"Financial Markets in Continuous Time" - similar Books and Chapters

entries per page

Filter:

Showing 1 to 20 of 100 entries

Book	Author(s)	Year	Publisher
Financial Markets in Continuous Time	Rose-Anne Dana; Monique Jeanblanc	2003	Springer Berlin Heidelberg
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time	Antonio Mele; Fabio Fornari	2000	Springer US
On estimating continuous time financial models	Y. K. Tse	1989	College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Financial Pricing Models in Continuous Time and Kalman Filtering	B.Philipp Kellerhals	2001	Springer Berlin Heidelberg
Financial Institutions and Markets: Current Issues in Financial Markets	G. Kaufman; R. Bliss	2008	Palgrave Macmillan US
Continuous-time Stochastic Control and Optimization with Financial Applications	Huyên Pham	2009	Springer Berlin Heidelberg
Prices in financial markets	Michael U. Dothan	1990	Oxford University Press
Financial markets	Jeff Madura	2004	Sage Publications
Financial markets	John H. Wood	1985	Harcourt Brace Jovanovich
Financial markets	Ray Sobczak	1997	Rourke Publications
Financial markets tick by tick: insights in financial markets microstructure		1999	Wiley
Arbitrage Theory in Continuous Time	Tomas Björk	1998	Oxford University Press
Arbitrage Theory in Continuous Time	Tomas Björk	2004	Oxford University Press
Arbitrage Theory in Continuous Time	Tomas Björk	2019	Oxford University Press
Volume 1 In Continuous Time	Weigang Zhang; Tsinghua University Tsinghua University Press	2017	De Gruyter
Stochastic Optimization in Continuous Time	Fwu-Ranq Chang	2004-04	Cambridge University Press
Continuous-Time Signals	Yuriy Shmaliy	2006	Springer Netherlands
Continuous-Time Systems	Yuriy Shmaliy	2007	Springer Netherlands
Continuous-time finance	Robert C. Merton	1990	B. Blackwell
Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets	Yuliya Mishura; Kostiantyn Ralchenko	2021	De Gruyter
Boook	Author(s)	Year	Publisher

Showing 1 to 20 of 100 entries

entries per page

Filter:

Showing 1 to 20 of 100 entries

Chapter	Author(s)	Book	Book Authors	Year	Publisher
Financial Markets with Continuous Time	Yuliya Mishura	Financial Mathematics	Yuliya Mishura	2016	Elsevier
Continuous Financial Markets	Eckhard Platen; David Heath	A Benchmark Approach to Quantitative Finance	Eckhard Platen; David Heath	2006	Springer Berlin Heidelberg
Continuous-Time Markets		Asset Pricing and Portfolio Choice Theory	Kerry E. Back	2017	Oxford University Press
Equilibrium of Financial Markets in Continuous Time. The Complete Markets Case		Financial Markets in Continuous Time	Rose-Anne Dana; Monique Jeanblanc	2003	Springer Berlin Heidelberg
Financial Mathematics in Continuous Time		Levy Processes in Finance - Pricing Financial Derivatives	Wim Schoutens	2003	John Wiley & Sons
1 Financial markets. From discrete to continuous time		Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets	Yuliya Mishura; Kostiantyn Ralchenko	2021	De Gruyter
Continuous-time security markets	Erik Lindström; Henrik Madsen; Jan Nygaard Nielsen	Statistics for Finance: Texts in Statistical Science	Erik Lindström; Henrik Madsen; Jan Nygaard Nielsen	2015	Routledge
Continuous-time Security Markets	Marek Musiela; Marek Rutkowski	Martingale Methods in Financial Modelling	Marek Musiela; Marek Rutkowski	2nd ed. 2005	Springer Berlin Heidelberg
Continuous-time Security Markets	Marek Musiela; Marek Rutkowski	Martingale Methods in Financial Modelling	Marek Musiela	1997	Springer Berlin Heidelberg
Financial Markets in Discrete Time	Jia-An Yan	Introduction to Stochastic Finance	Jia-An Yan	1st ed. 2018	Springer Nature Singapore
Continuous-time Financial Marke		Stochastic Implied Volatility: A Factor-Based Model	Dr. Reinhold Hafner (auth.)	2004	Springer Berlin Heidelberg
14 - Continuous-Time Financial Mathematics		Financial Engineering and Computation: Principles, Mathematics, Algorithms	Yuh-Dauh Lyuu	2001-11	Cambridge University Press
Financial Markets with Discrete Time	Yuliya Mishura	Financial Mathematics	Yuliya Mishura	2016	Elsevier
Stochastic processes in financial mathematics (continuous time)	Dmytro Gusak; Alexander Kukush; Alexey Kulik; Yuliya Mishura; Andrey Pilipenko	Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory	Dmytro Gusak; Alexander Kukush; Alexey Kulik; Yuliya Mishura; Andrey Pilipenko	2010	Springer New York
Continuous-Time Models for Financial Time Series		Modeling Financial Time Series with S-PLUS®	Eric Zivot; Jiahui Wang	2nd ed. 2006	Springer New York
Equilibrium of Financial Markets in Discrete Time		Financial Markets in Continuous Time	Rose-Anne Dana; Monique Jeanblanc	2003	Springer Berlin Heidelberg
Financial Markets	Alan A. Powell; Christopher W. Murphy	Inside a Modern Macroeconometric Model: A Guide to the Murphy Model	Alan A. Powell; Christopher W. Murphy	1995	Springer Berlin Heidelberg
Financial Markets	William S. Mallios	The Analysis of Sports Forecasting: Modeling Parallels between Sports Gambling and Financial Markets	William S. Mallios	2000	Springer US
Financial Markets	John L. G. Board; Charles M. S. Sutcliffe; William T. Ziemba	Encyclopedia of Operations Research and Management Science	Saul I. Gass; Michael C. Fu	3rd ed. 2013	Springer US
Financial Markets	Alan A. Powell; Christopher W. Murphy	Inside a Modern Macroeconometric Model: A Guide to the Murphy Model	Alan A. Powell; Christopher W. Murphy	2nd ed. 1997	Springer Berlin Heidelberg
Chapter	Author(s)	Book	Book Authors	Year	Publisher

Showing 1 to 20 of 100 entries