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Introduction to Stochastic Finance with Market Examples
Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to ... more |
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Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing (Third Edition)
This book introduces the mathematics of stochastic interest rate modeling and the pricing of related... more |
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Understanding Markov Chains: Examples and Applications
Probability Background.- Gambling Problems.- Random Walks.- Discrete-Time Markov Chains.- First Step... more |
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Probability on Real Lie Algebras
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An Elementary Introduction to Stochastic Interest Rate Modeling
Interest rate modeling and the pricing of related derivatives remain subjects of increasing importan... more |
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Stochastic Analysis With Financial Applications: Hong Kong 2009
Stochastic analysis has a variety of applications to biological systems as well as physical and engi... more |
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Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales
This monograph is an introduction to some aspects of stochastic analysis in the framework of normal ... more |
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Quantum Potential Theory
This volume contains the notes of lectures given at the School Quantum Potential Theory: Structure ... more |
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Stochastic Analysis with Financial Applications: Hong Kong 2009
Stochastic analysis has a variety of applications to biological systems as well as physical and engi... more |
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Stochastic Finance: An Introduction with Market Examples
Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hed... more |
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Understanding Markov Chains: Examples and Applications
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An Elementary Introduction to Stochastic Interest Rate Modeling
This textbook is written as an accessible introduction to interest rate modeling and related derivat... more |
