Search Results for - Narrowed by: Mathematics. - Quantitative Finance.SirsiDynix Enterprisehttps://catalog.iyte.edu.tr/client/en_US/default/default/qf$003dSUBJECT$002509Subject$002509Mathematics.$002509Mathematics.$0026qf$003dSUBJECT$002509Subject$002509Quantitative$002bFinance.$002509Quantitative$002bFinance.$0026ps$003d300?2024-06-14T05:07:45ZMathematical Control Theory and Financeent://SD_ILS/0/SD_ILS:5027622024-06-14T05:07:45Z2024-06-14T05:07:45Zby Sarychev, Andrey. editor.<br/><a href="http://dx.doi.org/10.1007/978-3-540-69532-5">http://dx.doi.org/10.1007/978-3-540-69532-5</a><br/>Format: Electronic Resources<br/>Monte Carlo and Quasi-Monte Carlo Methods 2006ent://SD_ILS/0/SD_ILS:5030392024-06-14T05:07:45Z2024-06-14T05:07:45Zby Keller, Alexander. editor.<br/><a href="http://dx.doi.org/10.1007/978-3-540-74496-2">http://dx.doi.org/10.1007/978-3-540-74496-2</a><br/>Format: Electronic Resources<br/>Applied Quantitative Financeent://SD_ILS/0/SD_ILS:5027202024-06-14T05:07:45Z2024-06-14T05:07:45Zby Härdle, Wolfgang K. editor.<br/><a href="http://dx.doi.org/10.1007/978-3-540-69179-2">http://dx.doi.org/10.1007/978-3-540-69179-2</a><br/>Format: Electronic Resources<br/>Mathematical Models of Financial Derivativesent://SD_ILS/0/SD_ILS:5026692024-06-14T05:07:45Z2024-06-14T05:07:45Zby Kwok, Yue-Kuen. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-68688-0">http://dx.doi.org/10.1007/978-3-540-68688-0</a><br/>Format: Electronic Resources<br/>Market-Consistent Actuarial Valuationent://SD_ILS/0/SD_ILS:5029442024-06-14T05:07:45Z2024-06-14T05:07:45Zby Wüthrich, Mario Valentin. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-73643-1">http://dx.doi.org/10.1007/978-3-540-73643-1</a><br/>Format: Electronic Resources<br/>Implementing Models in Quantitative Finance: Methods and Casesent://SD_ILS/0/SD_ILS:5026092024-06-14T05:07:45Z2024-06-14T05:07:45Zby Fusai, Gianluca. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-49959-6">http://dx.doi.org/10.1007/978-3-540-49959-6</a><br/>Format: Electronic Resources<br/>Handbook of Financial Engineeringent://SD_ILS/0/SD_ILS:5018902024-06-14T05:07:45Z2024-06-14T05:07:45Zby Zopounidis, Constantin. editor.<br/><a href="http://dx.doi.org/10.1007/978-0-387-76682-9">http://dx.doi.org/10.1007/978-0-387-76682-9</a><br/>Format: Electronic Resources<br/>Calcolo stocastico per la finanzaent://SD_ILS/0/SD_ILS:5039802024-06-14T05:07:45Z2024-06-14T05:07:45Zby Pascucci, Andrea. author.<br/><a href="http://dx.doi.org/10.1007/978-88-470-0601-0">http://dx.doi.org/10.1007/978-88-470-0601-0</a><br/>Format: Electronic Resources<br/>Aspects of Mathematical Financeent://SD_ILS/0/SD_ILS:5030972024-06-14T05:07:45Z2024-06-14T05:07:45Zby Yor, Marc. editor.<br/><a href="http://dx.doi.org/10.1007/978-3-540-75265-3">http://dx.doi.org/10.1007/978-3-540-75265-3</a><br/>Format: Electronic Resources<br/>Parameter Estimation in Stochastic Differential Equationsent://SD_ILS/0/SD_ILS:5030322024-06-14T05:07:45Z2024-06-14T05:07:45Zby Bishwal, Jaya P. N. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-74448-1">http://dx.doi.org/10.1007/978-3-540-74448-1</a><br/>Format: Electronic Resources<br/>Advances in Mathematical Financeent://SD_ILS/0/SD_ILS:5061522024-06-14T05:07:45Z2024-06-14T05:07:45Zby Fu, Michael C. editor.<br/><a href="http://dx.doi.org/10.1007/978-0-8176-4545-8">http://dx.doi.org/10.1007/978-0-8176-4545-8</a><br/>Format: Electronic Resources<br/>Financial Modeling Under Non-Gaussian Distributionsent://SD_ILS/0/SD_ILS:5086402024-06-14T05:07:45Z2024-06-14T05:07:45Zby Jondeau, Eric. author.<br/><a href="http://dx.doi.org/10.1007/978-1-84628-696-4">http://dx.doi.org/10.1007/978-1-84628-696-4</a><br/>Format: Electronic Resources<br/>Stochastic Analysis and Applications The Abel Symposium 2005ent://SD_ILS/0/SD_ILS:5122312024-06-14T05:07:45Z2024-06-14T05:07:45Zby Benth, Fred Espen. editor.<br/><a href="http://dx.doi.org/10.1007/978-3-540-70847-6">http://dx.doi.org/10.1007/978-3-540-70847-6</a><br/>Format: Electronic Resources<br/>Optimisation et contrôle stochastique appliqués à la financeent://SD_ILS/0/SD_ILS:5127162024-06-14T05:07:45Z2024-06-14T05:07:45Zby Pham, Huyên. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-73737-7">http://dx.doi.org/10.1007/978-3-540-73737-7</a><br/>Format: Electronic Resources<br/>Elements of Mathematics for Economics and Financeent://SD_ILS/0/SD_ILS:5085852024-06-14T05:07:45Z2024-06-14T05:07:45Zby Mavron, Vassilis C. author.