Search Results for Financial Economics. - Narrowed by: Social sciences-Mathematics.SirsiDynix Enterprisehttp://librarycatalog.yyu.edu.tr/client/en_US/default/default/qu$003dFinancial$002bEconomics.$0026qf$003dSUBJECT$002509Konu$002509Social$002bsciences-Mathematics.$002509Social$002bsciences-Mathematics.$0026ps$003d300?dt=list2025-02-12T11:18:28ZAsset Prices, Booms and Recessions Financial Economics from a Dynamic Perspectiveent://SD_ILS/0/SD_ILS:1679052025-02-12T11:18:28Z2025-02-12T11:18:28Zby Semmler, Willi. author.<br/><a href="https://doi.org/10.1007/978-3-642-20680-1">https://doi.org/10.1007/978-3-642-20680-1</a><br/>Format: Electronic Resources<br/>Financial Economics A Concise Introduction to Classical and Behavioral Financeent://SD_ILS/0/SD_ILS:1728862025-02-12T11:18:28Z2025-02-12T11:18:28Zby Hens, Thorsten. author.<br/><a href="https://doi.org/10.1007/978-3-540-36148-0">https://doi.org/10.1007/978-3-540-36148-0</a><br/>Format: Electronic Resources<br/>Statistical Inference for Financial Engineeringent://SD_ILS/0/SD_ILS:1474552025-02-12T11:18:28Z2025-02-12T11:18:28Zby Taniguchi, Masanobu. author.<br/><a href="https://doi.org/10.1007/978-3-319-03497-3">https://doi.org/10.1007/978-3-319-03497-3</a><br/>Format: Electronic Resources<br/>Bank Management and Control Strategy, Capital and Risk Managementent://SD_ILS/0/SD_ILS:1479172025-02-12T11:18:28Z2025-02-12T11:18:28Zby Wernz, Johannes. author.<br/><a href="https://doi.org/10.1007/978-3-642-40374-3">https://doi.org/10.1007/978-3-642-40374-3</a><br/>Format: Electronic Resources<br/>Quantitative Energy Finance Modeling, Pricing, and Hedging in Energy and Commodity Marketsent://SD_ILS/0/SD_ILS:1491382025-02-12T11:18:28Z2025-02-12T11:18:28Zby Benth, Fred Espen. editor.<br/><a href="https://doi.org/10.1007/978-1-4614-7248-3">https://doi.org/10.1007/978-1-4614-7248-3</a><br/>Format: Electronic Resources<br/>Mathematical and Statistical Methods for Actuarial Sciences and Financeent://SD_ILS/0/SD_ILS:1407382025-02-12T11:18:28Z2025-02-12T11:18:28Zby Corazza, Marco. editor.<br/><a href="https://doi.org/10.1007/978-3-319-02499-8">https://doi.org/10.1007/978-3-319-02499-8</a><br/>Format: Electronic Resources<br/>Statistical Analysis of Financial Data in Rent://SD_ILS/0/SD_ILS:1576212025-02-12T11:18:28Z2025-02-12T11:18:28Zby Carmona, René. author.<br/><a href="https://doi.org/10.1007/978-1-4614-8788-3">https://doi.org/10.1007/978-1-4614-8788-3</a><br/>Format: Electronic Resources<br/>German Covered Bonds Overview and Risk Analysis of Pfandbriefeent://SD_ILS/0/SD_ILS:1580592025-02-12T11:18:28Z2025-02-12T11:18:28Zby Werner, Ralf. author.<br/><a href="https://doi.org/10.1007/978-3-319-02553-7">https://doi.org/10.1007/978-3-319-02553-7</a><br/>Format: Electronic Resources<br/>Stochastic Optimization in Insurance A Dynamic Programming Approachent://SD_ILS/0/SD_ILS:1604962025-02-12T11:18:28Z2025-02-12T11:18:28Zby Azcue, Pablo. author.<br/><a href="https://doi.org/10.1007/978-1-4939-0995-7">https://doi.org/10.1007/978-1-4939-0995-7</a><br/>Format: Electronic Resources<br/>Mathematical and Statistical Methods for Actuarial Sciences and Financeent://SD_ILS/0/SD_ILS:1729022025-02-12T11:18:28Z2025-02-12T11:18:28Zby Perna, Cira. editor.<br/><a href="https://doi.org/10.1007/978-3-319-05014-0">https://doi.org/10.1007/978-3-319-05014-0</a><br/>Format: Electronic Resources<br/>Multicriteria Analysis in Financeent://SD_ILS/0/SD_ILS:1623562025-02-12T11:18:28Z2025-02-12T11:18:28Zby Doumpos, Michael. author.<br/><a href="https://doi.org/10.1007/978-3-319-05864-1">https://doi.org/10.1007/978-3-319-05864-1</a><br/>Format: Electronic Resources<br/>Nonlinear Economic Dynamics and Financial Modelling Essays in Honour of Carl Chiarellaent://SD_ILS/0/SD_ILS:1654382025-02-12T11:18:28Z2025-02-12T11:18:28Zby Dieci, Roberto. editor.<br/><a href="https://doi.org/10.1007/978-3-319-07470-2">https://doi.org/10.1007/978-3-319-07470-2</a><br/>Format: Electronic Resources<br/>Tychastic Measure of Viability Riskent://SD_ILS/0/SD_ILS:1659092025-02-12T11:18:28Z2025-02-12T11:18:28Zby Aubin, Jean-Pierre. author.<br/><a href="https://doi.org/10.1007/978-3-319-08129-8">https://doi.org/10.1007/978-3-319-08129-8</a><br/>Format: Electronic Resources<br/>Market Microstructure and Nonlinear Dynamics Keeping Financial Crisis in Contextent://SD_ILS/0/SD_ILS:1763592025-02-12T11:18:28Z2025-02-12T11:18:28Zby Dufrénot, Gilles. editor.<br/><a href="https://doi.org/10.1007/978-3-319-05212-0">https://doi.org/10.1007/978-3-319-05212-0</a><br/>Format: Electronic Resources<br/>Computational Finance An Introductory Course with Rent://SD_ILS/0/SD_ILS:1772102025-02-12T11:18:28Z2025-02-12T11:18:28Zby Arratia, Argimiro. author.<br/><a href="https://doi.org/10.2991/978-94-6239-070-6">https://doi.org/10.2991/978-94-6239-070-6</a><br/>Format: Electronic Resources<br/>Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications BSDEs with Jumpsent://SD_ILS/0/SD_ILS:1568302025-02-12T11:18:28Z2025-02-12T11:18:28Zby Delong, Łukasz. author.<br/><a href="https://doi.org/10.1007/978-1-4471-5331-3">https://doi.org/10.1007/978-1-4471-5331-3</a><br/>Format: Electronic Resources<br/>Global Analysis of Dynamic Models in Economics and Finance Essays in Honour of Laura Gardinient://SD_ILS/0/SD_ILS:1571642025-02-12T11:18:28Z2025-02-12T11:18:28Zby Bischi, Gian Italo. editor.<br/><a href="https://doi.org/10.1007/978-3-642-29503-4">https://doi.org/10.1007/978-3-642-29503-4</a><br/>Format: Electronic Resources<br/>Weather Derivatives Modeling and Pricing Weather-Related Riskent://SD_ILS/0/SD_ILS:1448412025-02-12T11:18:28Z2025-02-12T11:18:28Zby Alexandridis K., Antonis. author.<br/><a href="https://doi.org/10.1007/978-1-4614-6071-8">https://doi.org/10.1007/978-1-4614-6071-8</a><br/>Format: Electronic Resources<br/>Statistics of Financial Markets Exercises and Solutionsent://SD_ILS/0/SD_ILS:1469722025-02-12T11:18:28Z2025-02-12T11:18:28Zby Borak, Szymon. author.<br/><a href="https://doi.org/10.1007/978-3-642-33929-5">https://doi.org/10.1007/978-3-642-33929-5</a><br/>Format: Electronic Resources<br/>Derivative Pricing in Discrete Timeent://SD_ILS/0/SD_ILS:1391362025-02-12T11:18:28Z2025-02-12T11:18:28Zby Cutland, Nigel J. author.<br/><a href="https://doi.org/10.1007/978-1-4471-4408-3">https://doi.org/10.1007/978-1-4471-4408-3</a><br/>Format: Electronic Resources<br/>Stock Market Modeling and Forecasting A System Adaptation Approachent://SD_ILS/0/SD_ILS:1392232025-02-12T11:18:28Z2025-02-12T11:18:28Zby Zheng, Xiaolian. author.<br/><a href="https://doi.org/10.1007/978-1-4471-5155-5">https://doi.org/10.1007/978-1-4471-5155-5</a><br/>Format: Electronic Resources<br/>Quantitative Assessment of Securitisation Dealsent://SD_ILS/0/SD_ILS:1589392025-02-12T11:18:28Z2025-02-12T11:18:28Zby Campolongo, Francesca. author.<br/><a href="https://doi.org/10.1007/978-3-642-29721-2">https://doi.org/10.1007/978-3-642-29721-2</a><br/>Format: Electronic Resources<br/>Derivative Securities and Difference Methodsent://SD_ILS/0/SD_ILS:1673942025-02-12T11:18:28Z2025-02-12T11:18:28Zby Zhu, You-lan. author.<br/><a href="https://doi.org/10.1007/978-1-4614-7306-0">https://doi.org/10.1007/978-1-4614-7306-0</a><br/>Format: Electronic Resources<br/>Financial Modeling A Backward Stochastic Differential Equations Perspectiveent://SD_ILS/0/SD_ILS:1707712025-02-12T11:18:28Z2025-02-12T11:18:28Zby Crepey, Stephane. author.<br/><a href="https://doi.org/10.1007/978-3-642-37113-4">https://doi.org/10.1007/978-3-642-37113-4</a><br/>Format: Electronic Resources<br/>Financial Modeling, Actuarial Valuation and Solvency in Insuranceent://SD_ILS/0/SD_ILS:1735862025-02-12T11:18:28Z2025-02-12T11:18:28Zby Wüthrich, Mario V. author.<br/><a href="https://doi.org/10.1007/978-3-642-31392-9">https://doi.org/10.1007/978-3-642-31392-9</a><br/>Format: Electronic Resources<br/>Optimal Investmentent://SD_ILS/0/SD_ILS:1757962025-02-12T11:18:28Z2025-02-12T11:18:28Zby Rogers, L. C. G. author.<br/><a href="https://doi.org/10.1007/978-3-642-35202-7">https://doi.org/10.1007/978-3-642-35202-7</a><br/>Format: Electronic Resources<br/>Mathematical Risk Analysis Dependence, Risk Bounds, Optimal Allocations and Portfoliosent://SD_ILS/0/SD_ILS:1625852025-02-12T11:18:28Z2025-02-12T11:18:28Zby Rüschendorf, Ludger. author.<br/><a href="https://doi.org/10.1007/978-3-642-33590-7">https://doi.org/10.1007/978-3-642-33590-7</a><br/>Format: Electronic Resources<br/>Portfolio Analytics An Introduction to Return and Risk Measurementent://SD_ILS/0/SD_ILS:1636402025-02-12T11:18:28Z2025-02-12T11:18:28Zby Marty, Wolfgang. author.<br/><a href="https://doi.org/10.1007/978-3-319-03509-3">https://doi.org/10.1007/978-3-319-03509-3</a><br/>Format: Electronic Resources<br/>Introduction to Quantitative Methods for Financial Marketsent://SD_ILS/0/SD_ILS:1642782025-02-12T11:18:28Z2025-02-12T11:18:28Zby Albrecher, Hansjoerg. author.<br/><a href="https://doi.org/10.1007/978-3-0348-0519-3">https://doi.org/10.1007/978-3-0348-0519-3</a><br/>Format: Electronic Resources<br/>Introduction to Financial Forecasting in Investment Analysisent://SD_ILS/0/SD_ILS:1642922025-02-12T11:18:28Z2025-02-12T11:18:28Zby Guerard, Jr., John B. author.<br/><a href="https://doi.org/10.1007/978-1-4614-5239-3">https://doi.org/10.1007/978-1-4614-5239-3</a><br/>Format: Electronic Resources<br/>Multifractal Financial Markets An Alternative Approach to Asset and Risk Managementent://SD_ILS/0/SD_ILS:1652432025-02-12T11:18:28Z2025-02-12T11:18:28Zby Hayek Kobeissi, Yasmine. author.<br/><a href="https://doi.org/10.1007/978-1-4614-4490-9">https://doi.org/10.1007/978-1-4614-4490-9</a><br/>Format: Electronic Resources<br/>Financial Mathematics Theory and Problems for Multi-period Modelsent://SD_ILS/0/SD_ILS:1470732025-02-12T11:18:28Z2025-02-12T11:18:28Zby Pascucci, Andrea. author.<br/><a href="https://doi.org/10.1007/978-88-470-2538-7">https://doi.org/10.1007/978-88-470-2538-7</a><br/>Format: Electronic Resources<br/>Topics in Numerical Methods for Financeent://SD_ILS/0/SD_ILS:1386182025-02-12T11:18:28Z2025-02-12T11:18:28Zby Cummins, Mark. editor.<br/><a href="https://doi.org/10.1007/978-1-4614-3433-7">https://doi.org/10.1007/978-1-4614-3433-7</a><br/>Format: Electronic Resources<br/>Risk and Portfolio Analysis Principles and Methodsent://SD_ILS/0/SD_ILS:1387282025-02-12T11:18:28Z2025-02-12T11:18:28Zby Hult, Henrik. author.