Tous les ebooks de la collection "Springer Finance" - Springer

9 Livre(s)
Télécharger le livre : Stochastic Models for Prices Dynamics in Energy and Commodity Markets
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Stochastic Models for Prices Dynamics in Energy and Commodity Markets
Fred Espen Benth , Paul Krühner
This monograph presents a theory for random field models in time and space, viewed as stochastic processes with values in a Hilbert space, to model the stochastic dynamics of forward and futures prices in energy, power, and commodity markets. In this book, the...

Editeur : Springer
Parution : 2023-11-16
Collection : Springer Finance
PDF, ePub

137,79 €
Télécharger le livre : Time-Inconsistent Control Theory with Finance Applications
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Time-Inconsistent Control Theory with Finance Applications
Tomas Björk , Mariana Khapko , Agatha Murgoci
This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium...

Editeur : Springer
Parution : 2021-11-02
Collection : Springer Finance
PDF, ePub

127,19 €
Télécharger le livre : Mathematical Finance
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Mathematical Finance
Ernst Eberlein , Jan Kallsen
Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingales and explains the basic concepts of Mathematical Finance such as...

Editeur : Springer
Parution : 2019-12-03
Collection : Springer Finance
PDF, ePub

95,39 €
Télécharger le livre : Asymptotic Chaos Expansions in Finance
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Asymptotic Chaos Expansions in Finance
David Nicolay
Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface. In principle, they are well suited for pricing and hedging vanilla and exotic options, for...

Editeur : Springer
Parution : 2014-11-25
Collection : Springer Finance
ePub

52,99 €
Télécharger le livre : Contract Theory in Continuous-Time Models
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Contract Theory in Continuous-Time Models
Jakša Cvitanic , Jianfeng Zhang
In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization problems of...

Editeur : Springer
Parution : 2012-09-24
Collection : Springer Finance
ePub

95,39 €
Télécharger le livre : Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
René Carmona , M R Tehranchi
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in...

Editeur : Springer
Parution : 2007-05-22
Collection : Springer Finance
PDF

52,99 €
Télécharger le livre : A Benchmark Approach to Quantitative Finance
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A Benchmark Approach to Quantitative Finance
David Heath , Eckhard Platen
In recent years products based on ?nancial derivatives have become an ind- pensabletoolforriskmanagersandinvestors. Insuranceproductshavebecome part of almost every personal and business portfolio. The management of - tual and pension funds has gained in importance for...

Editeur : Springer
Parution : 2006-10-28
Collection : Springer Finance
PDF

65,02 €
Télécharger le livre : Binomial Models in Finance
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Binomial Models in Finance
Robert J Elliott , John Van Der Hoek
This book describes the modelling of prices of ?nancial assets in a simple d- crete time, discrete state, binomial framework. By avoiding the mathematical technicalitiesofcontinuoustime?nancewehopewehavemadethematerial accessible to a wide audience. Some of the...

Editeur : Springer
Parution : 2006-04-18
Collection : Springer Finance
PDF

180,19 €
Télécharger le livre : Stochastic Calculus of Variations in Mathematical Finance
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Stochastic Calculus of Variations in Mathematical Finance
Paul Malliavin , Anton Thalmaier
Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This...

Editeur : Springer
Parution : 2006-02-25
Collection : Springer Finance
PDF

52,99 €