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1.

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1. Controlled Markov Processes and Viscosity Solutions. Second Edition
by Wendell H. Fleming, H.M. Soner
出版情報: New York, NY : Springer Science+Business Media, Inc., 2006
シリーズ名: Stochastic Modelling and Applied Probability ; 25
オンライン: http://dx.doi.org/10.1007/0-387-31071-1
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2.

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2. Point Process Theory and Applications : Marked Point and Piecewise Deterministic Processes
by Martin Jacobsen
出版情報: Boston, MA : Birkhäuser Boston, 2006
シリーズ名: Probability and its Applications ;
オンライン: http://dx.doi.org/10.1007/0-8176-4463-6
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3.

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3. Non-Life Insurance Pricing with Generalized Linear Models
by Esbjörn Ohlsson, Björn Johansson
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010
シリーズ名: EAA Lecture Notes ;
オンライン: http://dx.doi.org/10.1007/978-3-642-10791-7
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4.

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4. Option Prices as Probabilities : A New Look at Generalized Black-Scholes Formulae
by Cristophe Profeta, Bernard Roynette, Marc Yor
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-10395-7
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5.

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5. Mathematical Modeling of Collective Behavior in Socio-Economic and Life Sciences
edited by Giovanni Naldi, Lorenzo Pareschi, Giuseppe Toscani
出版情報: Boston : Springer Science+Business Media, LLC, 2010
シリーズ名: Modeling and Simulation in Science, Engineering and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-4946-3
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6.

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6. Numerical Solution of Stochastic Differential Equations with Jumps in Finance
by Eckhard Platen, Nicola Bruti-Liberati
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010
シリーズ名: Stochastic Modelling and Applied Probability ; 64
オンライン: http://dx.doi.org/10.1007/978-3-642-13694-8
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7.

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7. Mathematical and Statistical Methods for Actuarial Sciences and Finance
edited by Marco Corazza, Claudio Pizzi
出版情報: Milano : Springer-Verlag Milan, 2010
オンライン: http://dx.doi.org/10.1007/978-88-470-1481-7
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8.

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8. Probability and Statistical Models : Foundations for Problems in Reliability and Financial Mathematics. First
by Arjun K. Gupta, Wei-Bin Zeng, Yanhong Wu
出版情報: Boston : Springer Science+Business Media, LLC, 2011
オンライン: http://dx.doi.org/10.1007/978-0-8176-4987-6
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9.

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9. Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
by Markus Holtz
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
シリーズ名: Lecture Notes in Computational Science and Engineering ; 77
オンライン: http://dx.doi.org/10.1007/978-3-642-16004-2
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10.

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10. Stochastic Differential Equations in Infinite Dimensions : with Applications to Stochastic Partial Differential Equations
by Leszek Gawarecki, Vidyadhar Mandrekar
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
シリーズ名: Probability and Its Applications ;
オンライン: http://dx.doi.org/10.1007/978-3-642-16194-0
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11.

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11. Advanced Mathematical Methods for Finance
edited by Giulia Di Nunno, Bernt Øksendal
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
オンライン: http://dx.doi.org/10.1007/978-3-642-18412-3
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12.

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12. PDE and Martingale Methods in Option Pricing
by Andrea Pascucci
出版情報: Milano : Springer Milan, 2011
シリーズ名: Bocconi & Springer Series ;
オンライン: http://dx.doi.org/10.1007/978-88-470-1781-8
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13.

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13. Markov Decision Processes with Applications to Finance
by Nicole Bäuerle, Ulrich Rieder
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
シリーズ名: Universitext ;
オンライン: http://dx.doi.org/10.1007/978-3-642-18324-9
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14. Stochastic Analysis with Financial Applications : Hong Kong 2009
edited by Arturo Kohatsu-Higa, Nicolas Privault, Shuenn-Jyi Sheu
出版情報: Basel : Springer Basel AG, 2011
シリーズ名: Progress in Probability ; 65
オンライン: http://dx.doi.org/10.1007/978-3-0348-0097-6
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15.

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15. Peacocks and Associated Martingales, with Explicit Constructions
by Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor
出版情報: Milano : Springer Milan, 2011
シリーズ名: B&SS — Bocconi & Springer Series ;
オンライン: http://dx.doi.org/10.1007/978-88-470-1908-9
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16.

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16. Neutral and Indifference Portfolio Pricing, Hedging and Investing : With applications in Equity and FX
by Srdjan Stojanovic
出版情報: New York, NY : Springer Science+Business Media, LLC, 2011
オンライン: http://dx.doi.org/10.1007/978-0-387-71418-9
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17.

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17. Contemporary Quantitative Finance : Essays in Honour of Eckhard Platen
edited by Carl Chiarella, Alexander Novikov
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010
オンライン: http://dx.doi.org/10.1007/978-3-642-03479-4
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18.

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18. Tools for Computational Finance. 5th ed. 2012
by Rüdiger U. Seydel
出版情報: London : Springer London, 2012
シリーズ名: Universitext ;
オンライン: http://dx.doi.org/10.1007/978-1-4471-2993-6
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19.

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19. Introduction to the Mathematics of Finance : Arbitrage and Option Pricing. 2nd ed. 2012
by Steven Roman
出版情報: New York, NY : Springer New York, 2012
シリーズ名: Undergraduate Texts in Mathematics ;
オンライン: http://dx.doi.org/10.1007/978-1-4614-3582-2
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20.

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20. Multicriteria Portfolio Management
by Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis
出版情報: New York, NY : Springer New York, 2012
シリーズ名: Springer Optimization and Its Applications ; 69
オンライン: http://dx.doi.org/10.1007/978-1-4614-3670-6
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21.

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21. Implementing Models in Quantitative Finance: Methods and Cases
by Gianluca Fusai, Andrea Roncoroni
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-540-49959-6
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22.

