This book introduces an analytically tractable and computationally effective class of non-Gaussian models for shocks (regular Lévy processes of the exponential
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
This book consists of a collection of articles describing the emergingand integrated area of Energy,Natural Resourcesand EnvironmentalEconomics.A majority of th
A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extrem
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk.