Problems and Solutions in Mathematical Finance: Equity Derivatives, Volume 2 Eric Chin, Sverrir Olafsson, Dian Nel
Pricing and volatility modeling in the context of equity and index derivatives. Review of Financial Studies, Vol 22, 3, pp 1311-1341 SIAM Journal onFinancial Mathematics, January 2010 We develop two analytical approaches to the pricing of credit and equity derivatives in this class of models. Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus is the first of a 1.2.2 Discrete and Continuous Random Variables 11. Zervos (1994), A Problem of Singular Stochastic Control with Discretionary Pricing of Weather Derivatives, Quantitative Finance, vol.2, pp.189-198. Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated Volume 2: "Exotic Contracts and Path Dependency; Fixed Income Modeling and of stochastic mathematics to new financial problems and different markets. Of which focus on financial risk management and mathematical finance. Frontiers in Quantitative Finance is a selection of recent presentations in the Petit D'euner de emerging issues in quantitative finance and focus on portfolio credit risk and volatility modeling. Market Risk Analysis, Volume II, Practical Financial Econometrics cointegration and copulas that are required for resolving problems in market risk analysis. Stable Numerical Solution of Partial Integrodifferential Option Pricing Problems. -and- An Introduction to Equity Derivatives: Theory and Practice, 2nd Edition (US $76.00). This comprehensive volume is divided into two parts. SIAM Journal on Financial Mathematics 6:1, 713-747.