<br/><a href="https://doi.org/10.1007/978-1-4614-4103-8">https://doi.org/10.1007/978-1-4614-4103-8</a><br/>Format: Electronic Resources<br/>Econometrics of Financial High-Frequency Dataent://SD_ILS/0/SD_ILS:1617612025-02-12T11:18:28Z2025-02-12T11:18:28Zby Hautsch, Nikolaus. author.<br/><a href="https://doi.org/10.1007/978-3-642-21925-2">https://doi.org/10.1007/978-3-642-21925-2</a><br/>Format: Electronic Resources<br/>Real Estate Investment A Value Based Approachent://SD_ILS/0/SD_ILS:1685122025-02-12T11:18:28Z2025-02-12T11:18:28Zby Goddard, G Jason. author.<br/><a href="https://doi.org/10.1007/978-3-642-23527-6">https://doi.org/10.1007/978-3-642-23527-6</a><br/>Format: Electronic Resources<br/>Mathematical and Statistical Methods for Actuarial Sciences and Financeent://SD_ILS/0/SD_ILS:1756562025-02-12T11:18:28Z2025-02-12T11:18:28Zby Perna, Cira. editor.<br/><a href="https://doi.org/10.1007/978-88-470-2342-0">https://doi.org/10.1007/978-88-470-2342-0</a><br/>Format: Electronic Resources<br/>Introduction to the Mathematics of Finance Arbitrage and Option Pricingent://SD_ILS/0/SD_ILS:1646722025-02-12T11:18:28Z2025-02-12T11:18:28Zby Roman, Steven. author.<br/><a href="https://doi.org/10.1007/978-1-4614-3582-2">https://doi.org/10.1007/978-1-4614-3582-2</a><br/>Format: Electronic Resources<br/>Implicit Embedded Options in Life Insurance Contracts A Market Consistent Valuation Frameworkent://SD_ILS/0/SD_ILS:1649352025-02-12T11:18:28Z2025-02-12T11:18:28Zby Rüfenacht, Nils. author.<br/><a href="https://doi.org/10.1007/978-3-7908-2843-6">https://doi.org/10.1007/978-3-7908-2843-6</a><br/>Format: Electronic Resources<br/>Kreditrisikotransfer Moderne Instrumente und Methodenent://SD_ILS/0/SD_ILS:1883202025-02-12T11:18:28Z2025-02-12T11:18:28Zby Rudolph, Bernd. author.<br/><a href="https://doi.org/10.1007/978-3-642-27231-8">https://doi.org/10.1007/978-3-642-27231-8</a><br/>Format: Electronic Resources<br/>PDE and Martingale Methods in Option Pricingent://SD_ILS/0/SD_ILS:1503322025-02-12T11:18:28Z2025-02-12T11:18:28Zby Pascucci, Andrea. author.<br/><a href="https://doi.org/10.1007/978-88-470-1781-8">https://doi.org/10.1007/978-88-470-1781-8</a><br/>Format: Electronic Resources<br/>Statistics of Financial Markets An Introductionent://SD_ILS/0/SD_ILS:1506182025-02-12T11:18:28Z2025-02-12T11:18:28Zby Franke, Jürgen. author.<br/><a href="https://doi.org/10.1007/978-3-642-16521-4">https://doi.org/10.1007/978-3-642-16521-4</a><br/>Format: Electronic Resources<br/>Complex Systems in Finance and Econometricsent://SD_ILS/0/SD_ILS:1447282025-02-12T11:18:28Z2025-02-12T11:18:28Zby Meyers, Robert A. editor.<br/><a href="https://doi.org/10.1007/978-1-4419-7701-4">https://doi.org/10.1007/978-1-4419-7701-4</a><br/>Format: Electronic Resources<br/>Financial Derivatives Modelingent://SD_ILS/0/SD_ILS:1595422025-02-12T11:18:28Z2025-02-12T11:18:28Zby Ekstrand, Christian. author.<br/><a href="https://doi.org/10.1007/978-3-642-22155-2">https://doi.org/10.1007/978-3-642-22155-2</a><br/>Format: Electronic Resources<br/>Pricing and Risk Management of Synthetic CDOsent://SD_ILS/0/SD_ILS:1680852025-02-12T11:18:28Z2025-02-12T11:18:28Zby Schlösser, Anna. author.