Contemporary Quantitative Finance
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Published By Springer Berlin Heidelberg

9783642034787, 9783642034794
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Probabilistic Aspects of Arbitrage

2010 ◽  
pp. 1-17 ◽  
Author(s):  
Daniel Fernholz ◽  
Ioannis Karatzas

scholarly journals Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives

2010 ◽  
pp. 255-280 ◽  
Author(s):  
Pavel V. Gapeev ◽  
Monique Jeanblanc ◽  
Libo Li ◽  
Marek Rutkowski
Keyword(s):  
Credit Derivatives ◽  
Random Times

Existence and Non-uniqueness of Solutions for BSDE

2010 ◽  
pp. 123-134
Author(s):  
Xiaobo Bao ◽  
Freddy Delbaen ◽  
Ying Hu
Keyword(s):  
Uniqueness Of Solutions

Continuity Theorems in Boundary Crossing Problems for Diffusion Processes

2010 ◽  
pp. 335-351
Author(s):  
Konstantin A. Borovkov ◽  
Andrew N. Downes ◽  
Alexander A. Novikov
Keyword(s):  
Diffusion Processes ◽  
Boundary Crossing

Pricing and Hedging of CDOs: A Top Down Approach

2010 ◽  
pp. 231-253 ◽  
Author(s):  
Damir Filipović ◽  
Thorsten Schmidt
Keyword(s):  
Top Down

Issuers’ Commitments Would Add More Value than Any Rating Scheme Could Ever Do

2010 ◽  
pp. 217-229
Author(s):  
Carlos Veiga ◽  
Uwe Wystup
Keyword(s):  
Rating Scheme

Binomial Models for Interest Rates

2010 ◽  
pp. 353-368
Author(s):  
John van der Hoek
Keyword(s):  
Interest Rates ◽  
Binomial Models

scholarly journals Results on Numerics for FBSDE with Drivers of Quadratic Growth

2010 ◽  
pp. 159-182 ◽  
Author(s):  
Peter Imkeller ◽  
Gonçalo Dos Reis ◽  
Jianing Zhang
Keyword(s):  
Quadratic Growth
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