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Arbitrage Theory in Continuous Time
of continuous time arbitrage pricing of financial derivatives, including stochastic optimal control theory and optimal stopping theory, Arbitrage Theory;
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Arbitrage Theory in Continuous Time
mathematical principles with economic applications.Concentrating on the probabilistic theory of continuous arbitrage pricing of financial;
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Introduction to Option Pricing Theory
, continuous time trading, arbitrage, complete markets, European options (Black and Scholes Theory), American options, Russian options, discrete;
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The Economics of Continuous-Time Finance
An introduction to economic applications of the theory of continuous-time finance that strikes a balance between mathematical rigor and;
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The Foundations of Continuous Time Finance
This volume is an authoritative collection of 25 key papers in the development of continuous time finance. Its five sections cover the;
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Derivatives Pricing and Modeling
products and market features. Particular themes encompass: - continuous and discrete time modeling, - statistical arbitrage models, - arbitrage;
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Stochastic Calculus for Quantitative Finance
In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the;
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Financial Mathematics
Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from;
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PDE and Martingale Methods in Option Pricing
This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The;
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Continuous-Time Asset Pricing Theory
in risk management, Continuous-Time Asset Pricing Theory is the first textbook on asset pricing theory with a martingale approach. Based on the;
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Finance Theory and Asset Pricing
Finance Theory and Asset Pricing provides a concise guide to financial asset pricing theory for economists. Assuming a basic knowledge;
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Dynamic Asset Pricing Theory
This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory;
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Portfolio Theory and Arbitrage
This book develops a mathematical theory for finance, based on a simple and intuitive absence-of-arbitrage principle. This posits that it;
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An Introduction to Continuous-Time Stochastic Processes
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic;
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Mathematics Of The Bond Market A Levy P
authors begin with a relatively elementary analysis in discrete time, suitable for readers who are not familiar with finance or continuous time;
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Term-Structure Models
models in continuous time. It includes practical aspects for fixed-income markets such as day-count conventions, duration of coupon-paying bonds;
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Mathematical Finance
Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible;
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Linear System Theory
Linear System Theory, Second Edition, outlines the basic theory of linear systems in a unified, accessible, and careful manner, with;
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Risk Arbitrage
field and features a comprehensive overview of the theory, techniques, and tools that traders and risk managers need to be effective. This new;
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Time-Inconsistent Control Theory with Finance Applications
. The general theory is illustrated with a number of finance applications.In dynamic choice problems, time inconsistency is the rule rather than;
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Stochastic Disorder Problems
general theory of optimal stopping rules, and to its concrete problem-solving methods. The exposition covers both the discrete time case, which;
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Continuous-Time Systems
This work offers students at all levels a description of linear, nonlinear, time-invariant, and time-varying electronic continuous-time;
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Asset Pricing Theory
facilitate an effortless transition to the more advanced continuous-time theory. Among the book's many innovations are its use of recursive utility;
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Stochastic Finance
Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time;
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Mathematical Statistics and Stochastic Processes
book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This;
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Search Theory
furnishing continuous and discret time strategies; examines two-sided search strategies with solutions in hide and seek games in many discrete and;
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