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22. Mathematical Models of Financial Derivatives. 2
by Yue-Kuen Kwok ; edited by M. Avellaneda, G. Barone-Adesi, M. Broadie, M. H. A. Davis, E. Derman, C. Klüppelberg, E. Kopp, W. Schachermayer
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-540-68688-0
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23.

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23. Applied Quantitative Finance. 2
edited by Wolfgang K. Härdle, Nikolaus Hautsch, Ludger Overbeck
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008
オンライン: http://dx.doi.org/10.1007/978-3-540-69179-2
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24.

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24. Mathematical Control Theory and Finance
edited by Andrey Sarychev, Albert Shiryaev, Manuel Guerra, Maria do Rosário Grossinho
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008
オンライン: http://dx.doi.org/10.1007/978-3-540-69532-5
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25.

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25. Market-Consistent Actuarial Valuation
by Mario Valentin Wüthrich, Hans Bühlmann, Hansjörg Furrer
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008
シリーズ名: EAA Lecture Notes ;
オンライン: http://dx.doi.org/10.1007/978-3-540-73643-1
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26.

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26. Monte Carlo and Quasi-Monte Carlo Methods 2006
edited by Alexander Keller, Stefan Heinrich, Harald Niederreiter
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008
オンライン: http://dx.doi.org/10.1007/978-3-540-74496-2
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27.

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27. Aspects of Mathematical Finance
edited by Marc Yor
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008
オンライン: http://dx.doi.org/10.1007/978-3-540-75265-3
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28.

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28. Calcolo stocastico per la finanza
by Andrea Pascucci
出版情報: Milano : Springer-Verlag Italia, Milano, 2008
シリーズ名: UNITEXT ;
オンライン: http://dx.doi.org/10.1007/978-88-470-0601-0
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29.

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29. Malliavin Calculus for Lévy Processes with Applications to Finance
by Giulia Nunno, Bernt Øksendal, Frank Proske
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009
シリーズ名: Universitext ;
オンライン: http://dx.doi.org/10.1007/978-3-540-78572-9
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30.

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30. Modelling, Pricing, and Hedging Counterparty Credit Exposure : A Technical Guide
by Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-04454-0
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31.

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31. Term-Structure Models : A Graduate Course
by Damir Filipovic
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-540-68015-4
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32.

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32. Concentration Risk in Credit Portfolios
by Eva Lütkebohmert ; edited by H. Bühlmann, A. Pelsser, W. Schachermayer, H. Waters, D. Filipovic
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009
シリーズ名: EAA Lecture Notes ;
オンライン: http://dx.doi.org/10.1007/978-3-540-70870-4
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33.

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33. Non-Life Insurance Mathematics : An Introduction with the Poisson Process
by Thomas Mikosch
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009
シリーズ名: Universitext ;
オンライン: http://dx.doi.org/10.1007/978-3-540-88233-6
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34.

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34. Recursions for Convolutions and Compound Distributions with Insurance Applications
by Raluca Vernic, Bjoern Sundt
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009
シリーズ名: EAA Lecture Notes ;
オンライン: http://dx.doi.org/10.1007/978-3-540-92900-0
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35.

電子ブック
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35. Tools for Computational Finance
by Rüdiger U. Seydel
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009
シリーズ名: Universitext ;
オンライン: http://dx.doi.org/10.1007/978-3-540-92929-1
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36.

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36. Continuous-time Stochastic Control and Optimization with Financial Applications
by Huyên Pham
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009
シリーズ名: Stochastic Modelling and Applied Probability ; 61
オンライン: http://dx.doi.org/10.1007/978-3-540-89500-8
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37.

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37. Optimality and Risk - Modern Trends in Mathematical Finance : The Kabanov Festschrift
Delbaen, Freddy ; Stricker, Christophe ; Rásonyi, Miklós ; SpringerLink (Online service)
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009
オンライン: http://dx.doi.org/10.1007/978-3-642-02608-9
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38.

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38. Mathematical Methods for Financial Markets
by Monique Jeanblanc, Marc Yor, Marc Chesney
出版情報: London : Springer-Verlag London, 2009
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-1-84628-737-4
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39.

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39. Fundamentals of Stochastic Filtering
by Alan Bain, Dan Crisan ; edited by B. RozovskiĬ, G. Grimmett, D. Dawson, D. Geman, I. Karatzas, F. Kelly, Y. Le Jan, B. Øksendal, G. Papanicolaou, E. Pardoux
出版情報: New York, NY : Springer New York, 2009
シリーズ名: Stochastic Modelling and Applied Probability ; 60
オンライン: http://dx.doi.org/10.1007/978-0-387-76896-0
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40.

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40. Markets with Transaction Costs : Mathematical Theory
by Yuri Kabanov, Mher Safarian
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-540-68121-2
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41.

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41. Finanza Matematica : Teoria e problemi per modelli multiperiodali
by Andrea Pascucci, Wolfgang J. Runggaldier
出版情報: Milano : Springer-Verlag Milan, 2009
シリーズ名: UNITEXT ;
オンライン: http://dx.doi.org/10.1007/978-88-470-1442-8
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42.

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42. Introduzione alla finanza matematica : Derivati, prezzi e coperture
by Riccardo Cesari
出版情報: Milano : Springer-Verlag Milan, 2009
オンライン: http://dx.doi.org/10.1007/978-88-470-0820-5
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43.

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43. Market-Consistent Actuarial Valuation
by Mario V. Wüthrich, Hans Bühlmann, Hansjörg Furrer
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010
シリーズ名: EAA Series ;
オンライン: http://dx.doi.org/10.1007/978-3-642-14852-1
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44.

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44. Mathematical and Statistical Methods for Actuarial Sciences and Finance
edited by Cira Perna, Marilena Sibillo
出版情報: Milano : Springer Milan, 2012
オンライン: http://dx.doi.org/10.1007/978-88-470-2342-0
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45.

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45. Financial Mathematics : Theory and Problems for Multi-period Models
by Andrea Pascucci, Wolfgang J. Runggaldier
出版情報: Milano : Springer Milan, 2012
シリーズ名: Unitext — La Matematica per il 3+2 ;
オンライン: http://dx.doi.org/10.1007/978-88-470-2538-7
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46.

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46. An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine. 2nd ed. 2012
by Vincenzo Capasso, David Bakstein
出版情報: Boston : Birkhäuser Boston : Imprint: Birkhäuser, 2012
シリーズ名: Modeling and Simulation in Science, Engineering and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-8346-7
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目次情報: 続きを見る
Part I. The Theory of Stochastic Processes
Fundamentals of Probability
Stochastic Processes
The Itô Integral
Stochastic Differential Equations
Part II. The Applications of Stochastic Processes
Applications to Finance and Insurance
Applications to Biology and Medicine
Part III. Appendices
Measure and Integration
Convergence of Probability Measures on Metric Spaces
Elliptic and Parabolic Operators
D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations
References
Part I. The Theory of Stochastic Processes
Fundamentals of Probability
Stochastic Processes
47.

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47. Topics in Numerical Methods for Finance
edited by Mark Cummins, Finbarr Murphy, John J.H. Miller
出版情報: Boston, MA : Springer US : Imprint: Springer, 2012
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 19
オンライン: http://dx.doi.org/10.1007/978-1-4614-3433-7
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目次情報: 続きを見る
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance
Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces
Solving Impulse Control Problems with Control Delays
FIX: The Fear Index ? Measuring Market Fear
American Option Pricing using Simulation and Regression: Numerical Convergence Results
The COS Method for Pricing Options under Uncertain Volatility
Fast Fourier Transform Option Pricing: Efficient Approximation Methods under Multi-Factor Stochastic Volatility and Jumps
Pricing Credit Derivatives in a Wiener-Hopf Framework
The Evaluation of Gas Swing Contracts with Regime Switching
A Linear and Nonlinear Review of the Arbitrage-Free Parity Theory for the CDS and Bond Markets
On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance
Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces
Solving Impulse Control Problems with Control Delays
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48. Risk and Portfolio Analysis : Principles and Methods
by Henrik Hult, Filip Lindskog, Ola Hammarlid, Carl Johan Rehn
出版情報: New York, NY : Springer New York : Imprint: Springer, 2012
シリーズ名: Springer Series in Operations Research and Financial Engineering ;
オンライン: http://dx.doi.org/10.1007/978-1-4614-4103-8
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49.

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49. Monte Carlo and Quasi-Monte Carlo Methods 2010
edited by Leszek Plaskota, Henryk Woźniakowski
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 23
オンライン: http://dx.doi.org/10.1007/978-3-642-27440-4
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50. Analytically Tractable Stochastic Stock Price Models
by Archil Gulisashvili
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-31214-4
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目次情報: 続きを見る
Preface
Aknowledgements
1.Volatility Processes
2.Stock Price Models with Stochastic Volatility
3.Realized Volatility and Mixing Distributions
4.Integral Transforms of Distribution Densities
5.Asymptotic Analysis of Mixing Distributions
6.Asymptotic Analysis of Stock Price Distributions
7.Regularly Varying Functions and Pareto Type Distributions
8.Asymptotic Analysis of Option Pricing Functions
9.Asymptotic Analysis of Implied Volatility
10.More Formulas for Implied Volatility
11.Implied Volatility in Models Without Moment Explosions
Bibliography
Index
Preface
Aknowledgements
1.Volatility Processes
51.

