Implementing Models in Quantitative Finance: Methods and Cases
Gianluca Fusai
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Continuous-Time Asset Pricing Theory : A Martingale-Based Approach
Robert A. Jarrow
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The Price of Fixed Income Market Volatility
Antonio Mele
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Continuous-Time Asset Pricing Theory : A Martingale-Based Approach
Robert A. Jarrow
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Mathematical Finance
Ernst Eberlein
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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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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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Option Prices as Probabilities : A New Look at Generalized Black-Scholes Formulae
Christophe Profeta
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Analytically Tractable Stochastic Stock Price Models
Archil Gulisashvili
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Financial Modeling, Actuarial Valuation and Solvency in Insurance
Mario V. Wuthrich
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Discrete Time Series, Processes, and Applications in Finance
Gilles Zumbach
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Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
Norbert Hilber
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