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Bücher der Reihe SpringerBriefs in Quantitative Finance

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  • von Zorana Grbac & Wolfgang Runggaldier
    62,00 €

    Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets.

  • - Formulas and Insights for Quants, Former Physicists and Mathematicians
    von Alexandre Antonov
    62,00 €

    Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.

  • von L. C. G. Rogers
    65,00 €

    Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques that the book also covers.

  • von T. R. Hurd
    73,00 €

    This volume presents a unified mathematical framework for the transmission channels for damaging shocks that can lead to instability in financial systems.

  • von Monique Jeanblanc & Anna Aksamit
    64,00 €

    This volume presents classical results of the theory of enlargement of filtration. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable.

  • von Rene Aid
    68,00 €

  • - A Dynamic Programming Approach
    von Pablo Azcue & Nora Muler
    50,00 €

    The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance.

  • - Price Dynamics and Options Valuation
    von Tim Leung
    68,00 €

    This book provides an analysis, under both discrete-time and continuous-time frameworks, on the price dynamics of leveraged exchange-traded funds (LETFs), with emphasis on the roles of leverage ratio, realized volatility, investment horizon, and tracking errors.

  • von Ulrich Bindseil
    32,00 €

    This open access book gives a concise introduction to the practical implementation of monetary policy by modern central banks.

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