Search Results for Financial economics - Narrowed by: Applications of Mathematics. SirsiDynix Enterprise http://librarycatalog.yyu.edu.tr/client/en_US/default/default/qu$003dFinancial$002beconomics$0026qf$003dSUBJECT$002509Subject$002509Applications$002bof$002bMathematics.$002509Applications$002bof$002bMathematics.$0026ps$003d300?dt=list 2025-02-19T13:55:50Z Mathematical Risk Analysis Dependence, Risk Bounds, Optimal Allocations and Portfolios ent://SD_ILS/0/SD_ILS:162585 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;R&uuml;schendorf, 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:&#160;Electronic Resources<br/> Financial Mathematics Theory and Problems for Multi-period Models ent://SD_ILS/0/SD_ILS:147073 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;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:&#160;Electronic Resources<br/> Pricing and Risk Management of Synthetic CDOs ent://SD_ILS/0/SD_ILS:168085 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;Schl&ouml;sser, 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:&#160;Electronic Resources<br/> PDE and Martingale Methods in Option Pricing ent://SD_ILS/0/SD_ILS:150332 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;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:&#160;Electronic Resources<br/> Life Insurance Risk Management Essentials ent://SD_ILS/0/SD_ILS:160500 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;Koller, Michael. author.<br/><a href="https://doi.org/10.1007/978-3-642-20721-1">https://doi.org/10.1007/978-3-642-20721-1</a><br/>Format:&#160;Electronic Resources<br/> Nonlinear Dynamics in Economics, Finance and the Social Sciences Essays in Honour of John Barkley Rosser Jr ent://SD_ILS/0/SD_ILS:172749 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;Bischi, Gian Italo. editor.<br/><a href="https://doi.org/10.1007/978-3-642-04023-8">https://doi.org/10.1007/978-3-642-04023-8</a><br/>Format:&#160;Electronic Resources<br/> Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice ent://SD_ILS/0/SD_ILS:166660 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;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:&#160;Electronic Resources<br/> Pricing of Derivatives on Mean-Reverting Assets ent://SD_ILS/0/SD_ILS:147233 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;Lutz, Bj&ouml;rn. 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:&#160;Electronic Resources<br/> Mathematical Methods for Financial Markets ent://SD_ILS/0/SD_ILS:151356 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;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:&#160;Electronic Resources<br/> Complex and Chaotic Nonlinear Dynamics Advances in Economics and Finance, Mathematics and Statistics ent://SD_ILS/0/SD_ILS:168194 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;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:&#160;Electronic Resources<br/> Misurare e gestire il rischio finanziario ent://SD_ILS/0/SD_ILS:148123 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;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:&#160;Electronic Resources<br/> Finanza matematica Teoria e problemi per modelli multiperiodali ent://SD_ILS/0/SD_ILS:145520 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;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:&#160;Electronic Resources<br/> Tools for Computational Finance ent://SD_ILS/0/SD_ILS:157585 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;Seydel, R&uuml;diger 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:&#160;Electronic Resources<br/> The Value of Information Updating in New Product Development ent://SD_ILS/0/SD_ILS:164118 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;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:&#160;Electronic Resources<br/> Modern Actuarial Risk Theory Using R ent://SD_ILS/0/SD_ILS:167566 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;Kaas, Rob. author.<br/><a href="https://doi.org/10.1007/978-3-540-70998-5">https://doi.org/10.1007/978-3-540-70998-5</a><br/>Format:&#160;Electronic Resources<br/> Mathematical Models of Financial Derivatives ent://SD_ILS/0/SD_ILS:172655 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;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:&#160;Electronic Resources<br/> Applied Semi-Markov Processes ent://SD_ILS/0/SD_ILS:152608 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;Janssen, Jacques. author.<br/><a href="https://doi.org/10.1007/0-387-29548-8">https://doi.org/10.1007/0-387-29548-8</a><br/>Format:&#160;Electronic Resources<br/> Cooperative Stochastic Differential Games ent://SD_ILS/0/SD_ILS:139061 2025-02-19T13:55:50Z 2025-02-19T13:55:50Z by&#160;Yeung, David W.K. author.<br/><a href="https://doi.org/10.1007/0-387-27622-X">https://doi.org/10.1007/0-387-27622-X</a><br/>Format:&#160;Electronic Resources<br/>