2005

A course in derivative securities : introduction to theory and computation

Back, K. (Kerry)



 

2007

Financial modeling under non-gaussian distributions

Jondeau, Eric.



 

2023

Stochastic models for prices dynamics in energy and commodity markets : an infinite-dimensional perspective

Benth, Fred Espen, 1969- author.

Cham, Switzerland : Springer, 2023

 

2021

Time-inconsistent control theory with finance applications

Björk, Tomas.



 

2010

Applications of Fourier transform to smile modeling : theory and implementation

Zhu, Jianwei, 1970-
2nd ed


 

2014

Asymptotic chaos expansions in finance : theory and practice

Nicolay, David, author

London : Springer, [2014]

 

2006

A benchmark approach to quantitative finance

Platen, Eckhard



 

2006

Binomial models in finance

Van der Hoek, John



 

2021

Continuous-time asset pricing theory : a Martingale-based approach

Jarrow, Robert A
Second edition
Cham : Springer, 2021

 

2013

Contract theory in continuous-time models

Cvitanić, Jakša.



 

2001

Credit risk valuation : methods, models, and applications

Ammann, Manuel, 1970-
Second edition
Berlin ; New York : Springer, [2001]

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2004

CreditRisk+ in the banking industry

Berlin ; London : Springer, 2004

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