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Analytically tractable stochastic stock price models
Gulisashvili, Archil - 2012
Persistent link: https://www.econbiz.de/10009623216
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Discrete time series, processes, and applications in finance
Zumbach, Gilles O. - 2013
-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book … and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH …
Persistent link: https://www.econbiz.de/10009634376
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An introduction to computational finance
Uǧur, Ömür - 2009
Persistent link: https://www.econbiz.de/10003742360
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A benchmark approach to quantitative finance
Platen, Eckhard; Heath, David C. - 2010 - Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
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Tools for computational finance
Seydel, Rüdiger - 2006 - 3. ed.
Persistent link: https://www.econbiz.de/10003301721
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Financial models with Lévy processes and volatility clustering
Račev, Svetlozar T.; Kim, Young Shin; Bianchi, Michele … - 2011
Persistent link: https://www.econbiz.de/10008658750
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An elementary introduction to mathematical finance
Ross, Sheldon M. - 2011 - Third edition
Persistent link: https://www.econbiz.de/10009009299
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Measure, probability, and mathematical finance : a problem oriented approach
Gan, Guojun; Ma, Chaoqun; Xie, Hong - 2014
Persistent link: https://www.econbiz.de/10010361562
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An introduction to quantitative finance
Blyth, Stephen - 2014 - 1. ed.
Persistent link: https://www.econbiz.de/10010202585
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Tools for computational finance
Seydel, Rüdiger - 2009 - 4. ed.
Persistent link: https://www.econbiz.de/10003801677