Quantitative Finance.

Computational Methods in Financial Engineering = Essays in Honour of Manfred Gilli / by: (Electronic resources)

Non-life insurance pricing with generalized linear models by: (Electronic resources)

Markov decision processes with applications to finance by: (Electronic resources)

Handbook of financial time series by: (Electronic resources)

Implicit embedded options in life insurance contracts = a market consistent valuation framework / by: (Electronic resources)

Statistics of financial markets = exercises and solutions / by: (Electronic resources)

Networks, topology and dynamics = theory and applications to Economics and Social Systems / by: (Electronic resources)

Modelling, pricing, and hedging counterparty credit exposure = a technical guide / by: (Electronic resources)

Market-Consistent Actuarial Valuation by: (Electronic resources)

Scenario logic and probabilistic management of risk in business and engineering by: (Electronic resources)

Mathematical modeling of collective behavior in socio-economic and life sciences by: (Electronic resources)

Recursions for convolutions and compound distributions with insurance applications by: (Electronic resources)

Concentration risk in credit portfolios by: (Electronic resources)

Bubbles and crashes in experimental asset markets by: (Electronic resources)

Market-consistent actuarial valuation by: (Electronic resources)

Pricing of derivatives on mean-reverting assets by: (Electronic resources)

Valuation of network effects in software markets = a complex networks approach / by: (Electronic resources)

Hidden collective factors in speculative trading = a study in analytical economics / by: (Electronic resources)

Business statistics for competitive advantage with Excel 2007 = basics, model building, and cases / by: (Electronic resources)

Pricing and risk management of synthetic CDOs by: (Electronic resources)

Semiparametric Modeling of Implied Volatility by: (Electronic resources)

Mathematical and statistical methods for actuarial sciences and finance by: (Electronic resources)

Applied multivariate statistical analysis by: (Electronic resources)

Introduction to the mathematics of finance = arbitrage and option pricing / by: (Electronic resources)

Pricing of bond options = unspanned stochastic volatility and random field models / by: (Electronic resources)

Neutral and indifference portfolio pricing, hedging and investing = with applications in equity and FX / by: (Electronic resources)

A Course in Derivative Securities = Introduction to Theory and Computation / by: (Electronic resources)

Portfolios of Real Options by: (Electronic resources)

Financial mathematics = theory and problems for multi-period models / by: (Electronic resources)

Real Options Valuation = The Importance of Interest Rate Modelling in Theory and Practice / by: (Electronic resources)

The Economics of Foreign Exchange and Global Finance by: (Electronic resources)

Calcolo stocastico per la finanza by: (Electronic resources)

Simulation and inference for stochastic differential equations = with r examples / by: (Electronic resources)

Contemporary Quantitative Finance = Essays in Honour of Eckhard Platen / by: (Electronic resources)

Mathematical control theory and finance by: (Electronic resources)

Advances in social science research using R by: (Electronic resources)

Real estate investment = a value based approach / by: (Electronic resources)

Implementing Models in Quantitative Finance: Methods and Cases by: (Electronic resources)

Sparse grid quadrature in high dimensions with applications in finance and insurance by: (Electronic resources)

Econometrics of financial high-frequency data by: (Electronic resources)

Non-life insurance mathematics = an introduction with the Poisson process / by: (Electronic resources)

Handbook of financial engineering by: (Electronic resources)

Progress in industrial mathematics at ECMI 2010 by: (Electronic resources)

Introduction to Modern Portfolio Optimization With NUOPT and S-PLUS by: (Electronic resources)

Extracting knowledge from time series = an introduction to nonlinear empirical modeling / by: (Electronic resources)

Markets with transaction costs = mathematical theory / by: (Electronic resources)

Tools for computational finance by: (Electronic resources)

Continuous-time stochastic control and optimization with financial applications by: (Electronic resources)

Option pricing in fractional Brownian Markets by: (Electronic resources)

Numerical solution of stochastic differential equations with jumps in finance by: (Electronic resources)

An Introduction to Continuous-Time Stochastic Processes = Theory, Models, and Applications to Finance, Biology, and Medicine / by: (Electronic resources)

