Springer finance

• 資料種別: 図書
• タイトル: Springer finance
• 出版事項: Springer
• 並列タイトル等: SF
• 出版地（国名コード）: uk
• 対象利用者: 一般
• 関連情報: Mathematical models of financial derivatives; https://cir.nii.ac.jp/crid/1130000793832244352; Weak convergence of financial markets; https://cir.nii.ac.jp/crid/1130000793855007872; Interest rate models : an infinite dimensional stochastic analysis perspective; https://cir.nii.ac.jp/crid/1130000794031173248; A game theory analysis of options : corporate finance and financial intermediation in continuous time; https://cir.nii.ac.jp/crid/1130000794100359424; Binomial models in finance; https://cir.nii.ac.jp/crid/1130000794710215936; Financial markets theory : equilibrium, efficiency and information; https://cir.nii.ac.jp/crid/1130000794898317568; Contract theory in continuous-time models; https://cir.nii.ac.jp/crid/1130000794938961920; Markets with transaction costs : mathematical theory; https://cir.nii.ac.jp/crid/1130000795113379456; The price of fixed income market volatility; https://cir.nii.ac.jp/crid/1130000795163064448; Continuous-time models; https://cir.nii.ac.jp/crid/1130000795235564672; Credit risk : modeling, valuation and hedging; https://cir.nii.ac.jp/crid/1130000795386562560; Incomplete information and heterogeneous beliefs in continuous-time finance; https://cir.nii.ac.jp/crid/1130000795409040000; Continuous-time asset pricing theory : a Martingale-based approach; https://cir.nii.ac.jp/crid/1130000795651451776; https://cir.nii.ac.jp/crid/1130000795713244288; Term-structure models : a graduate course; https://cir.nii.ac.jp/crid/1130000795798489472; https://cir.nii.ac.jp/crid/1130000796246690048; Irrational exuberance reconsidered : the cross section of stock returns; https://cir.nii.ac.jp/crid/1130000796289367168; Discrete time series, processes, and applications in finance; https://cir.nii.ac.jp/crid/1130000796310788096; Implementing models in quantitative finance : methods and cases; https://cir.nii.ac.jp/crid/1130000796324331392; Risk-neutral valuation : pricing and hedging of financial derivatives; https://cir.nii.ac.jp/crid/1130000796361472512; Uncertain volatility models : theory and application; https://cir.nii.ac.jp/crid/1130000796578020096; The binomial asset pricing model; https://cir.nii.ac.jp/crid/1130000796580233344; Risk and asset allocation; https://cir.nii.ac.jp/crid/1130000796722090752; Mathematics of financial markets; https://cir.nii.ac.jp/crid/1130000797122917120; Computational methods for quantitative finance : finite element methods for derivative pricing; https://cir.nii.ac.jp/crid/1130000797332456064; Semiparametric modeling of implied volatility; https://cir.nii.ac.jp/crid/1130000797385875968; https://cir.nii.ac.jp/crid/1130000797391038080; Financial modeling, actuarial valuation and solvency in insurance; https://cir.nii.ac.jp/crid/1130000798102083456; A benchmark approach to quantitative finance; https://cir.nii.ac.jp/crid/1130000798266448896; Interest rate models : theory and practice : with smile, inflation and credit; https://cir.nii.ac.jp/crid/1130015321609247016; A course in derivative securities : introduction to theory and computation; https://cir.nii.ac.jp/crid/1130018729068159023; Credit risk valuation : methods, models, and applications; https://cir.nii.ac.jp/crid/1130282268633556608; Financial markets in continuous time; https://cir.nii.ac.jp/crid/1130282268653422208; https://cir.nii.ac.jp/crid/1130282268735321600; Interest-rate management; https://cir.nii.ac.jp/crid/1130282268807298688; Credit risk pricing models : theory and practice; https://cir.nii.ac.jp/crid/1130282269222860800; https://cir.nii.ac.jp/crid/1130282269456185600; https://cir.nii.ac.jp/crid/1130282269520272128; https://cir.nii.ac.jp/crid/1130282269618530304; Visual