<br/><a href="https://doi.org/10.1007/978-3-642-15609-0">https://doi.org/10.1007/978-3-642-15609-0</a><br/>Format: Electronic Resources<br/>The Basel II Risk Parameters Estimation, Validation, Stress Testing - with Applications to Loan Risk Managementent://SD_ILS/0/SD_ILS:1630892025-02-12T11:18:28Z2025-02-12T11:18:28Zby Engelmann, Bernd. editor.<br/><a href="https://doi.org/10.1007/978-3-642-16114-8">https://doi.org/10.1007/978-3-642-16114-8</a><br/>Format: Electronic Resources<br/>Stochastic Analysis with Financial Applications Hong Kong 2009ent://SD_ILS/0/SD_ILS:1645102025-02-12T11:18:28Z2025-02-12T11:18:28Zby Kohatsu-Higa, Arturo. editor.<br/><a href="https://doi.org/10.1007/978-3-0348-0097-6">https://doi.org/10.1007/978-3-0348-0097-6</a><br/>Format: Electronic Resources<br/>Portfoliotheorie, Risikomanagement und die Bewertung von Derivatenent://SD_ILS/0/SD_ILS:1782012025-02-12T11:18:28Z2025-02-12T11:18:28Zby Kremer, Jürgen. author.<br/><a href="https://doi.org/10.1007/978-3-642-20868-3">https://doi.org/10.1007/978-3-642-20868-3</a><br/>Format: Electronic Resources<br/>Handbook of Quantitative Finance and Risk Managementent://SD_ILS/0/SD_ILS:1539242025-02-12T11:18:28Z2025-02-12T11:18:28Zby Lee, Cheng-Few. editor.<br/><a href="https://doi.org/10.1007/978-0-387-77117-5">https://doi.org/10.1007/978-0-387-77117-5</a><br/>Format: Electronic Resources<br/>Handbook of Portfolio Construction Contemporary Applications of Markowitz Techniquesent://SD_ILS/0/SD_ILS:1539552025-02-12T11:18:28Z2025-02-12T11:18:28Zby Guerard, Jr., John B. editor.<br/><a href="https://doi.org/10.1007/978-0-387-77439-8">https://doi.org/10.1007/978-0-387-77439-8</a><br/>Format: Electronic Resources<br/>Market-Consistent Actuarial Valuationent://SD_ILS/0/SD_ILS:1483902025-02-12T11:18:28Z2025-02-12T11:18:28Zby Wüthrich, Mario V. author.<br/><a href="https://doi.org/10.1007/978-3-642-14852-1">https://doi.org/10.1007/978-3-642-14852-1</a><br/>Format: Electronic Resources<br/>Valuation of Network Effects in Software Markets A Complex Networks Approachent://SD_ILS/0/SD_ILS:1449562025-02-12T11:18:28Z2025-02-12T11:18:28Zby Kemper, Andreas. author.<br/><a href="https://doi.org/10.1007/978-3-7908-2367-7">https://doi.org/10.1007/978-3-7908-2367-7</a><br/>Format: Electronic Resources<br/>Pricing of Derivatives on Mean-Reverting Assetsent://SD_ILS/0/SD_ILS:1472332025-02-12T11:18:28Z2025-02-12T11:18:28Zby Lutz, Björn. author.<br/><a href="https://doi.org/10.1007/978-3-642-02909-7">https://doi.org/10.1007/978-3-642-02909-7</a><br/>Format: Electronic Resources<br/>Probability and Statistical Models Foundations for Problems in Reliability and Financial Mathematicsent://SD_ILS/0/SD_ILS:1419702025-02-12T11:18:28Z2025-02-12T11:18:28Zby Gupta, Arjun K. author.<br/><a href="https://doi.org/10.1007/978-0-8176-4987-6">https://doi.org/10.1007/978-0-8176-4987-6</a><br/>Format: Electronic Resources<br/>Statistics of Financial Markets Exercises and Solutionsent://SD_ILS/0/SD_ILS:1597672025-02-12T11:18:28Z2025-02-12T11:18:28Zby Borak, Szymon. author.<br/><a href="https://doi.org/10.1007/978-3-642-11134-1">https://doi.org/10.1007/978-3-642-11134-1</a><br/>Format: Electronic Resources<br/>Risk Management in Credit Portfolios Concentration Risk and Basel IIent://SD_ILS/0/SD_ILS:1640842025-02-12T11:18:28Z2025-02-12T11:18:28Zby Hibbeln, Martin. author.<br/><a href="https://doi.org/10.1007/978-3-7908-2607-4">https://doi.org/10.1007/978-3-7908-2607-4</a><br/>Format: Electronic Resources<br/>Applications of Fourier Transform to Smile Modeling Theory and Implementationent://SD_ILS/0/SD_ILS:1643242025-02-12T11:18:28Z2025-02-12T11:18:28Zby Zhu, Jianwei. author.<br/><a href="https://doi.org/10.1007/978-3-642-01808-4">https://doi.org/10.1007/978-3-642-01808-4</a><br/>Format: Electronic Resources<br/>Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practiceent://SD_ILS/0/SD_ILS:1666602025-02-12T11:18:28Z2025-02-12T11:18:28Zby Schulmerich, Marcus. author.<br/><a href="https://doi.org/10.1007/978-3-642-12662-8">https://doi.org/10.1007/978-3-642-12662-8</a><br/>Format: Electronic Resources<br/>Managed Futures Versichern Sie Ihr Portfolio: Chancen, Mechanismen und Strategienent://SD_ILS/0/SD_ILS:1866332025-02-12T11:18:28Z2025-02-12T11:18:28Zby Qureshi, Yasin Sebastian. author.<br/><a href="https://doi.org/10.1007/978-3-642-03233-2">https://doi.org/10.1007/978-3-642-03233-2</a><br/>Format: Electronic Resources<br/>Derivative Finanzmarktinstrumente Eine anwendungsbezogene Einführung in Märkte, Strategien und Bewertungent://SD_ILS/0/SD_ILS:1900882025-02-12T11:18:28Z2025-02-12T11:18:28Zby Rudolph, Bernd. author.<br/><a href="https://doi.org/10.1007/978-3-540-79414-1">https://doi.org/10.1007/978-3-540-79414-1</a><br/>Format: Electronic Resources<br/>Hidden Collective Factors in Speculative Trading A Study in Analytical Economicsent://SD_ILS/0/SD_ILS:1476642025-02-12T11:18:28Z2025-02-12T11:18:28Zby Roehner, Bertrand M. author.<br/><a href="https://doi.org/10.1007/978-3-642-03048-2">https://doi.org/10.1007/978-3-642-03048-2</a><br/>Format: Electronic Resources<br/>Misurare e gestire il rischio finanziarioent://SD_ILS/0/SD_ILS:1481232025-02-12T11:18:28Z2025-02-12T11:18:28Zby Menoncin, Francesco. author.<br/><a href="https://doi.org/10.1007/978-88-470-1147-2">https://doi.org/10.1007/978-88-470-1147-2</a><br/>Format: Electronic Resources<br/>Mathematical Methods for Financial Marketsent://SD_ILS/0/SD_ILS:1513562025-02-12T11:18:28Z2025-02-12T11:18:28Zby Jeanblanc, Monique. author.<br/><a href="https://doi.org/10.1007/978-1-84628-737-4">https://doi.org/10.1007/978-1-84628-737-4</a><br/>Format: Electronic Resources<br/>Finanza matematica Teoria e problemi per modelli multiperiodalient://SD_ILS/0/SD_ILS:1455202025-02-12T11:18:28Z2025-02-12T11:18:28Zby Pascucci, Andrea. author.<br/><a href="https://doi.org/10.1007/978-88-470-1442-8">https://doi.org/10.1007/978-88-470-1442-8</a><br/>Format: Electronic Resources<br/>Forecasting and Hedging in the Foreign Exchange Marketsent://SD_ILS/0/SD_ILS:1406442025-02-12T11:18:28Z2025-02-12T11:18:28Zby Ullrich, Christian. author.<br/><a href="https://doi.org/10.1007/978-3-642-00495-7">https://doi.org/10.1007/978-3-642-00495-7</a><br/>Format: Electronic Resources<br/>Tools for Computational Financeent://SD_ILS/0/SD_ILS:1575852025-02-12T11:18:28Z2025-02-12T11:18:28Zby Seydel, Rüdiger U. author.<br/><a href="https://doi.org/10.1007/978-3-540-92929-1">https://doi.org/10.1007/978-3-540-92929-1</a><br/>Format: Electronic Resources<br/>Risk Assessment Decisions in Banking and Financeent://SD_ILS/0/SD_ILS:1605312025-02-12T11:18:28Z2025-02-12T11:18:28Zby Bol, Georg. editor.<br/><a href="https://doi.org/10.1007/978-3-7908-2050-8">https://doi.org/10.1007/978-3-7908-2050-8</a><br/>Format: Electronic Resources<br/>Option Pricing in Fractional Brownian Marketsent://SD_ILS/0/SD_ILS:1605402025-02-12T11:18:28Z2025-02-12T11:18:28Zby Rostek, Stefan. author.