Stochastic Finance
Latest Publications

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17

(FIVE YEARS 0)

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Published By Chapman And Hall/CRC

9780429168796

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Assets, Portfolios and Arbitrage

Stochastic Finance ◽

10.1201/b16359-5 ◽

2013 ◽

pp. 23-38

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Basic Numerical Methods

Stochastic Finance ◽

10.1201/b16359-20 ◽

2013 ◽

pp. 397-404

Keyword(s):

Numerical Methods

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Stochastic Calculus for Jump Processes

Stochastic Finance ◽

10.1201/b16359-18 ◽

2013 ◽

pp. 361-384

Keyword(s):

Stochastic Calculus ◽

Jump Processes

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Default Risk in Bond Markets

Stochastic Finance ◽

10.1201/b16359-17 ◽

2013 ◽

pp. 351-360

Keyword(s):

Default Risk ◽

Bond Markets

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American Options

Stochastic Finance ◽

10.1201/b16359-13 ◽

2013 ◽

pp. 229-268

Keyword(s):

American Options

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Exotic Options

Stochastic Finance ◽

10.1201/b16359-12 ◽

2013 ◽

pp. 161-228

Keyword(s):

Exotic Options

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The Black–Scholes PDE

Stochastic Finance ◽

10.1201/b16359-9 ◽

2013 ◽

pp. 105-126

Keyword(s):

Black Scholes

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Brownian Motion and Stochastic Calculus

Stochastic Finance ◽

10.1201/b16359-8 ◽

2013 ◽

pp. 79-104

Keyword(s):

Brownian Motion ◽

Stochastic Calculus

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Change of Nume´raire and Forward Measures

Stochastic Finance ◽

10.1201/b16359-14 ◽

2013 ◽

pp. 269-292

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Pricing of Interest Rate Derivatives

Stochastic Finance ◽

10.1201/b16359-16 ◽

2013 ◽

pp. 331-350

Keyword(s):

Interest Rate ◽

Interest Rate Derivatives

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