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- Ch Chapter 19 The Processes Compatible with the Stylized Facts
- Gilles Zumbach
- Ch Chapter 19 The Inconsistent Linear Quadratic Regulator
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 2 Single-Period Examples
- Jakša Cvitanić and Jianfeng Zhang
- Ch Chapter 2 Characteristic Functions in Option Pricing
- Jianwei Zhu
- Ch Chapter 2 Modelling Framework
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 2 Dynamic Programming Theory
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 2 Lévy Processes
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 2 Interest Rates and Related Contracts
- Damir Filipović
- Ch Chapter 2 Some Classes of Continuous-Time Stochastic Processes
- Stéphane Crépey
- Ch Chapter 2 The Fundamental Theorems
- Robert Jarrow
- Ch Chapter 2 Variance Contracts: Fixed Income Security Design
- Antonio Mele and Yoshiki Obayashi
- Ch Chapter 2 State Price Deflators and Stochastic Discounting
- Mario V. Wüthrich and Michael Merz
- Ch Chapter 2 Stock Price Models with Stochastic Volatility
- Archil Gulisashvili
- Ch Chapter 2 Volatility Dynamics for a Single Underlying: Foundations
- David Nicolay
- Ch Chapter 2 Choices Under Risk
- Emilio Barucci and Claudio Fontana
- Ch Chapter 2 Notation, Naming, and General Definitions
- Gilles Zumbach
- Ch Chapter 2 Lévy processes on Hilbert Spaces
- Fred Espen Benth and Paul Krühner
- Ch Chapter 2 Elements of Numerical Methods for PDEs
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 2 Generalized Black-Scholes Formulae for Martingales, in Terms of Last Passage Times
- Christophe Profeta, Bernard Roynette and Marc Yor
- Ch Chapter 20 A Time-Inconsistent Equilibrium Model
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 20 The Auxiliary Markets
- Robert Jarrow
- Ch Chapter 20 Further Thoughts
- Gilles Zumbach
- Ch Chapter 21 Optimal Stopping in Discrete Time
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 21 Super- and Sub-Replication
- Robert Jarrow
- Ch Chapter 22 Portfolio Optimization
- Robert Jarrow
- Ch Chapter 22 Optimal Stopping in Continuous Time
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 23 Time-Inconsistent Stopping in Discrete Time
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 23 Equilibrium
- Robert Jarrow
- Ch Chapter 24 Time-Inconsistent Stopping in Continuous Time
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 25 Time-Inconsistent Stopping Under Distorted Probabilities
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 3 Simulation Models
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 3 Interest Rate Swaps
- Antonio Mele and Yoshiki Obayashi
- Ch Chapter 3 Spot Rate Models
- Mario V. Wüthrich and Michael Merz
- Ch Chapter 3 Stylized Facts
- Gilles Zumbach
- Ch Chapter 3 Portfolio, Insurance and Saving Decisions
- Emilio Barucci and Claudio Fontana
- Ch Chapter 3 Asset Price Bubbles
- Robert Jarrow
- Ch Chapter 3 Volatility Dynamics for a Single Underlying: Advanced Methods
- David Nicolay
- Ch Chapter 3 The Linear Quadratic Regulator
- Tomas Bjork, Mariana Khapko and Agatha Murgoci
- Ch Chapter 3 Stochastic Volatility Models
- Jianwei Zhu
- Ch Chapter 3 Representation of some particular Azéma supermartingales
- Christophe Profeta, Bernard Roynette and Marc Yor
- Ch Chapter 3 The Filipović Space and Operators
- Fred Espen Benth and Paul Krühner
- Ch Chapter 3 Realized Volatility and Mixing Distributions
- Archil Gulisashvili
- Ch Chapter 3 Stochastic Integration
- Ernst Eberlein and Jan Kallsen
- Ch Chapter 3 Elements of Stochastic Analysis
- Stéphane Crépey
- Ch Chapter 3 Linear Models with Project Selection, and Preview of Results
- Jakša Cvitanić and Jianfeng Zhang
- Ch Chapter 3 Estimating the Term-Structure
- Damir Filipović
- Ch Chapter 3 Finite Element Methods for Parabolic Problems
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 4 Valuation and Sensitivities
- Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
- Ch Chapter 4 European Options in BS Markets
- Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
- Ch Chapter 4 An Interesting Family of Black-Scholes Perpetuities
- Christophe Profeta, Bernard Roynette and Marc Yor
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