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Stable Paretian Models in Finance

The authors reconsider the problem of parametrically specifying distribution suitable for asset--ret;...

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Credit Risk

changes and asset returns. Therefore we suggest the introduction of stable Paretian models to yield more realistic credit spreads;

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Handbook of Heavy Tailed Distributions in Finance

The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible inf;...

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A Workout in Computational Finance

A comprehensive introduction to various numerical methods used in computational finance today Quanti;...

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Why International Cooperation is Failing

Since the global financial crisis of 2008/09, international cooperation has failed to curb volatile ;...

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Fundamental Statistical Inference

stable Paretian distribution and fast calculation of the noncentral Student's t. An entire chapter is dedicated to optimization, including;

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Intermediate Probability

functions, and Bessel functions.* Presents full derivation and numerous computational methods of the stable Paretian and the singly and doubly non;

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State-Space Models

State-space models as an important mathematical tool has been widely used in many different fields. ;...

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State-Space Models

State-space models as an important mathematical tool has been widely used in many different fields. ;...

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Recent Advances in Estimating Nonlinear Models

Nonlinear models have been used extensively in the areas of economics and finance. Recent literature;...

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Inside Campaign Finance

Argues that the method of financing elections in the United States has become stable, and that the p;...

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Excel Modeling in Corporate Finance, Global Edition

For courses in corporate finance or financial management at the undergraduate and graduate level. Ex;...

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Handbook of Empirical Economics and Finance

Handbook of Empirical Economics and Finance explores the latest developments in the analysis and mod;...

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Handbook of Empirical Economics and Finance

Handbook of Empirical Economics and Finance explores the latest developments in the analysis and mod;...

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Mathematical and Statistical Methods for Actuarial Sciences and Finance

The interaction between mathematicians, statisticians and econometricians working in actuarial scien;...

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Numerical Techniques in Finance

Numerical Techniques in Finance is an innovative book that shows how to create, and how to solve pro;...

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Applied Diffusion Processes from Engineering to Finance

The aim of this book is to promote interaction between engineering, finance and insurance, as these ;...

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Optimal Control Models in Finance

This book reports initial efforts in providing some useful extensions in - nancial modeling; further;...

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Introductory Econometrics For Finance

This best-selling textbook addresses the need for an introduction to econometrics specifically writt;...

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Computational Finance

Computational finance is increasingly important in the financial industry, as a necessary instrument;...

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Computational Finance

Computational finance is increasingly important in the financial industry, as a necessary instrument;...

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Cost-of-Capital in Managerial Finance

This book examines cost-of-capital models and their application in the context of managerial finance;...

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Cost-of-Capital in Managerial Finance

This book examines cost-of-capital models and their application in the context of managerial finance;...

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Development Finance in China

Development financial bonds and assets are the natural next step in providing stable funding for dev;...

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Globalization, Gating, and Risk Finance

An in-depth guide to global and risk finance based on financial models and data-based issues that co;...

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Why International Cooperation Is Failing

Ten years after the global financial crisis of 2008/09 there is widespread scepticism about the abil;...

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Encyclopedia of Finance Research

This book presents and discusses current research in the study of finance. Topics discussed include ;...

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