springer.binomial.models

springer.binomial.models

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时间:2019-03-12

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1、SpringerFinanceEditorialBoardM.AvellanedaG.Barone-AdesiM.BroadieM.H.A.DavisE.DermanC.KlüppelbergE.KoppW.SchachermayerSpringerFinanceSpringerFinanceisaprogrammeofbooksaimedatstudents,academicsandpractitionersworkingonincreasinglytechnicalapproachestotheanalysisoffin

2、ancialmarkets.Itaimstocoveravarietyoftopics,notonlymathematicalfinancebutforeignexchanges,termstructure,riskmanagement,portfoliotheory,equityderivatives,andfinancialeconomics.M.Ammann,CreditRiskValuation:Methods,Models,andApplication(2001)K.Back,ACourseinDerivative

3、Securities:IntroductiontoTheoryandComputation(2005)E.Barucci,FinancialMarketsTheory.Equilibrium,EfficiencyandInformation(2003)T.R.BieleckiandM.Rutkowski,CreditRisk:Modeling,ValuationandHedging(2002)N.H.BinghamandR.Kiesel,Risk-NeutralValuation:PricingandHedgingofFin

4、ancialDerivatives(1998,2nded.2004)D.BrigoandF.Mercurio,InterestRateModels:TheoryandPractice(2001)R.Buff,UncertainVolatilityModels-TheoryandApplication(2002)R.A.DanaandM.Jeanblanc,FinancialMarketsinContinuousTime(2002)G.DeboeckandT.Kohonen(Editors),VisualExploration

5、sinFinancewithSelf-OrganizingMaps(1998)R.J.ElliottandP.E.Kopp,MathematicsofFinancialMarkets(1999,2nded.2005)H.Geman,D.Madan,S.R.PliskaandT.Vorst(Editors),MathematicalFinance-BachelierCongress2000(2001)M.Gundlach,F.Lehrbass(Editors),CreditRisk+intheBankingIndustry(2

6、004)B.P.Kellerhals,AssetPricing(2004)Y.-K.Kwok,MathematicalModelsofFinancialDerivatives(1998)M.Külpmann,IrrationalExuberanceReconsidered(2004)P.MalliavinandA.Thalmaier,StochasticCalculusofVariationsinMathematicalFinance(2005)A.Meucci,RiskandAssetAllocation(2005)A.P

7、elsser,EfficientMethodsforValuingInterestRateDerivatives(2000)J.-L.Prigent,WeakConvergenceofFinancialMarkets(2003)B.Schmid,CreditRiskPricingModels(2004)S.E.Shreve,StochasticCalculusforFinanceI(2004)S.E.Shreve,StochasticCalculusforFinanceII(2004)M.Yor,ExponentialFun

8、ctionalsofBrownianMotionandRelatedProcesses(2001)R.Zagst,Interest-RateManagement(2002)Y.-L.Zhu,X.Wu,I.-L.Chern,DerivativeSecuritiesandDifferenceM

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