Quantitative Finance.
Overview
| Works: | 260 works in 182 publications in 182 languages | |
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Titles
An Introduction to Continuous-Time Stochastic Processes = Theory, Models, and Applications to Finance, Biology, and Medicine /
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Introduction to Modern Portfolio Optimization With NUOPT and S-PLUS
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A Course in Derivative Securities = Introduction to Theory and Computation /
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Networks, topology and dynamics = theory and applications to Economics and Social Systems /
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Handbook of portfolio construction = contemporary applications of Markowitz techniques /
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The Basel II risk parameters = estimation, validation, stress testing - with applications to loan risk management /
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Market microstructure and nonlinear dynamics = keeping financial crisis in context /
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Nonlinear economic dynamics and financial modelling = essays in honour of Carl Chiarella /
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Actuarial sciences and quantitative finance = ICASQF, Bogota, Colombia, June 2014 /
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Stochastic processes and calculus = an elementary introduction with applications /
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Portfolio Optimization Using Fundamental Indicators Based on Multi-Objective EA
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Statistical methods and applications in insurance and finance = CIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 /
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Pricing derivatives under Levy models = modern finite-difference and pseudo-differential operators approach /
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Backward stochastic differential equations = from linear to fully nonlinear theory /
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Identifying stock market bubbles = modeling illiquidity premium and bid-ask prices of financial securities /
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Fixed income analytics = bonds in high and low interest rate environments /
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Analytical finance.. Volume II,. The mathematics of interest rate derivatives, markets, risk and valuation
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Mathematical and statistical methods for actuarial sciences and finance = MAF 2016 /
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Financial decision aid using multiple criteria = recent models and applications /
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Quantile regression for cross-sectional and time series data = applications in energy markets using R /
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From analysis to visualization = a celebration of the life and legacy of Jonathan M. Borwein, Callaghan, Australia, September 2017 /
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Real Options Valuation = The Importance of Interest Rate Modelling in Theory and Practice /
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Financial Risk Management with Bayesian Estimation of GARCH Models = Theory and Applications /
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Pricing Interest-Rate Derivatives = A Fourier-Transform Based Approach /
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Computational Methods in Financial Engineering = Essays in Honour of Manfred Gilli /
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Complex and chaotic nonlinear dynamics = advances in economics and finance, mathematics and statistics /
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Recursions for convolutions and compound distributions with insurance applications
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Non-life insurance mathematics = an introduction with the Poisson process /
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Continuous-time stochastic control and optimization with financial applications
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Valuation of network effects in software markets = a complex networks approach /
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Option prices as probabilities = a new look at generalized Black-Scholes formulae /
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Modelling, pricing, and hedging counterparty credit exposure = a technical guide /
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Financial economics = a concise introduction to classical and behavioral finance /
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Applications of Fourier transform to smile modeling = theory and implementation /
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Numerical solution of stochastic differential equations with jumps in finance
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Extracting knowledge from time series = an introduction to nonlinear empirical modeling /
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Real options valuation = the importance of interest rate modelling in theory and practice /
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Mathematical modeling of collective behavior in socio-economic and life sciences
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Risk management in credit portfolios = concentration risk and Basel II /
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Sparse grid quadrature in high dimensions with applications in finance and insurance
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Stochastic differential equations in infinite dimensions = with applications to stochastic partial differential equations /
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Implicit embedded options in life insurance contracts = a market consistent valuation framework /
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Introduction to the mathematics of finance = arbitrage and option pricing /
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An introduction to continuous-time stochastic processes = theory, models, and applications to finance, biology, and medicine /
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Pricing of bond options = unspanned stochastic volatility and random field models /
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Business statistics for competitive advantage with Excel 2007 = basics, model building, and cases /
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Probability and statistical models = foundations for problems in reliability and financial mathematics /
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Quantitative energy finance = modeling, pricing, and hedging in energy and commodity markets /
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Generalized Hyperbolic Secant Distributions = With Applications to Finance /
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Fluctuations of Levy processes with applications = introductory lectures /
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General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions
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Applied asset and risk management = a guide to modern portfolio management and behavior-driven markets /
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A time series approach to option pricing = models, methods and empirical performances /
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An introduction to continuous-time stochastic processes = theory, models, and applications to finance, biology, and medicine /
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Set optimization and applications - the state of the art = from set relations to set-valued risk measures /
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Tempered stable distributions = stochastic models for multiscale processes /
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The fascination of probability, statistics and their applications = in honour of Ole E. Barndorff-Nielsen /
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Quantitative modeling of operational risk in finance and banking using possibility theory
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Financial economics = a concise introduction to classical and behavioral finance /
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An introduction to mathematical finance with applications = understanding and building financial intuition /
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Trends in mathematical economics = dialogues between southern Europe and Latin America /
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Banking beyond banks and money = a guide to banking services in the twenty-first century /
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Options and derivatives programming in C++ = algorithms and programming techniques for the financial industry /
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Artificial intelligence in financial markets = cutting edge applications for risk management, portfolio optimization and economics /
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Quantitative analysis and IBM SPSS statistics = a guide for business and finance /
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Innovations in derivatives markets = fixed income modeling, valuation adjustments, risk management, and regulation /
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Advanced modelling in mathematical finance = in honour of Ernst Eberlein /
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Anomalies in net present value, returns and polynomials, and regret theory in decision-making
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Portfolio construction, measurement, and efficiency = essays in honor of Jack Treynor /
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Analytical finance = the mathematics of equity derivatives, markets, risk and valuation /. Volume I
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Contemporary trends and challenges in finance = proceedings from the 2nd Wroclaw International Conference in Finance /
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From statistics to mathematical finance = festschrift in honour of Winfried Stute /
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Actuarial sciences and quantitative finance = ICASQF2016, Cartagena, Colombia, June 2016 /
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Market timing with moving averages = the anatomy and performance of trading rules /
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Identifying patterns in financial markets = new approach combining rules between PIPs and SAX /
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Supply chain finance = integrating operations and finance in global supply chains /
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Contemporary trends and challenges in finance = proceedings from the 3rd Wroclaw International Conference in Finance /
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Modern SABR analytics = formulas and insights for quants, former physicists and mathematicians /
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Nonlinear expectations and stochastic calculus under uncertainty = with robust CLT and G-Brownian motion /
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Solutions to financial economics = exercises on classical and behavioral finance /
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The Brownian motion = a rigorous but gentle introduction for economists /
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Fixed Income analytics = bonds in high and low interest rate environments /
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Innovations in quantitative risk management = TU Munchen, September 2013 /
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Fixed-income portfolio analytics = a practical guide to implementing, monitoring and understanding fixed-income portfolios /
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Statistics and data analysis for financial engineering = with R examples /
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Affine diffusions and related processes = simulation, theory and applications /
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From shortest paths to reinforcement learning = a MATLAB-based tutorial on dynamic programming /
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Risk management for pension funds = a continuous time approach with applications in R /
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Cryptofinance and mechanisms of exchange = the making of virtual currency /
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Financial econometrics, mathematics and statistics = theory, method and application /
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Frontiers in stochastic analysis - BSDEs, SPDEs and their applications = Edinburgh, July 2017 : selected, revised and extended contributions /
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Bank management and control = strategy, pricing, capital and risk management /
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