<br/><a href="https://doi.org/10.1007/978-3-642-00331-8">https://doi.org/10.1007/978-3-642-00331-8</a><br/>Format: Electronic Resources<br/>Recursions for Convolutions and Compound Distributions with Insurance Applicationsent://SD_ILS/0/SD_ILS:1358562025-02-12T11:18:28Z2025-02-12T11:18:28Zby Sundt, Bjoern. author.<br/><a href="https://doi.org/10.1007/978-3-540-92900-0">https://doi.org/10.1007/978-3-540-92900-0</a><br/>Format: Electronic Resources<br/>Complex and Chaotic Nonlinear Dynamics Advances in Economics and Finance, Mathematics and Statisticsent://SD_ILS/0/SD_ILS:1681942025-02-12T11:18:28Z2025-02-12T11:18:28Zby Vialar, Thierry. author.<br/><a href="https://doi.org/10.1007/978-3-540-85978-9">https://doi.org/10.1007/978-3-540-85978-9</a><br/>Format: Electronic Resources<br/>Continuous-time Stochastic Control and Optimization with Financial Applicationsent://SD_ILS/0/SD_ILS:1729202025-02-12T11:18:28Z2025-02-12T11:18:28Zby Pham, Huyên. author.<br/><a href="https://doi.org/10.1007/978-3-540-89500-8">https://doi.org/10.1007/978-3-540-89500-8</a><br/>Format: Electronic Resources<br/>Introduzione alla finanza matematica Derivati, prezzi e copertureent://SD_ILS/0/SD_ILS:1733802025-02-12T11:18:28Z2025-02-12T11:18:28Zby Cesari, Riccardo. author.<br/><a href="https://doi.org/10.1007/978-88-470-0820-5">https://doi.org/10.1007/978-88-470-0820-5</a><br/>Format: Electronic Resources<br/>The Value of Information Updating in New Product Developmentent://SD_ILS/0/SD_ILS:1641182025-02-12T11:18:28Z2025-02-12T11:18:28Zby Artmann, Christian. author.<br/><a href="https://doi.org/10.1007/978-3-540-93833-0">https://doi.org/10.1007/978-3-540-93833-0</a><br/>Format: Electronic Resources<br/>Handbook of Financial Time Seriesent://SD_ILS/0/SD_ILS:1765512025-02-12T11:18:28Z2025-02-12T11:18:28Zby Andersen, Torben Gustav. editor.<br/><a href="https://doi.org/10.1007/978-3-540-71297-8">https://doi.org/10.1007/978-3-540-71297-8</a><br/>Format: Electronic Resources<br/>Praktische Lebensversicherungsmathematik Mit zahlreichen Beispielen, Abbildungen und Anwendungenent://SD_ILS/0/SD_ILS:1933462025-02-12T11:18:28Z2025-02-12T11:18:28Zby Ortmann, Karl Michael. author.<br/><a href="https://doi.org/10.1007/978-3-8348-9596-7">https://doi.org/10.1007/978-3-8348-9596-7</a><br/>Format: Electronic Resources<br/>Handbook of Financial Engineeringent://SD_ILS/0/SD_ILS:1538942025-02-12T11:18:28Z2025-02-12T11:18:28Zby Zopounidis, Constantin. editor.<br/><a href="https://doi.org/10.1007/978-0-387-76682-9">https://doi.org/10.1007/978-0-387-76682-9</a><br/>Format: Electronic Resources<br/>Statistical Models and Methods for Financial Marketsent://SD_ILS/0/SD_ILS:1539992025-02-12T11:18:28Z2025-02-12T11:18:28Zby Lai, Tze Leung. author.<br/><a href="https://doi.org/10.1007/978-0-387-77827-3">https://doi.org/10.1007/978-0-387-77827-3</a><br/>Format: Electronic Resources<br/>High Frequency Financial Econometrics Recent Developmentsent://SD_ILS/0/SD_ILS:1569572025-02-12T11:18:28Z2025-02-12T11:18:28Zby Bauwens, Luc. editor.<br/><a href="https://doi.org/10.1007/978-3-7908-1992-2">https://doi.org/10.1007/978-3-7908-1992-2</a><br/>Format: Electronic Resources<br/>Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applicationsent://SD_ILS/0/SD_ILS:1577462025-02-12T11:18:28Z2025-02-12T11:18:28Zby Ardia, David. author.