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- Ch Chapter 11 Sensitivities and Greeks
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 11 Libor Market Model with Stochastic Volatilities
- Jianwei Zhu
- Ch Chapter 11 Incomplete Markets (Utility Over Terminal Wealth)
- Robert Jarrow
- Ch Chapter 11 Arbitrage-Based Valuation and Hedging of Derivatives
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 11 Solutions of Selected Exercises
- Emilio Barucci and Claudio Fontana
- Ch Chapter 11 Dynamic Programming Theory
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 11 Simulation/Regression Pricing Schemes in Pure Jump Setups
- Stéphane Crépey
- Ch Chapter 11 Implied Volatility in Models Without Moment Explosions
- Archil Gulisashvili
- Ch Chapter 11 Forward-Backward SDEs
- Jakša Cvitanić and Jianfeng Zhang
- Ch Chapter 11 Structures
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 12 Characterizing Heteroscedasticity
- Gilles Zumbach
- Ch Chapter 12 Default Risk
- Damir Filipović
- Ch Chapter 12 Backward Stochastic Differential Equations
- Stéphane Crépey
- Ch Chapter 12 Wavelet Methods
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 12 Counterparty Risk Aggregation and Risk Mitigation
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 12 Mean-Variance Hedging
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 12 The Continuous-Time Linear Quadratic Regulator
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 12 Incomplete Markets (Utility Over Intermediate Consumption and Terminal Wealth)
- Robert Jarrow
- Ch Chapter 13 Analytic Approach
- Stéphane Crépey
- Ch Chapter 13 Utility-Based Valuation and Hedging of Derivatives
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 13 Multidimensional Diffusion Models
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 13 Equilibrium
- Robert Jarrow
- Ch Chapter 13 Combining Market and Credit Risk
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 13 The Innovation Distributions
- Gilles Zumbach
- Ch Chapter 13 Optimal Consumption and Investment
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 14 Leverage Effect
- Gilles Zumbach
- Ch Chapter 14 Interest Rate Models
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 14 Extensions
- Stéphane Crépey
- Ch Chapter 14 A Representative Trader Economy
- Robert Jarrow
- Ch Chapter 14 Multidimensional Lévy Models
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 14 A Simple Equilibrium Model
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 14 Pricing Counterparty Credit Risk
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 15 Characterizing the Equilibrium
- Robert Jarrow
- Ch Chapter 15 Technical Proofs (∗∗)
- Stéphane Crépey
- Ch Chapter 15 Processes and Market Risk Evaluation
- Gilles Zumbach
- Ch Chapter 15 Stochastic Volatility Models with Jumps
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 15 Time-Inconsistent Control Theory
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 16 Exercises
- Stéphane Crépey
- Ch Chapter 16 Multidimensional Feller Processes
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 16 Special Cases and Extensions
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 16 Option Pricing
- Gilles Zumbach
- Ch Chapter 16 Market Informational Efficiency
- Robert Jarrow
- Ch Chapter 17 Corrected Problem Sets
- Stéphane Crépey
- Ch Chapter 17 Epilogue (The Fundamental Theorems and the CAPM)
- Robert Jarrow
- Ch Chapter 17 Non-exponential Discounting
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 17 The Empirical Properties of Large Covariance Matrices
- Gilles Zumbach
- Ch Chapter 18 The Trading Constrained Market
- Robert Jarrow
- Ch Chapter 18 Multivariate ARCH Processes
- Gilles Zumbach
- Ch Chapter 18 Mean-Variance Control
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 19 Arbitrage Pricing Theory
- Robert Jarrow
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