Implementing Models in Quantitative Finance: Methods and Cases Other Books in This Series
Signature Methods in Finance
2025
Stochastic Models for Prices Dynamics in Energy and Commodity Markets
2023
Time-Inconsistent Control Theory with Finance Applications
2021
Continuous-Time Asset Pricing Theory
2021
Mathematical Finance
2019
Financial Markets Theory
2017
The Price of Fixed Income Market Volatility
2016
Asymptotic Chaos Expansions in Finance
2014
Derivative Securities and Difference Methods
2013
Financial Modeling
2013
Contract Theory in Continuous-Time Models
2012
Financial Modeling, Actuarial Valuation and Solvency in Insurance
2013
Computational Methods for Quantitative Finance
2013
Financial Markets in Continuous Time
2007
A Benchmark Approach to Quantitative Finance
2006