Applied Stochastic Control of Jump Diffusions by: (Electronic resources)

Term-structure models = a graduate course / by: (Electronic resources)

Mathematical and statistical methods for actuarial sciences and finance by: (Electronic resources)

Mathematical Models of Financial Derivatives by: (Electronic resources)

Topics in numerical methods for finance by: (Electronic resources)

Real options valuation = the importance of interest rate modelling in theory and practice / by: (Electronic resources)

Statistical Tools for Finance and Insurance by: (Electronic resources)

Mathematical and Statistical Methods in Insurance and Finance by: (Electronic resources)

The Basel II risk parameters = estimation, validation, stress testing - with applications to loan risk management / by: (Electronic resources)

Analytically tractable stochastic stock price models by: (Electronic resources)

Applications of Fourier transform to smile modeling = theory and implementation / by: (Electronic resources)

Empirical Techniques in Finance by: (Electronic resources)

Selected aspects of fractional Brownian motion by: (Electronic resources)

Risk Management = Challenge and Opportunity / by: (Electronic resources)

Statistics of financial markets = an introduction / by: (Electronic resources)

Stochastic differential equations in infinite dimensions = with applications to stochastic partial differential equations / by: (Electronic resources)

Portfolio Management with Heuristic Optimization by: (Electronic resources)

High Frequency Financial Econometrics = Recent Developments / by: (Electronic resources)

Aspects of Mathematical Finance by: (Electronic resources)

Estimation in Conditionally Heteroscedastic Time Series Models by: (Electronic resources)

Risk management in credit portfolios = concentration risk and Basel II / by: (Electronic resources)

Malliavin calculus for Levy processes with applications to finance by: (Electronic resources)

Parameter estimation in stochastic differential equations by: (Electronic resources)

Financial Risk Management with Bayesian Estimation of GARCH Models = Theory and Applications / by: (Electronic resources)

Statistical tools for finance and insurance by: (Electronic resources)

Peacocks and associated martingales, with explicit constructions by: (Electronic resources)

Asset prices, booms and recessions = financial economics from a dynamic perspective / by: (Electronic resources)

Multicriteria portfolio management by: (Electronic resources)

An introduction to continuous-time stochastic processes = theory, models, and applications to finance, biology, and medicine / by: (Electronic resources)

A Course in Credibility Theory and its Applications by: (Electronic resources)

Theory of Random Sets by: (Electronic resources)

Monte Carlo and Quasi-Monte Carlo Methods 2006 by: (Electronic resources)

The economics of foreign exchange and global finance by: (Electronic resources)

Handbook of quantitative finance and risk management by: (Electronic resources)

Fundamentals of stochastic filtering by: (Electronic resources)

Forecasting and hedging in the foreign exchange markets by: (Electronic resources)

Optimality and risk - modern trends in mathematical finance = the Kabanov festschrift / by: (Electronic resources)

Complex systems in finance and econometrics by: (Electronic resources)

Mathematical methods for financial markets by: (Electronic resources)

Modern actuarial risk theory = using R / by: (Electronic resources)

Numerical methods in finance = Bordeaux, June 2010 / by: (Electronic resources)

Stochastic analysis with financial applications = Hong Kong 2009 / by: (Electronic resources)

The value of information updating in new product development by: (Electronic resources)

Advances in Mathematical Economics by: (Electronic resources)

Statistics of Financial Markets = An Introduction / by: (Electronic resources)

Paris-Princeton lectures on mathematical finance 2010 by: (Electronic resources)

Pricing Interest-Rate Derivatives = A Fourier-Transform Based Approach / by: (Electronic resources)

Risk and Asset Allocation by: (Electronic resources)

The crossing of heaven = memoirs of a mathematician / by: (Electronic resources)

Periodic systems = filtering and control / by: (Electronic resources)

Handbook of portfolio construction = contemporary applications of Markowitz techniques / by: (Electronic resources)

Tools for computational finance by: (Electronic resources)

Mathematics of Financial Markets by: (Electronic resources)

Bond Portfolio Optimization by: (Electronic resources)

Applied Econometrics with R by: (Electronic resources)

Martingale Methods in Financial Modelling by: (Electronic resources)