Financial Modeling by Stephane Crepey
This book examines financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes as well as a review of quantitative finance tools.-
Stochastic Calculus for Finance I
-
Stochastic Calculus for Finance II
-
Interest Rate Models - Theory and Practice
-
Financial Markets in Continuous Time
-
Risk and Asset Allocation
-
Stochastic Calculus of Variations in Mathematical Finance
-
Modelling, Pricing, and Hedging Counterparty Credit Exposure
-
Volterra Volatility Models
-
Continuous-Time Asset Pricing Theory
-
Term-Structure Models
-
Option Prices as Probabilities
-
Contract Theory in Continuous-Time Models
-
Visual Explorations in Finance
-
Financial Modeling, Actuarial Valuation and Solvency in Insurance
-
Analytically Tractable Stochastic Stock Price Models
-
Applications of Fourier Transform to Smile Modeling
-
Computational Methods for Quantitative Finance
-
Markets with Transaction Costs
-
Interest-Rate Management
-
Financial Markets Theory
-
Mathematical Methods for Financial Markets
-
Mathematics of Financial Markets
-
Irrational Exuberance Reconsidered
-
Credit Risk Valuation
-
Asset Pricing
-
CreditRisk+ in the Banking Industry
-
A Game Theory Analysis of Options
-
Incomplete Information and Heterogeneous Beliefs in Continuous-time Finance
-
Mathematical Finance - Bachelier Congress 2000
-
Credit Risk: Modeling, Valuation and Hedging
-
Empirical Techniques in Finance
-
Efficient Methods for Valuing Interest Rate Derivatives
-
Weak Convergence of Financial Markets
-
Risk-Neutral Valuation
-
Financial Modeling Under Non-Gaussian Distributions
| SKU | Unavailable |
| ISBN 13 | 9783642371127 |
| ISBN 10 | 3642371124 |
| Title | Financial Modeling |
| Author | Stephane Crepey |
| Series | Springer Finance |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer |
| Year published | 2013-06-19 |
| Number of pages | 459 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |