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Change Of Time And Change Of Measure (Second Edition)
Language: en
Pages: 345
Authors: Ole E Barndorff-nielsen
Categories: Business & Economics
Type: BOOK - Published: 2015-05-07 - Publisher: World Scientific Publishing Company

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Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochast
Change of Time and Change of Measure
Language: en
Pages: 326
Authors: Ole E. Barndorff-Nielsen
Categories: Probabilities
Type: BOOK - Published: 2015 - Publisher: Advanced Series on Statistical Science & Applied Probability

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Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochast
Change of Time and Change of Measure
Language: en
Pages:
Authors: Ole E. Barndorff-Nielsen
Categories:
Type: BOOK - Published: 2010 - Publisher:

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Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)
Language: en
Pages: 373
Authors: Nicolas Privault
Categories: Mathematics
Type: BOOK - Published: 2021-09-02 - Publisher: World Scientific

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This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concep
Stochastic Processes with Applications to Finance, Second Edition
Language: en
Pages: 346
Authors: Masaaki Kijima
Categories: Business & Economics
Type: BOOK - Published: 2013-04-18 - Publisher: CRC Press

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Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks a