Related Books

Non-gaussian Merton-black-scholes Theory
Language: en
Pages: 421
Authors: Svetlana Boyarchenko
Categories: Business & Economics
Type: BOOK - Published: 2002-03-28 - Publisher: World Scientific

DOWNLOAD EBOOK

This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Lévy processes of the exponential
Computational Science — ICCS 2004
Language: en
Pages: 1336
Authors: Marian Bubak
Categories: Computers
Type: BOOK - Published: 2004-05-25 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The International Conference on Computational Science (ICCS 2004) held in Krak ́ ow, Poland, June 6–9, 2004, was a follow-up to the highly successful ICCS 20
Energy, Natural Resources and Environmental Economics
Language: en
Pages: 523
Authors: Endre Bjørndal
Categories: Business & Economics
Type: BOOK - Published: 2010-09-14 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book consists of a collection of articles describing the emergingand integrated area of Energy,Natural Resourcesand EnvironmentalEconomics.A majority of th
Extreme Events in Finance
Language: en
Pages: 690
Authors: Francois Longin
Categories: Business & Economics
Type: BOOK - Published: 2016-09-30 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extrem
Advanced Mathematical Methods for Finance
Language: en
Pages: 532
Authors: Julia Di Nunno
Categories: Mathematics
Type: BOOK - Published: 2011-03-29 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk.