close
1.

電子ブック
ＥＢ
1. 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
所蔵情報: loading…
2.

電子ブック
ＥＢ
2. 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
所蔵情報: loading…
3.

電子ブック
ＥＢ
3. 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
所蔵情報: loading…
4.

電子ブック
ＥＢ
4. 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
所蔵情報: loading…
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
5.

電子ブック
ＥＢ
5. 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
所蔵情報: loading…
目次情報: 続きを見る
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
6.

電子ブック
ＥＢ
6. 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
所蔵情報: loading…