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51. Selected Aspects of Fractional Brownian Motion
by Ivan Nourdin
出版情報: Milano : Springer Milan : Imprint: Springer, 2012
シリーズ名: B&SS — Bocconi & Springer Series ;
オンライン: http://dx.doi.org/10.1007/978-88-470-2823-4
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目次情報: 続きを見る
1. Preliminaries
2. Fractional Brownian motion
3. Integration with respect to fractional Brownian motion
4. Supremum of the fractional Brownian motion
5. Malliavin calculus in a nutshell
6. Central limit theorem on the Wiener space
7. Weak convergence of partial sums of stationary sequences
8. Non-commutative fractional Brownian motion
1. Preliminaries
2. Fractional Brownian motion
3. Integration with respect to fractional Brownian motion
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52. The Interval Market Model in Mathematical Finance : Game-Theoretic Methods
by Pierre Bernhard, Jacob C. Engwerda, Berend Roorda, J.M. Schumacher, Vassili Kolokoltsov, Patrick Saint-Pierre, Jean-Pierre Aubin
出版情報: New York, NY : Springer New York : Imprint: Birkhäuser, 2013
シリーズ名: Static & Dynamic Game Theory: Foundations & Applications ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-8388-7
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目次情報: 続きを見る
Preface
Part I Revisiting Two Classic Results in Dynamic Portfolio Management
Merton’s Optimal Dynamic Portfolio Revisited
Option Pricing: Classic Results
Introduction
Part II Hedging in Interval Models
Fair Price Intervals
Optimal Hedging Under Robust-Cost Constraints
Appendix: Proofs
Continuous and Discrete-Time Option Pricing and Interval Market Model
Part III Robust-Control Approach to Option Pricing
Vanilla Options
Digital Options
Validation
Part IV Game-Theoretic Analysis of Rainbow Options in Incomplete Markets
Emergence of Risk-Neutral Probabilities
Rainbow Options in Discrete Time, I
Rainbow Options in Discrete Time, II
Continuous-Time Limits
Credit Derivatives
Computational Methods Based on the Guaranteed Capture Basin Algorithm
Viability Approach to Complex Option Pricing and Portfolio Insurance
Asset and Liability Insurance Management (ALIM) for Risk Eradication
References
Index.
Preface
Part I Revisiting Two Classic Results in Dynamic Portfolio Management
Merton’s Optimal Dynamic Portfolio Revisited
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53. Derivative Pricing in Discrete Time
by Nigel J. Cutland, Alet Roux
出版情報: London : Springer London : Imprint: Springer, 2013
シリーズ名: Springer Undergraduate Mathematics Series ;
オンライン: http://dx.doi.org/10.1007/978-1-4471-4408-3
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目次情報: 続きを見る
Derivative Pricing and Hedging
A Simple Market Model
Single-Period Models
Multi-Period Models: No-Arbitrage Pricing
Multi-Period Models: Risk-Neutral Pricing
The Cox-Ross-Rubinstein model
American Options
Advanced Topics
Derivative Pricing and Hedging
A Simple Market Model
Single-Period Models
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54. Risk Measures and Attitudes
edited by Francesca Biagini, Andreas Richter, Harris Schlesinger
出版情報: London : Springer London : Imprint: Springer, 2013
シリーズ名: EAA Series ;
オンライン: http://dx.doi.org/10.1007/978-1-4471-4926-2
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目次情報: 続きを見る
Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences
Multivariate Concave and Convex Stochastic Dominance
Reliable Quantification and Efficient Estimation of Credit Risk
Diffusion-based models for financial markets without martingale measures
Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences
Multivariate Concave and Convex Stochastic Dominance
Reliable Quantification and Efficient Estimation of Credit Risk
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55. Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications : BSDEs with Jumps
by Łukasz Delong
出版情報: London : Springer London : Imprint: Springer, 2013
シリーズ名: EAA Series ;
オンライン: http://dx.doi.org/10.1007/978-1-4471-5331-3
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目次情報: 続きを見る
Introduction
Stochastic Calculus
Backward Stochastic Differential Equations – the General Case
Forward-Backward Stochastic Differential Equations
Numerical Methods for FBSDEs
Nonlinear Expectations and g-Expectations
Combined Financial and Insurance Model
Linear BSDEs and Predictable Representations of Insurance Payment Processes
Arbitrage-Free Pricing, Perfect Hedging and Superhedging
Quadratic Pricing and Hedging
Utility Maximization and Indifference Pricing and Hedging
Pricing and Hedging under a Least Favorable Measure
Dynamic Risk Measures
Other Classes of BSDEs
Introduction
Stochastic Calculus
Backward Stochastic Differential Equations – the General Case
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56. Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
by Nizar Touzi
出版情報: New York, NY : Springer New York : Imprint: Springer, 2013
シリーズ名: Fields Institute Monographs ; 29
オンライン: http://dx.doi.org/10.1007/978-1-4614-4286-8
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Preface
1. Conditional Expectation and Linear Parabolic PDEs
2. Stochastic Control and Dynamic Programming
3. Optimal Stopping and Dynamic Programming
4. Solving Control Problems by Verification
5. Introduction to Viscosity Solutions
6. Dynamic Programming Equation in the Viscosity Sense
7. Stochastic Target Problems
8. Second Order Stochastic Target Problems
9. Backward SDEs and Stochastic Control
10. Quadratic Backward SDEs
11. Probabilistic Numerical Methods for Nonlinear PDEs
12. Introduction to Finite Differences Methods
References
Preface
1. Conditional Expectation and Linear Parabolic PDEs
2. Stochastic Control and Dynamic Programming
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57. Malliavin Calculus and Stochastic Analysis : A Festschrift in Honor of David Nualart
edited by Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart
出版情報: Boston, MA : Springer US : Imprint: Springer, 2013
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 34
オンライン: http://dx.doi.org/10.1007/978-1-4614-5906-4
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An Application of Gaussian Measures to Functional Analysis
Stochastic Taylor Formulas and Riemannian Geometry
Local invertibility of adapted shifts on Wiener Space and related topics
Dilation vector field on Wiener space
The calculus of differentials for the weak Stratonovich integral
Large deviations for Hilbert space valued Wiener processes: a sequence space approach
Stationary distributions for jump processes with inert drift
An Ornstein-Uhlenbeck type process which satisfies sufficient conditions for a simulation based filtering procedure
Escape probability for stochastic dynamical systems with jumps
On Stochastic Navier-Stokes Equation Driven by Stationary White Noise
Intermittency and chaos for a non-linear stochastic wave equation in dimension 1
Generalized stochastic heat equations
Gaussian Upper Density estimates for spatially homogeneous Stochastic PDEs
Stationarity of the solution for the semilinear stochastic integral equation on the whole real line
A strong approximation of sub-fractional Brownian motion by means of transport processes
Malliavin calculus for fractional heat equation
Parameter estimation for alpha-fractional bridges
Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motion
Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations
The effect of competition on the height and length of the forest of genealogical trees of a large population
Linking progressive and initial filtration expansions
A Malliavin calculus approach to general stochastic differential games with partial information
Asymptotics for the Length of Longest Increasing Subsequences of Binary Markovian Words
A short rate model using ambit processes
Parametric regularity of the conditional expectations via the Malliavin calculus and applications
An Application of Gaussian Measures to Functional Analysis
Stochastic Taylor Formulas and Riemannian Geometry
Local invertibility of adapted shifts on Wiener Space and related topics
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58. Introduction to Quantitative Methods for Financial Markets
by Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
出版情報: Basel : Springer Basel : Imprint: Birkhäuser, 2013
シリーズ名: Compact Textbooks in Mathematics ;
オンライン: http://dx.doi.org/10.1007/978-3-0348-0519-3
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I Interest Rates
II Financial Products
III The No-Arbitrage Principle
IV European and American Options
The Binomial Option Pricing Model
VI The Black-Scholes Model
VII The Black-Scholes Formula
VIII Stock-Price Models
IX Interest Rate Models and the Valuation of Interest Rate Derivatives
X Numerical Tools
XI Simulation Methods
XII Calibrating Models – Inverse Problems
XIII Case Studies: Exotic Derivatives
XIV Portfolio-Optimization
XV Introduction to Credit Risk Models
I Interest Rates
II Financial Products
III The No-Arbitrage Principle
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59. Contract Theory in Continuous-Time Models
by Jakša Cvitanić, Jianfeng Zhang
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-14200-0
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Preface
PART I Introduction: 1.The Principal-Agent Problem
2.Single-Period Examples
PART II First Best. Risk Sharing under Full Information: 3.Linear Models with Project Selection, and Preview of Results
4.The General Risk Sharing Problem
PART III Second Best. Contracting Under Hidden Action- The Case of Moral Hazard: 5.The General Moral Hazard Problem
6.DeMarzo and Sannikov (2007), Biais et al (2007) – An Application to Capital Structure Problems: Optimal Financing of a Company
PART IV Third Best. Contracting Under Hidden Action and Hidden Type – The Case of Moral Hazard and Adverse Selection: 7.Controlling the Drift
8.Controlling the Volatility-Drift Trade-Off with the First-Best
PART IV Appendix: Backward SDEs and Forward-Backward SDEs
9.Introduction
10.Backward SDEs
11.Decoupled Forward Backward SDEs
12.Coupled Forward Backward SDEs
References
Index
Preface
PART I Introduction: 1.The Principal-Agent Problem
2.Single-Period Examples
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60. Financial Modeling, Actuarial Valuation and Solvency in Insurance
by Mario V. Wüthrich, Michael Merz
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-31392-9
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1.Introduction
Part I: Financial Valuation Principles
2.State price deflators and stochastic discounting
3.spot rate models
4.Stochastic forward rate and yield curve modeling
5.Pricing of financial assets
Part II: Actuarial Valuation and Solvency
6.Actuarial and financial modeling
7.Valuation portfolio
8.Protected valuation portfolio
9.Solvency
10.Selected topics and examples
Part III: Appendix
11.Auxiliary considerations
References
Index
1.Introduction
Part I: Financial Valuation Principles
2.State price deflators and stochastic discounting
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61. Discrete Time Series, Processes, and Applications in Finance
by Gilles Zumbach
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-31742-2
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Preface
List of Figures.-List of Tables
1. Introduction
2.Notation, naming and general definitions
3.Stylized facts
4.Empirical mug shots
5.Process Overview
6.Logarithmic versus relative random walks
7.ARCH processes
8.Stochastic volatility processes
9.Regime switching process
10.Price and volatility using high-frequency data
11.Time reversal asymmetry
12.Characterizing heteroskedasticity
13.The innovation distributions
14.Leverage effect
15.Processes and market risk evaluation
16.Option pricing
17.Properties of large covariance matrices
18.Multivariate ARCH processes
19.The processes compatible with the stylized facts
20.Further thoughts.-Bibliography
Index
Preface
List of Figures.-List of Tables
1. Introduction
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62. Mathematical Risk Analysis : Dependence, Risk Bounds, Optimal Allocations and Portfolios
by Ludger Rüschendorf
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Springer Series in Operations Research and Financial Engineering ;
オンライン: http://dx.doi.org/10.1007/978-3-642-33590-7
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Preface.-Part I: Stochastic Dependence and Extremal Risk.-1 Copulas, Sklar's Theorem, and Distributional Transform
2 Fréchet Classes, Risk Bounds, and Duality Theory
3 Convex Order, Excess of Loss, and Comonotonicity
4 Bounds for the Distribution Function and Value at Risk of the Joint Portfolio
5 Restrictions on the Dependence Structure
6 Dependence Orderings of Risk Vectors and Portfolios
Part II: Risk Measures and Worst Case Portfolios
7 Risk Measures for Real Risks
8 Risk Measures for Portfolio Vectors
9 Law Invariant Convex Risk Measures on L_d^p and Optimal Mass Transportation
Part III: Optimal Risk Allocation
10 Optimal Allocations and Pareto Equilibrium
11 Characterization and Examples of Optimal Risk Allocations for Convex Risk Functionals
12 Optimal Contingent Claims and (Re)Insurance Contracts
Part IV: Optimal Portfolios and Extreme Risks
13 Optimal Portfolio Diversification w.r.t. Extreme Risks
14 Ordering of Multivariate Risk Models with Respect to Extreme Portfolio Losses
References
List of Symbols
Index
Preface.-Part I: Stochastic Dependence and Extremal Risk.-1 Copulas, Sklar's Theorem, and Distributional Transform
2 Fréchet Classes, Risk Bounds, and Duality Theory
3 Convex Order, Excess of Loss, and Comonotonicity
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63. Interest Rate Derivatives : Valuation, Calibration and Sensitivity Analysis
by Ingo Beyna
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Lecture Notes in Economics and Mathematical Systems ; 666
オンライン: http://dx.doi.org/10.1007/978-3-642-34925-6
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Preface
1.Literature Review
2.The Cheyette Model Class
3.Analytical Pricing Formulas
4.Calibration
5.Monte Carlo Methods
6.Characteristic Function Method
7.PDE Valuation
8.Comparison of Valuation Techniques for Interest Rate Derivatives
9.Greeks
10.Conclusion.-Appendices: A.Additional Calculus in the Class of Cheyette Models
B.Mathematical Tools
C.Market Data
References
Index
Preface
1.Literature Review
2.The Cheyette Model Class
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64. Optimal Investment
by L. C. G. Rogers
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: SpringerBriefs in Quantitative Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-35202-7
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Preface
The Merton Problem
Variations
Numerical Solution
