Financial Modeling

Stéphane Crépey ()
Additional contact information
Stéphane Crépey: Université d'Evry Val d'Essone

in Springer Finance from Springer, currently edited by Francesca Biagini, Bruno Bouchard, Mark Broadie, Paolo Guasoni, Charles-Albert Lehalle, Mathieu Rosenbaum

Date: 2013
Edition: 2013
ISBN: 978-3-642-37113-4
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch Chapter 1 Some Classes of Discrete-Time Stochastic Processes

Stéphane Crépey

Ch Chapter 10 Simulation/Regression Pricing Schemes in Diffusive Setups

Stéphane Crépey

Ch Chapter 11 Simulation/Regression Pricing Schemes in Pure Jump Setups

Stéphane Crépey

Ch Chapter 12 Backward Stochastic Differential Equations

Stéphane Crépey

Ch Chapter 13 Analytic Approach

Stéphane Crépey

Ch Chapter 14 Extensions

Stéphane Crépey

Ch Chapter 15 Technical Proofs (∗∗)

Stéphane Crépey

Ch Chapter 16 Exercises

Stéphane Crépey

Ch Chapter 17 Corrected Problem Sets

Stéphane Crépey

Ch Chapter 2 Some Classes of Continuous-Time Stochastic Processes

Stéphane Crépey

Ch Chapter 3 Elements of Stochastic Analysis

Stéphane Crépey

Ch Chapter 4 Martingale Modeling

Stéphane Crépey

Ch Chapter 5 Benchmark Models

Stéphane Crépey

Ch Chapter 6 Monte Carlo Methods

Stéphane Crépey

Ch Chapter 7 Tree Methods

Stéphane Crépey

Ch Chapter 8 Finite Differences

Stéphane Crépey

Ch Chapter 9 Calibration Methods

Stéphane Crépey

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfln:978-3-642-37113-4

Ordering information: This item can be ordered from
http://www.springer.com/9783642371134

DOI: 10.1007/978-3-642-37113-4

Access Statistics for this book

More books in Springer Finance from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().