explorations in finance with self-organizing maps; https://cir.nii.ac.jp/crid/1130282269671802624; https://cir.nii.ac.jp/crid/1130282269681463040; https://cir.nii.ac.jp/crid/1130282269690347904; Derivative securities and difference methods; https://cir.nii.ac.jp/crid/1130282269706358016; Asset pricing : modeling and estimation; https://cir.nii.ac.jp/crid/1130282269916398720; Efficient methods for valuing interest rate derivatives; https://cir.nii.ac.jp/crid/1130282269961151232; CreditRisk[+] in the banking industry; https://cir.nii.ac.jp/crid/1130282270039166976; Financial modeling : a backward stochastic differential equations perspective; https://cir.nii.ac.jp/crid/1130282270123418752; Financial modeling under non-Gaussian distributions; https://cir.nii.ac.jp/crid/1130282270231223168; https://cir.nii.ac.jp/crid/1130282270447949952; Asymptotic chaos expansions in finance : theory and practice; https://cir.nii.ac.jp/crid/1130282270448188672; https://cir.nii.ac.jp/crid/1130282270505141632; Mathematical finance : Bachelier Congress, 2000 : selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000; https://cir.nii.ac.jp/crid/1130282270560399872; https://cir.nii.ac.jp/crid/1130282271018019200; https://cir.nii.ac.jp/crid/1130282271056937728; Mathematical methods for financial markets; https://cir.nii.ac.jp/crid/1130282271134953600; Modelling, pricing, and hedging counterparty credit exposure : a technical guide; https://cir.nii.ac.jp/crid/1130282271146247936; https://cir.nii.ac.jp/crid/1130282271190208512; https://cir.nii.ac.jp/crid/1130282271222570624; Exponential functionals of Brownian motion and related processes; https://cir.nii.ac.jp/crid/1130282271368141312; The mathematics of arbitrage; https://cir.nii.ac.jp/crid/1130282271380349184; Interest rate models : theory and practice; https://cir.nii.ac.jp/crid/1130282271740813312; https://cir.nii.ac.jp/crid/1130282271900438912; Applications of Fourier transform to smile modeling : theory and implementation; https://cir.nii.ac.jp/crid/1130282271923943680; Analytically tractable stochastic stock price models; https://cir.nii.ac.jp/crid/1130282272336564352; https://cir.nii.ac.jp/crid/1130282272390867200; Stochastic calculus of variations in mathematical finance; https://cir.nii.ac.jp/crid/1130282272465249920; Empirical techniques in finance; https://cir.nii.ac.jp/crid/1130282272530848896; Option prices as probabilities : a new look at generalized black-scholes formulae; https://cir.nii.ac.jp/crid/1130282272691291264; https://cir.nii.ac.jp/crid/1130282272728176768; https://cir.nii.ac.jp/crid/1130282272746533632; https://cir.nii.ac.jp/crid/1130282272993626368; Stochastic models for prices dynamics in energy and commodity markets : an infinite-dimensional perspective; https://cir.nii.ac.jp/crid/1130298344998475953; Mathematical Finance; https://cir.nii.ac.jp/crid/1130566852812407552; https://cir.nii.ac.jp/crid/1130570839643538706; https://cir.nii.ac.jp/crid/1130581291619487264; Time-inconsistent control theory with finance applications; https://cir.nii.ac.jp/crid/1130853166183665312
• 関連情報（URI）: https://ci.nii.ac.jp/ncid/BA37506339#entity
• 連携機関・データベース: 国立情報学研究所 : CiNii Research
• 提供元機関・データベース: CiNii Books; https://ci.nii.ac.jp/books
• NACSIS書誌ID（NCID）: https://ci.nii.ac.jp/ncid/BA37506339 : BA37506339

目次

Mathematical models of financial derivatives

Weak convergence of financial markets

Interest rate models : an infinite dimensional stochastic analysis perspective

A game theory analysis of options : corporate finance and financial intermediation in continuous time

Binomial models in finance