How Well Does It Work
Index
References
Preface
The Merton Problem
Variations
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65. Computational Methods for Quantitative Finance : Finite Element Methods for Derivative Pricing
by Norbert Hilber, Oleg Reichmann, Christoph Schwab, Christoph Winter
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-35401-4
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1.Introduction
Part I.Basic techniques and models: 2.Notions of mathematical finance
3.Elements of numerical methods for PDEs
4.Finite element methods for parabolic problems
5.European options in BS markets
6.American options
7.Exotic options
8.Interest rate models
9.Multi-asset options
10.Stochastic volatility models-. 11.Lévy models
12.Sensitivities and Greeks
Part II.Advanced techniques and models: 13.Wavelet methods
14.Multidimensional diffusion models
15.Multidimensional Lévy models
16.Stochastic volatility models with jumps
17.Multidimensional Feller processes
Apendices: A.Elliptic variational inequalities
B.Parabolic variational inequalities
References. - Index
1.Introduction
Part I.Basic techniques and models: 2.Notions of mathematical finance
3.Elements of numerical methods for PDEs
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66. Financial Modeling : A Backward Stochastic Differential Equations Perspective
by Stéphane Crépey
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-37113-4
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Part I: An Introductory Course in Stochastic Processes
1.Some classes of Discrete-Time Stochastic Processes.-2.Some Classes of Continuous-Time Stochastic Processes
3.Elements of Stochastic Analysis
Part II: Pricing Equations
4.Martingale Modeling
5.Benchmark Models
Part III: Numerical Solutions
6.Monte Carlo Methods
7.Tree Methods
8.Finite Differences
9.Callibration Methods
Part IV: Applications
10.Simulation/ Regression Pricing Schemes in Diffusive Setups
11.Simulation/ Regression Pricing Schemes in Pure Jump Setups
Part V: Jump-Diffusion Setup with Regime Switching (**)
12.Backward Stochastic Differential Equations
13.Analytic Approach
14.Extensions
Part VI: Appendix
A.Technical Proofs (**)
B.Exercises
C.Corrected Problem Sets
Part I: An Introductory Course in Stochastic Processes
1.Some classes of Discrete-Time Stochastic Processes.-2.Some Classes of Continuous-Time Stochastic Processes
3.Elements of Stochastic Analysis
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67. Inspired by Finance : The Musiela Festschrift
edited by Yuri Kabanov, Marek Rutkowski, Thaleia Zariphopoulou
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2014
オンライン: http://dx.doi.org/10.1007/978-3-319-02069-3
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R. Ahlip and M. Rutkowski: Forward Start Foreign Exchange Options under Heston’s Volatility and the CIR Interest R
A. Bensoussan and S. R. Hoe:Real Options with Competition and Incomplete Market
T. R. Bielecki and S. Crépey: Dynamic Hedging of Counterparty Exposure
L. Campi:A Note on Market Completeness with American Put Options
S. Cawston and L. Vostrikova: An f -Divergence Approach for Optimal Portfolios in Exponential Lévy Models
B. Chouaf and S. Pergamenchtchikov: Optimal Investment with Bounded VaR for Power Utility Functions
T. Choulli, J. Ma and M.-A. Morlais:Three Essays on Exponential Hedging with Variable Exit Times
S. Darses and E.l Lépinette: Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient
N. El Karoui, M. Jeanblanc, Y. Jiao, B. Zargari:Conditional Default Probability and Density
R. Douady:Yield Curve Smoothing and Residual Variance of Fixed Income Positions
E. Eberlein and D. B. Madan: Maximally Acceptable Portfolios
P. V. Gapeev: Some Extensions of Norros’ Lemma in Models with Several Defaults
P. V. Gapeev and N. Rodosthenous:On the Pricing of Perpetual American Compound Options
E. Gobet and A. Suleiman: New Approximations in Local Volatility Models
P. Hepperger: Low-Dimensional Partial Integro-Differential Equations for High-Dimensional Asian Options
C. Kardaras: A Time BeforeWhich Insiders Would Not Undertake Risk
P.l C. Kettler, F. Proske, M. Rubtsov: Sensitivity with Respect to the Yield Curve:Duration in a Stochastic Setting
M. Kijima and C. Ch. Siu:On the First Passage Time under Regime-Switching with Jumps
A. Kohatsu-Higa, N. Vayatis, K. Yasuda: Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process
I. Molchanov and M. Schmutz:Multiasset Derivatives and Joint Distributions of Asset Prices
A. A. Novikov, T. G. Ling and N. Kordzakhia: Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results
S. Nadtochiy and Th. Zariphopoulou: A Class of Homothetic Forward Investment Performance Processes with Non-Zero Volatility
E. Presman: Solution of Optimal Stopping Problem Based on a Modification of Payoff Function
M. Schmutz and Th. Zürcher:A Stieltjes Approach to Static Hedges
I. M. Sonin:Optimal Stopping of Seasonal Observations and Projection of a Markov Chain
R. Ahlip and M. Rutkowski: Forward Start Foreign Exchange Options under Heston’s Volatility and the CIR Interest R
A. Bensoussan and S. R. Hoe:Real Options with Competition and Incomplete Market
T. R. Bielecki and S. Crépey: Dynamic Hedging of Counterparty Exposure
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68. Stochastic Optimization in Insurance : A Dynamic Programming Approach
by Pablo Azcue, Nora Muler
出版情報: New York, NY : Springer New York : Imprint: Springer, 2014
シリーズ名: SpringerBriefs in Quantitative Finance ;
オンライン: http://dx.doi.org/10.1007/978-1-4939-0995-7
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Stability Criteria for Insurance Companies
Reinsurance and Investment
Viscosity Solutions
Characterization of Value Functions
Optimal Strategies
Numerical Examples
References
Appendix A. Probability Theory and Stochastic Processes
Index
Stability Criteria for Insurance Companies
Reinsurance and Investment
Viscosity Solutions
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69. Introduction to Quasi-Monte Carlo Integration and Applications
by Gunther Leobacher, Friedrich Pillichshammer
出版情報: Cham : Springer International Publishing : Imprint: Birkhäuser, 2014
シリーズ名: Compact Textbooks in Mathematics ;
オンライン: http://dx.doi.org/10.1007/978-3-319-03425-6
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Preface
Notation
1 Introduction
2 Uniform Distribution Modulo One
3 QMC Integration in Reproducing Kernel Hilbert Spaces
4 Lattice Point Sets
5 (t, m, s)-nets and (t, s)-Sequences
6 A Short Discussion of the Discrepancy Bounds
7 Foundations of Financial Mathematics
8 Monte Carlo and Quasi-Monte Carlo Simulation
Bibliography
Index
Preface
Notation
1 Introduction
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70. General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
by Qi Lü, Xu Zhang
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2014
シリーズ名: SpringerBriefs in Mathematics ;
オンライン: http://dx.doi.org/10.1007/978-3-319-06632-5
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71. Modern Problems in Insurance Mathematics
edited by Dmitrii Silvestrov, Anders Martin-Löf
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2014
シリーズ名: EAA Series ;
オンライン: http://dx.doi.org/10.1007/978-3-319-06653-0
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International Cramer Symposium on Insurance Mathematics
Harald Cramer and Insurance Mathematics
