図書

Table of Contents

  • Simulating copulas : stochastic models, sampling algorithms, and applications

  • Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures

  • An introduction to computational finance

  • Advanced asset pricing theory

  • Extreme financial risks and asset allocation

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Paper

Material Type
図書
Publication, Distribution, etc.
Publication Date
2009-
Publication Date (W3CDTF)
2009
Size
24 cm
Place of Publication (Country Code)
uk
Text Language Code
en
Target Audience
一般
Related Material
Simulating copulas : stochastic models, sampling algorithms, and applications
Option pricing in incomplete markets : modeling based on geometric Lévy processes and minimal entropy martingale measures
An introduction to computational finance
Advanced asset pricing theory
Extreme financial risks and asset allocation
Simulating copulas : stochastic models, sampling algorithms, and applications