Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities こちらもおすすめ
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Random Motions in Markov and Semi-Markov Random Environments 2
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Quantitative Modeling of Derivative Securities
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Discrete-time Asset Pricing Models in Applied Stochastic Finance
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An Introduction to Wavelet Theory In Finance
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Recent Advances in Financial Engineering 2012
2014年
Pricing Derivative Securities
2007年
Applied Diffusion Processes from Engineering to Finance
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Nonparametric Finance
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Advances in Heavy Tailed Risk Modeling
2015年
Bayesian Inference in the Social Sciences
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Mathematical Finance
2013年
Semi-Markov Migration Models for Credit Risk
2017年
Statistical Topics and Stochastic Models for Dependent Data with Applications
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Time Series Analysis with Long Memory in View
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