100 Years of the Scandinavian Actuarial Journal
A Note on Gerber–Shiu Functions with an Application
Improved Asymptotics for Ruin Probabilities
Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-Polynomial Perturbations
Asymptotics of Ruin Probabilities for Perturbed Discrete Time Risk Processes
Coherent Risk Measures under Dominated Variation
Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses
A Simulation-Based ALM Model in Practical Use by a Norwegian Life Insurance Company
Predicting Future Claims Among High Risk Policyholders Using Random Effects
Disability Insurance Claims Study by a Homogeneous Discrete Time Alternating Renewal Process
Analysis of the Stochasticity of Mortality Using Variance Decomposition
The Impact of Stress Factors on the Price of Widow’s Pensions
The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution
Bonus-Malus Systems in Open and Closed Portfolios
Large Deviations for a Damped Telegraph Process
Probabilistic Choice with an Infinite Set of Options – an Approach Based on Random Sup Measures
Generalisation of the Damping Factor in PageRank for Weighted Networks
Asian Options, Jump-Diffusion Processes on a Lattice and Vandermonde Matrices
Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model
International Cramer Symposium on Insurance Mathematics
Harald Cramer and Insurance Mathematics
100 Years of the Scandinavian Actuarial Journal
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72. Tychastic Measure of Viability Risk
by Jean-Pierre Aubin, Luxi Chen, Olivier Dordan
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2014
オンライン: http://dx.doi.org/10.1007/978-3-319-08129-8
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Part I Description, Illustration and Comments of the Results
The Viabilist Portfolio Performance and Insurance Approach
Technical and Quantitative Analysis of Tubes
Uncertainty on Uncertainties
Part II Mathematical Proofs
Why Viability Theory? A Survival Kit
General Viabilist Portfolio Performance and Insurance Problem
Part I Description, Illustration and Comments of the Results
The Viabilist Portfolio Performance and Insurance Approach
Technical and Quantitative Analysis of Tubes
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73. Affine Diffusions and Related Processes: Simulation, Theory and Applications
by Aurélien Alfonsi
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
シリーズ名: Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics ; 6
オンライン: http://dx.doi.org/10.1007/978-3-319-05221-2
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1 Real valued affine diffusions
2 An introduction to simulation schemes for SDEs
3 Simulation of the CIR process
4 The Heston model and multidimensional affine diffusions
5 Wishart processes and affine diffusions on positive semidefinite matrices
6 Processes of Wright-Fisher type
7 Appendix A Some results on matrices
8 Appendix B Simulation of a gamma random variable
1 Real valued affine diffusions
2 An introduction to simulation schemes for SDEs
3 Simulation of the CIR process
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74. Electricity Derivatives
by René Aïd
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
シリーズ名: SpringerBriefs in Quantitative Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-319-08395-7
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Introduction
Electricity Markets
Electricity Features
Markets Microstructure
Real Derivatives
Conclusion
Price Models
Preliminary Remarks
HJM Style Forward Curve Models
One-Factor Spot Models
Multi-Factor Spot Models
Structural Models
Derivatives
Spreads
Power Plants and Tollings
Storage and Swings
Retail Contracts
Weather Derivatives
Introduction
Electricity Markets
Electricity Features
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75. Introduction to Measure Theory and Functional Analysis
by Piermarco Cannarsa, Teresa D'Aprile
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
シリーズ名: UNITEXT ; 89
オンライン: http://dx.doi.org/10.1007/978-3-319-17019-0
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1 Part I Measure and Integration
2 Part II Functional Analysis
3 Part III Selected Topics
4 Appendices
5 Index
1 Part I Measure and Integration
2 Part II Functional Analysis
3 Part III Selected Topics
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76. Actuarial Sciences and Quantitative Finance : ICASQF, Bogotá, Colombia, June 2014. 1st ed. 2015
edited by Jaime A. Londoño, José Garrido, Daniel Hernández-Hernández
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 135
オンライン: http://dx.doi.org/10.1007/978-3-319-18239-1
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Modeling Electricity Spot Price Dynamics by Using Levy-Type Cox Processes: An Application to the Colombian Market
Using Value-at-Risk (VaR) to Measure Market Risk of the Equity Inventory of a Market Maker
Reverse mortgage schemes financing urban dynamics using the multiple decrement approach
Speedup of Calibration and Pricing with SABR models: from equities to interest rates derivatives
Bergman, Piterbarg and Beyond: Pricing Derivatives under Collateralization and Differential Rates
Modeling Electricity Spot Price Dynamics by Using Levy-Type Cox Processes: An Application to the Colombian Market
Using Value-at-Risk (VaR) to Measure Market Risk of the Equity Inventory of a Market Maker
Reverse mortgage schemes financing urban dynamics using the multiple decrement approach
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77. Interest Rate Modeling: Post-Crisis Challenges and Approaches. 1st ed. 2015
by Zorana Grbac, Wolfgang J. Runggaldier
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
シリーズ名: SpringerBriefs in Quantitative Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-319-25385-5
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78. Advances in Dynamic Games : Applications to Economics, Management Science, Engineering, and Environmental Management
edited by Alain Haurie, Shigeo Muto, Leon A. Petrosjan, T. E. S. Raghavan
出版情報: Boston, MA : Birkhäuser Boston, 2006
シリーズ名: Annals of the International Society of Dynamic Games ; 8
オンライン: http://dx.doi.org/10.1007/0-8176-4501-2
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79. Introduction to Stochastic Integration
by Hui-Hsiung Kuo
出版情報: New York, NY : Springer Science+Business Media, Inc., 2006
シリーズ名: Universitext ;
オンライン: http://dx.doi.org/10.1007/0-387-31057-6
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80. The Mathematics of Arbitrage
by Freddy Delbaen, Walter Schachermayer
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/3-540-31299-4
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81. Interest Rate Models — Theory and Practice : With Smile, Inflation and Credit. Second Edition
by Damiano Brigo, Fabio Mercurio
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/3-540-34604-X
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82. Monte Carlo and Quasi-Monte Carlo Methods 2004
edited by Harald Niederreiter, Denis Talay
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
オンライン: http://dx.doi.org/10.1007/3-540-31186-6
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83. Introductory Lectures on Fluctuations of Lévy Processes with Applications
by Andreas E. Kyprianou
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
オンライン: http://dx.doi.org/10.1007/978-3-540-31343-4
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84.

