Deterministic and Stochastic Topics in Computational Finance こちらもおすすめ

Pathwise Estimation and Inference for Diffusion Market Models Pathwise Estimation and Inference for Diffusion Market Models
Pathwise Estimation and Inference for Diffusion Market Models
2019年
Mathematical Finance Mathematical Finance
Mathematical Finance
2007年
Quantitative Modeling of Derivative Securities Quantitative Modeling of Derivative Securities
Quantitative Modeling of Derivative Securities
2017年
Financial Statistics and Mathematical Finance Financial Statistics and Mathematical Finance
Financial Statistics and Mathematical Finance
2012年
Economic Dynamics in Discrete Time, second edition Economic Dynamics in Discrete Time, second edition
Economic Dynamics in Discrete Time, second edition
2020年
Fourier Transform Methods in Finance Fourier Transform Methods in Finance
Fourier Transform Methods in Finance
2010年
An Introduction to Exotic Option Pricing An Introduction to Exotic Option Pricing
An Introduction to Exotic Option Pricing
2012年
Equity-Linked Life Insurance Equity-Linked Life Insurance
Equity-Linked Life Insurance
2017年
Stochastic Drawdowns Stochastic Drawdowns
Stochastic Drawdowns
2018年
Change of Time and Change of Measure Change of Time and Change of Measure
Change of Time and Change of Measure
2015年
GARCH Models GARCH Models
GARCH Models
2019年
Dynamic Optimization, Second Edition Dynamic Optimization, Second Edition
Dynamic Optimization, Second Edition
2013年
Option Pricing In Incomplete Markets: Modeling Based On Geometric L'evy Processes And Minimal Entropy Martingale Measures Option Pricing In Incomplete Markets: Modeling Based On Geometric L'evy Processes And Minimal Entropy Martingale Measures
Option Pricing In Incomplete Markets: Modeling Based On Geometric L'evy Processes And Minimal Entropy Martingale Measures
2011年
Introduction to Stochastic Analysis Introduction to Stochastic Analysis
Introduction to Stochastic Analysis
2013年
Statistical Inference for Fractional Diffusion Processes Statistical Inference for Fractional Diffusion Processes
Statistical Inference for Fractional Diffusion Processes
2011年