Gaussian Process Models for Quantitative Finance Other Books in This Series

Saddlepoint Approximation Methods in Financial Engineering Saddlepoint Approximation Methods in Financial Engineering
Saddlepoint Approximation Methods in Financial Engineering
2018
Enlargement of Filtration with Finance in View Enlargement of Filtration with Finance in View
Enlargement of Filtration with Finance in View
2017
Fourier-Malliavin Volatility Estimation Fourier-Malliavin Volatility Estimation
Fourier-Malliavin Volatility Estimation
2017
Contagion! Systemic Risk in Financial Networks Contagion! Systemic Risk in Financial Networks
Contagion! Systemic Risk in Financial Networks
2016
Electricity Derivatives Electricity Derivatives
Electricity Derivatives
2015
Stochastic Optimization in Insurance Stochastic Optimization in Insurance
Stochastic Optimization in Insurance
2014
Optimal Investment Optimal Investment
Optimal Investment
2013