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84. A Benchmark Approach to Quantitative Finance
by Eckhard Platen, David Heath
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-540-47856-0
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85.

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85. Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
by René A. Carmona, Michael R. Tehranchi
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/b138563
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86.

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86. Tools for Computational Finance
by Rüdiger U. Seydel
出版情報: Berlin, Heidelberg : Springer, 2006
オンライン: http://dx.doi.org/10.1007/3-540-27926-1
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87.

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87. Extreme Financial Risks : From Dependence to Risk Management
by Yannick Malevergne, Didier Sornette
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
オンライン: http://dx.doi.org/10.1007/b138841
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88.

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88. Stochastic Calculus of Variations in Mathematical Finance
by Paul Malliavin, Anton Thalmaier
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/3-540-30799-0
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89.

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89. Optimal Stopping and Free-Boundary Problems
by Goran Peskir, Albert Shiryaev
出版情報: Basel : Birkhäuser Verlag, 2006
シリーズ名: Lectures in Mathematics. ETH Zürich ;
オンライン: http://dx.doi.org/10.1007/978-3-7643-7390-0
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90.

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90. Financial Markets in Continuous Time
by Rose-Anne Dana, Monique Jeanblanc
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007
オンライン: http://dx.doi.org/10.1007/978-3-540-71150-6
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91.

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91. Stochastic Simulation
edited by Søren Asmussen, Peter W. Glynn
出版情報: New York : Springer Science+Business Media, LLC, 2007
シリーズ名: Stochastic Modelling and Applied Probability ; 57
オンライン: http://dx.doi.org/10.1007/978-0-387-69033-9
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92.

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92. An Introduction to the Mathematics of Money : Saving and Investing
edited by David Lovelock, Marilou Mendel, A. Larry Wright
出版情報: New York, NY : Springer Science+Business Media, LLC, 2007
オンライン: http://dx.doi.org/10.1007/978-0-387-68111-5
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93.

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93. Elements of Mathematics for Economics and Finance
by Vassilis C. Mavron, Timothy N. Phillips
出版情報: London : Springer-Verlag London Limited, 2007
オンライン: http://dx.doi.org/10.1007/978-1-84628-561-5
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94.

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94. Financial Modeling Under Non-Gaussian Distributions
by Eric Jondeau, Ser-Huang Poon, Michael Rockinger
出版情報: London : Springer-Verlag London Limited, 2007
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-1-84628-696-4
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95.

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95. Applied Stochastic Control of Jump Diffusions
by Bernt Øksendal, Agnès Sulem
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2007
シリーズ名: Universitext ;
オンライン: http://dx.doi.org/10.1007/978-3-540-69826-5
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96.

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96. Semi-Markov Risk Models for Finance, Insurance and Reliability
by Janssen Jacques, Manca Raimondo
出版情報: Boston, MA : Springer Science+Business Media, LLC, 2007
オンライン: http://dx.doi.org/10.1007/0-387-70730-1
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97.

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97. Optimisation et contrôle stochastique appliqués à la finance
by Huyên Pham
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2007
シリーズ名: Mathématiques & Applications ; 61
オンライン: http://dx.doi.org/10.1007/978-3-540-73737-7
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98.

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98. Advances in Dynamic Game Theory : Numerical Methods, Algorithms, and Applications to Ecology and Economics
edited by Steffen Jørgensen, Marc Quincampoix, Thomas L. Vincent
出版情報: Boston, MA : Birkhäuser Boston, 2007
シリーズ名: Annals of the International Society of Dynamic Games ; 9
オンライン: http://dx.doi.org/10.1007/978-0-8176-4553-3
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99.

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99. Advances in Mathematical Finance
edited by Michael C. Fu, Robert A. Jarrow, Ju-Yi J. Yen, Robert J. Elliott
出版情報: Boston : Birkhäuser, 2007
シリーズ名: Applied and Numerical Harmonic Analysis ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-4545-8
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100.

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100. Handbook of Financial Engineering
edited by Constantin Zopounidis, Michael Doumpos, Panos M. Pardalos
出版情報: Boston, MA : Springer-Verlag US, 2008
シリーズ名: Springer Optimization and Its Applications ; 18
オンライン: http://dx.doi.org/10.1007/978-0-387-76682-9
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