Yield Curves and Forward Curves for Diffusion Models of Short Rates More Books Like This
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
2007
Pathwise Estimation and Inference for Diffusion Market Models
2019
Inspired by Finance
2013
Paris-Princeton Lectures on Mathematical Finance 2004
2007
Continuous Time Processes for Finance
2022
Mathematical Control Theory and Finance
2009
Risk Measures and Insurance Solvency Benchmarks
2021
Financial Markets in Continuous Time
2007
Derivative Securities and Difference Methods
2013
Multivariate Time Series With Linear State Space Structure
2016
Statistical Portfolio Estimation
2017
Seminar on Stochastic Analysis, Random Fields and Applications VI
2011
Stochastic Exponential Growth and Lattice Gases
2022
Stochastic Analysis with Financial Applications
2011
Optimal Design and Related Areas in Optimization and Statistics
2010