Stochastic Models for Prices Dynamics in Energy and Commodity Markets : An Infinite-Dimensional Perspective
Fred Espen Benth
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Stochastic Models for Prices Dynamics in Energy and Commodity Markets : An Infinite-Dimensional Perspective
Fred Espen Benth
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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Nicholas H. Bingham
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The Mathematics of Arbitrage
Freddy Delbaen
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Mathematical Finance
Ernst Eberlein
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Applications of Fourier Transform to Smile Modeling : Theory and Implementation
Jianwei Zhu
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Modelling, Pricing, and Hedging Counterparty Credit Exposure : A Technical Guide
Giovanni Cesari
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Risk-Neutral Valuation : Pricing and Hedging of Financial Derivatives
Nicholas H. Bingham
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Efficient Methods for Valuing Interest Rate Derivatives
Antoon Pelsser
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Continuous-Time Asset Pricing Theory : A Martingale-Based Approach
Robert A. Jarrow
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Time-Inconsistent Control Theory with Finance Applications
Tomas Bjork
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Time-Inconsistent Control Theory with Finance Applications
Tomas Bjork
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Mathematical Finance
Ernst Eberlein
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A Game Theory Analysis of Options : Corporate Finance and Financial Intermediation in Continuous Time
Alexandre C. Ziegler
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