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Résumé : This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two framewor…
The financial market melt-down of the years 2007-2009 has posed great challenges for studies on financial economics. This financial economics text focuses on the dynamic interaction of financial markets and economic activity. The financial market to be studied here encompasses t…
The financial market melt-down of the years 2007-2009 has posed great challenges for studies on financial economics. This financial economics text focuses on the dynamic interaction of financial markets and economic activity. The financial market to be studied here encompasses t…
Markov Decision Processes with Applications to Finance
by Bäuerle, Nicole, Rieder, Ulrich
fromUniversitext
0
Type: Book
Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing the dynamic behavior of financial data, leading to the req…
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as…
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as…
Dieses Buch gibt eine Einführung in die wichtigsten Verfahren der statistischen Analyse von Finanzmarktdaten wie beispielsweise Kursen oder Renditen von Aktien oder Aktienindizes. Unter den Themen sind die Deskription und Analyse von uni- und multivariaten Renditeverteilungen, d…
The interaction between mathematicians and statisticians working in the actuarial and financial fields is producing numerous meaningful scientific results. This volume, comprising a series of four-page papers, gathers new ideas relating to mathematical and statistical methods in…
