

Measure Theory and Filtering

The estimation of noisily observed states from a sequence of data has traditionally incorporated ...

Binomial Models in Finance

This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discret...

Space, Time and the Ethical Foundations

Philosophical Influences of Mao Zedong

Introduction to Hidden Semi-Markov Models

Markov chains and hidden Markov chains have applications in many areas of engineering and genomic...

Advances in Health Economics

'It would be difficult to overstate the standing of the authors. Many HERU alumni are among the m...

Rage Inside the Machine

Hidden Markov Models in Finance

Since the groundbreaking research of Harry Markowitz into the application of operations resear...