Springer Finance
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- Ch 6 Optimizing allocations
- Attilio Meucci
- Ch 6 The Itô Formula
- Eckhard Platen and David Heath
- Ch 7 Estimating the distribution of the market invariants
- Attilio Meucci
- Ch 7 Finite-Difference Methods
- You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
- Ch 7 Stochastic Differential Equations
- Eckhard Platen and David Heath
- Ch 7 Default Risk: An Enlargement of Filtration Approach
- Monique Jeanblanc, Marc Yor and Marc Chesney
- Ch 7 A Primer in Stochastic Integration
- Freddy Delbaen and Walter Schachermayer
- Ch 8 Introduction to Option Pricing
- Eckhard Platen and David Heath
- Ch 8 Arbitrage Theory in Continuous Time: an Overview
- Freddy Delbaen and Walter Schachermayer
- Ch 8 Poisson Processes and Ruin Theory
- Monique Jeanblanc, Marc Yor and Marc Chesney
- Ch 8 Evaluating allocations
- Attilio Meucci
- Ch 8 Initial-Boundary Value and LC Problems
- You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
- Ch 9 Various Approaches to Asset Pricing
- Eckhard Platen and David Heath
- Ch 9 General Processes: Mathematical Facts
- Monique Jeanblanc, Marc Yor and Marc Chesney
- Ch 9 Optimizing allocations
- Attilio Meucci
- Ch 9 A General Version of the Fundamental Theorem of Asset Pricing (1994)
- Freddy Delbaen and Walter Schachermayer
- Ch 9 Free-Boundary Problems
- You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
- Ch Chapter 1 Principal–Agent Problem
- Jakša Cvitanić and Jianfeng Zhang
- Ch Chapter 1 Introduction
- Gilles Zumbach
- Ch Chapter 1 Introduction
- Antonio Mele and Yoshiki Obayashi
- Ch Chapter 1 Prerequisites
- Emilio Barucci and Claudio Fontana
- Ch Chapter 1 Introduction
- Fred Espen Benth and Paul Krühner
- Ch Chapter 1 Volatility Processes
- Archil Gulisashvili
- Ch Chapter 1 Introduction
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 1 Reading the Black-Scholes Formula in Terms of First and Last Passage Times
- Christophe Profeta, Bernard Roynette and Marc Yor
- Ch Chapter 1 Introduction
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 1 Discrete Stochastic Calculus
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 1 Introduction
- Damir Filipović
- Ch Chapter 1 Stochastic Processes
- Robert Jarrow
- Ch Chapter 1 Some Classes of Discrete-Time Stochastic Processes
- Stéphane Crépey
- Ch Chapter 1 Option Valuation and the Volatility Smile
- Jianwei Zhu
- Ch Chapter 1 Introduction
- David Nicolay
- Ch Chapter 1 Notions of Mathematical Finance
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 1 Introduction
- Mario V. Wüthrich and Michael Merz
- Ch Chapter 10 Complete Markets (Utility Over Terminal Wealth)
- Robert Jarrow
- Ch Chapter 10 Lévy Models
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 10 Credit Derivatives
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 10 Optimal Investment
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 10 Selected Topics and Examples
- Mario V. Wüthrich and Michael Merz
- Ch Chapter 10 Stochastic Maximum Principle
- Jakša Cvitanić and Jianfeng Zhang
- Ch Chapter 10 A Time-Inconsistent Equilibrium Model
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 10 Exotic Options with Stochastic Volatilities
- Jianwei Zhu
- Ch Chapter 10 Affine Processes
- Damir Filipović
- Ch Chapter 10 Financial Markets Microstructure
- Emilio Barucci and Claudio Fontana
- Ch Chapter 10 More Formulas for Implied Volatility
- Archil Gulisashvili
- Ch Chapter 10 Simulation/Regression Pricing Schemes in Diffusive Setups
- Stéphane Crépey
- Ch Chapter 10 Price and Volatility Using High-Frequency Data
- Gilles Zumbach
- Ch Chapter 11 Market Models
- Damir Filipović
- Ch Chapter 11 Auxiliary Considerations
- Mario V. Wüthrich and Michael Merz
- Ch Chapter 11 Time-Reversal Asymmetry
- Gilles Zumbach
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