Content
2023
- 978-3-031-40367-5 Stochastic Models for Prices Dynamics in Energy and Commodity Markets
by Fred Espen Benth & Paul Krühner
2021
- 978-3-030-81843-2 Time-Inconsistent Control Theory with Finance Applications
by Tomas Björk & Mariana Khapko & Agatha Murgoci - 978-3-030-74410-6 Continuous-Time Asset Pricing Theory, Edition 2nd ed. 2021
by Robert A. Jarrow
2019
- 978-3-030-26106-1 Mathematical Finance
by Ernst Eberlein & Jan Kallsen
2017
- 978-1-4471-7322-9 Financial Markets Theory, Edition 2nd ed. 2017
by Emilio Barucci & Claudio Fontana
2015
- 978-3-319-26523-0 The Price of Fixed Income Market Volatility
by Antonio Mele & Yoshiki Obayashi
2014
- 978-1-4471-6506-4 Asymptotic Chaos Expansions in Finance, Edition 2014
by David Nicolay
2013
- 978-3-642-37113-4 Financial Modeling, Edition 2013
by Stéphane Crépey - 978-3-642-35401-4 Computational Methods for Quantitative Finance, Edition 2013
by Norbert Hilber & Oleg Reichmann & Christoph Schwab & Christoph Winter - 978-3-642-31742-2 Discrete Time Series, Processes, and Applications in Finance, Edition 2013
by Gilles Zumbach - 978-3-642-31392-9 Financial Modeling, Actuarial Valuation and Solvency in Insurance, Edition 2013
by Mario V. Wüthrich & Michael Merz - 978-3-642-14200-0 Contract Theory in Continuous-Time Models, Edition 2013
by Jakša Cvitanić & Jianfeng Zhang - 978-1-4614-7306-0 Derivative Securities and Difference Methods, Edition 2nd ed. 2013
by You-lan Zhu & Xiaonan Wu & I-Liang Chern & Zhi-zhong Sun
2012
- 978-3-642-31214-4 Analytically Tractable Stochastic Stock Price Models, Edition 2012
by Archil Gulisashvili
2010
- 978-3-642-10395-7 Option Prices as Probabilities
by Cristophe Profeta & Bernard Roynette & Marc Yor - 978-3-642-01808-4 Applications of Fourier Transform to Smile Modeling
by Jianwei Zhu - 978-3-540-68121-2 Markets with Transaction Costs
by Yuri Kabanov & Mher Safarian
2009
- 978-3-642-04454-0 Modelling, Pricing, and Hedging Counterparty Credit Exposure
by Giovanni Cesari & John Aquilina & Niels Charpillon & Zlatko Filipovic & Gordon Lee & Ion Manda - 978-3-540-68015-4 Term-Structure Models
by Damir Filipovic - 978-1-84628-737-4 Mathematical Methods for Financial Markets
by Monique Jeanblanc & Marc Yor & Marc Chesney
2008
- 978-3-540-68688-0 Mathematical Models of Financial Derivatives, Edition 2
by Yue-Kuen Kwok - 978-3-540-49959-6 Implementing Models in Quantitative Finance: Methods and Cases
by Gianluca Fusai & Andrea Roncoroni
2007
- 978-1-84628-696-4 Financial Modeling Under Non-Gaussian Distributions
by Eric Jondeau & Ser-Huang Poon & Michael Rockinger
2006
- 978-3-540-47856-0 A Benchmark Approach to Quantitative Finance
by Eckhard Platen & David Heath - 978-3-540-34604-3 Interest Rate Models — Theory and Practice, Edition Second Edition
by Damiano Brigo & Fabio Mercurio - 978-3-540-31299-4 The Mathematics of Arbitrage
by Freddy Delbaen & Walter Schachermayer - 978-3-540-30799-0 Stochastic Calculus of Variations in Mathematical Finance
by Paul Malliavin & Anton Thalmaier - 978-3-540-27067-6 Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
by René A. Carmona & Michael R. Tehranchi - 978-0-387-31607-9 Binomial Models in Finance
by John Hoek & Robert J. Elliott
2005
- 978-3-540-30591-0 Semiparametric Modeling of Implied Volatility
by Matthias R. Fengler - 978-3-540-27904-4 Risk and Asset Allocation
by Attilio Meucci - 978-3-540-27900-6 A Course in Derivative Securities
by Kerry Back - 978-3-540-27642-5 Empirical Techniques in Finance
by Ramaprasad Bhar & Shigeyuki Hamori - 978-0-387-22640-8 Mathematics of Financial Markets, Edition Second edition
by Robert J. Elliott & P. Ekkehard Kopp