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SPIRES-BOOKS: FIND KEYWORD QUANTITATIVE FINANCE *END*INIT* use /tmp/qspiwww.webspi1/21021.31 QRY 131.225.70.96 . find keyword quantitative finance ( in books using www

 Call number: 9781493967926:ONLINE Show nearby items on shelf Title: Pricing Derivatives Under Lévy Models Modern Finite-Difference and Pseudo-Differential Operators Approach Author(s): Andrey Itkin Date: 2017 Size: 1 online resource (XX, 308 p. 64 illus., 62 illus. in color p.) Contents: Basics of a finite-difference method -- Modern finite-difference approach -- An M-matrix theory and FD -- Brief Introduction into Lévy processes -- Pseudo-parabolic and fractional equations of option pricing -- Pseudo-parabolic equations for various Lévy models -- High-order splitting methods for forward PDEs and PIDEs -- Multi-dimensional structural default models and correlated jumps -- LSV models with stochastic interest rates and correlated jumps -- Stochastic skew model -- Glossary -- References -- Index ISBN: 9781493967926 Series: eBooks Series: Springer eBooks Series: Springer 2017 package Keywords: Mathematics , Partial differential equations , Economics, Mathematical , Computer mathematics , Mathematical models , Mathematics , Quantitative Finance , Mathematical Modeling and Industrial Mathematics , Computational Science and Engineering , Partial Differential Equations Availability: Click here to see Library holdings or inquire at Circ Desk (x3401) Click to reserve this book Be sure to include your ID please. More info: Amazon.com More info: Barnes and Noble Full Text: Click here Location: ONLINE

 Call number: 0470431997:ONLINE Show nearby items on shelf Title: Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope Author(s): Epps Date: 2009 Publisher: Wiley Size: 1 online resource (402 p.) ISBN: 9780470431993 Series: eBooks Series: Wiley Online Library Series: Wiley 2016 package purchase Keywords: Statistics Availability: Click here to see Library holdings or inquire at Circ Desk (x3401) Click to reserve this book Be sure to include your ID please. More info: Amazon.com More info: Barnes and Noble Full Text: Click here Location: ONLINE

 Call number: SPRINGER-2010-9783642034794:ONLINE Show nearby items on shelf Title: Contemporary Quantitative Finance [electronic resource] : Essays in Honour of Eckhard Platen Author(s): Carl Chiarella Alexander Novikov Date: 2010 Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg Size: 1 online resource Note: Springer e-book platform Note: Springer 2013 e-book collections Note: The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk andcredit derivatives, u se of alternative stochastic processes, numerical solution of equations of mathematical finance, estimation of stochastic processes in finance. The list of authors includes many of the researchers who have made themajor contributions to these various area s of mathematical finance. This volume addresses both researchers and professionals in financial institutions, as well as regulators working in the above mentioned fields Note: Springer eBooks Contents: C. Chiarella and A. Novikov: Introduction D. Fernholz and I. Karatzas: Probabilistic aspects of arbitrage C. Kardaras: Finitely additive probabilities and the fundamental theorem of asset pricing H. Hulley and M. Schweizer: M6 On minimal market models and minimal martingale measures H. Hulley: The economic plausibility of strict local martingales in financial modelling J. Najnudel and A. Nikeghbali: A remarkable $\sigma$ finite measure associated with last passage times and penalisation problems G. Galesso and W. Runggaldier: Pricing without equivalent martingale measures u ISBN: 9783642034794 Series: e-books Series: SpringerLink (Online service) Series: Mathematics and Statistics (Springer-11649) Keywords: Mathematics , Finance , Numerical analysis , Mathematical optimization , Distribution (Probability theory) , Economics Statistics Availability: Click here to see Library holdings or inquire at Circ Desk (x3401) Click to reserve this book Be sure to include your ID please. More info: Amazon.com More info: Barnes and Noble Full Text: Click here Location: ONLINE