<br/><a href="https://doi.org/10.1007/978-3-540-78657-3">https://doi.org/10.1007/978-3-540-78657-3</a><br/>Format: Electronic Resources<br/>Computational Methods in Financial Engineering Essays in Honour of Manfred Gillient://SD_ILS/0/SD_ILS:1593212025-02-12T11:18:28Z2025-02-12T11:18:28Zby Kontoghiorghes, Erricos. editor.<br/><a href="https://doi.org/10.1007/978-3-540-77958-2">https://doi.org/10.1007/978-3-540-77958-2</a><br/>Format: Electronic Resources<br/>Pricing of Bond Options Unspanned Stochastic Volatility and Random Field 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href="https://doi.org/10.1007/978-3-540-70998-5">https://doi.org/10.1007/978-3-540-70998-5</a><br/>Format: Electronic Resources<br/>Mathematical Models of Financial Derivativesent://SD_ILS/0/SD_ILS:1726552025-02-12T11:18:28Z2025-02-12T11:18:28Zby Kwok, Yue-Kuen. author.<br/><a href="https://doi.org/10.1007/978-3-540-68688-0">https://doi.org/10.1007/978-3-540-68688-0</a><br/>Format: Electronic Resources<br/>Portfolios of Real Optionsent://SD_ILS/0/SD_ILS:1743032025-02-12T11:18:28Z2025-02-12T11:18:28Zby Brosch, Rainer. author.<br/><a href="https://doi.org/10.1007/978-3-540-78299-5">https://doi.org/10.1007/978-3-540-78299-5</a><br/>Format: Electronic Resources<br/>Pricing Interest-Rate Derivatives A Fourier-Transform Based Approachent://SD_ILS/0/SD_ILS:1665872025-02-12T11:18:28Z2025-02-12T11:18:28Zby Bouziane, Markus. author.<br/><a href="https://doi.org/10.1007/978-3-540-77066-4">https://doi.org/10.1007/978-3-540-77066-4</a><br/>Format: Electronic Resources<br/>Mathematical Control 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href="https://doi.org/10.1007/978-3-540-48264-2">https://doi.org/10.1007/978-3-540-48264-2</a><br/>Format: Electronic Resources<br/>Java Methods for Financial Engineering Applications in Finance and Investmentent://SD_ILS/0/SD_ILS:1639632025-02-12T11:18:28Z2025-02-12T11:18:28Zby Barker, Philip. author.<br/><a href="https://doi.org/10.1007/978-1-84628-741-1">https://doi.org/10.1007/978-1-84628-741-1</a><br/>Format: Electronic Resources<br/>Optimisation, Econometric and Financial Analysisent://SD_ILS/0/SD_ILS:1764642025-02-12T11:18:28Z2025-02-12T11:18:28Zby Kontoghiorghes, Erricos. editor.<br/><a href="https://doi.org/10.1007/3-540-36626-1">https://doi.org/10.1007/3-540-36626-1</a><br/>Format: Electronic Resources<br/>Private Equity Exits Divestment Process Management for Leveraged Buyoutsent://SD_ILS/0/SD_ILS:1779922025-02-12T11:18:28Z2025-02-12T11:18:28Zby Povaly, Stefan. author.<br/><a href="https://doi.org/10.1007/978-3-540-70954-1">https://doi.org/10.1007/978-3-540-70954-1</a><br/>Format: Electronic Resources<br/>Investitionen Bewertung, Auswahl und Risikomanagementent://SD_ILS/0/SD_ILS:1787562025-02-12T11:18:28Z2025-02-12T11:18:28Zby Trautmann, Siegfried. author.<br/><a href="https://doi.org/10.1007/978-3-540-71126-1">https://doi.org/10.1007/978-3-540-71126-1</a><br/>Format: Electronic Resources<br/>Kreditrisikotransfer Moderne Instrumente und Methodenent://SD_ILS/0/SD_ILS:1803532025-02-12T11:18:28Z2025-02-12T11:18:28Zby Rudolph, Bernd. author.<br/><a href="https://doi.org/10.1007/978-3-540-73056-9">https://doi.org/10.1007/978-3-540-73056-9</a><br/>Format: Electronic Resources<br/>Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfoliosent://SD_ILS/0/SD_ILS:1398562025-02-12T11:18:28Z2025-02-12T11:18:28Zby Kühn, Jochen. author.<br/><a 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