, the development of a IFFT-based pricing algorithm, and a detailed analysis of different jump-diffusion short-rate models. …, the development of a IFFT-based pricing algorithm, and a detailed analysis of different jump-diffusion short-rate models …

für Analysis und Scientific Computing. …

Grundlagen der Finanztheorie -- Finanzmathematik -- Anwendung bei Finanzinnovationen -- Grundlagen der Aktienanalyse … -- Einführung in die Optionspreistheorie -- Hedging von festverzinslichen Positionen -- Kreditderivate -- Mathematischer Anhang. …Finanzmathematik in der Bankpraxis Dieses Buch erschließt sowohl dem Anfänger als auch dem erfahrenen Finanzmanager …

the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in …

, and ample numerical experiments are givento illustrate the theory. The main focus is on one-dimensional financial PDEs …

simulations. ·Probability theory and stochastic processes from the financial modeling perspective, including probability spaces … simple Random Walk -- 2.5. The Binomial model -- 2.6. Modern pricing theory based on risk-neutral valuation -- 2.7. More on …

Presents the developments arising from the combination of mathematics, numerical analysis, and finance. This book …

Overview of Quantitative Finance and Risk Management Research -- Portfolio Theory and Investment Analysis -- Options … empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis … and Option Pricing Theory -- Risk Management -- Theory, Methodology, and Applications …

Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of …

practitioners. The topics span risk management, portfolio theory and multi-asset derivatives, market imperfections, interest …