<br/><a href="http://dx.doi.org/10.1007/978-1-84628-561-5">http://dx.doi.org/10.1007/978-1-84628-561-5</a><br/>Format: Electronic Resources<br/>Applied Stochastic Control of Jump Diffusionsent://SD_ILS/0/SD_ILS:5121842024-06-14T05:07:45Z2024-06-14T05:07:45Zby Øksendal, Bernt. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-69826-5">http://dx.doi.org/10.1007/978-3-540-69826-5</a><br/>Format: Electronic Resources<br/>Semi-Markov Risk Models for Finance, Insurance and Reliabilityent://SD_ILS/0/SD_ILS:5059052024-06-14T05:07:45Z2024-06-14T05:07:45Zby Jacques, Janssen. author.<br/><a href="http://dx.doi.org/10.1007/0-387-70730-1">http://dx.doi.org/10.1007/0-387-70730-1</a><br/>Format: Electronic Resources<br/>Forward-Backward Stochastic Differential Equations and their Applicationsent://SD_ILS/0/SD_ILS:5119162024-06-14T05:07:45Z2024-06-14T05:07:45Zby Ma, Jin. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-48831-6">http://dx.doi.org/10.1007/978-3-540-48831-6</a><br/>Format: Electronic Resources<br/>Paris-Princeton Lectures on Mathematical Finance 2004ent://SD_ILS/0/SD_ILS:5126392024-06-14T05:07:45Z2024-06-14T05:07:45Zby Carmona, René A. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-73327-0">http://dx.doi.org/10.1007/978-3-540-73327-0</a><br/>Format: Electronic Resources<br/>Esercizi di finanza matematicaent://SD_ILS/0/SD_ILS:5136302024-06-14T05:07:45Z2024-06-14T05:07:45Zby Gianin, Emanuela Rosazza. author.<br/><a href="http://dx.doi.org/10.1007/978-88-470-0611-9">http://dx.doi.org/10.1007/978-88-470-0611-9</a><br/>Format: Electronic Resources<br/>Stochastic Simulation: Algorithms and Analysisent://SD_ILS/0/SD_ILS:5058572024-06-14T05:07:45Z2024-06-14T05:07:45Zby Asmussen, Søren. author.<br/><a href="http://dx.doi.org/10.1007/978-0-387-69033-9">http://dx.doi.org/10.1007/978-0-387-69033-9</a><br/>Format: Electronic Resources<br/>An Introduction to the Mathematics of Money Saving and Investingent://SD_ILS/0/SD_ILS:5057752024-06-14T05:07:45Z2024-06-14T05:07:45Zby Lovelock, David. editor.<br/><a href="http://dx.doi.org/10.1007/978-0-387-68111-5">http://dx.doi.org/10.1007/978-0-387-68111-5</a><br/>Format: Electronic Resources<br/>Advances in Dynamic Game Theory Numerical Methods, Algorithms, and Applications to Ecology and Economicsent://SD_ILS/0/SD_ILS:5061552024-06-14T05:07:45Z2024-06-14T05:07:45Zby Jørgensen, Steffen. editor.<br/><a href="http://dx.doi.org/10.1007/978-0-8176-4553-3">http://dx.doi.org/10.1007/978-0-8176-4553-3</a><br/>Format: Electronic Resources<br/>Advances in Dynamic Games Applications to Economics, Management Science, Engineering, and Environmental Managementent://SD_ILS/0/SD_ILS:5061322024-06-14T05:07:45Z2024-06-14T05:07:45Zby Haurie, Alain. editor.<br/><a href="http://dx.doi.org/10.1007/0-8176-4501-2">http://dx.doi.org/10.1007/0-8176-4501-2</a><br/>Format: Electronic Resources<br/>The Mathematics of Arbitrageent://SD_ILS/0/SD_ILS:5098942024-06-14T05:07:45Z2024-06-14T05:07:45Zby Delbaen, Freddy. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-31299-4">http://dx.doi.org/10.1007/978-3-540-31299-4</a><br/>Format: Electronic Resources<br/>Introductory Lectures on Fluctuations of Lévy Processes with Applicationsent://SD_ILS/0/SD_ILS:5099062024-06-14T05:07:45Z2024-06-14T05:07:45Zby Kyprianou, Andreas E. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-31343-4">http://dx.doi.org/10.1007/978-3-540-31343-4</a><br/>Format: Electronic Resources<br/>A Benchmark Approach to Quantitative Financeent://SD_ILS/0/SD_ILS:5118592024-06-14T05:07:45Z2024-06-14T05:07:45Zby Platen, Eckhard. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-47856-0">http://dx.doi.org/10.1007/978-3-540-47856-0</a><br/>Format: Electronic Resources<br/>Optimal Stopping and Free-Boundary Problemsent://SD_ILS/0/SD_ILS:5130962024-06-14T05:07:45Z2024-06-14T05:07:45Zby Peskir, Goran. author.<br/><a href="http://dx.doi.org/10.1007/978-3-7643-7390-0">http://dx.doi.org/10.1007/978-3-7643-7390-0</a><br/>Format: Electronic Resources<br/>Monte Carlo and Quasi-Monte Carlo Methods 2004ent://SD_ILS/0/SD_ILS:5098592024-06-14T05:07:45Z2024-06-14T05:07:45Zby Niederreiter, Harald. editor.<br/><a href="http://dx.doi.org/10.1007/3-540-31186-6">http://dx.doi.org/10.1007/3-540-31186-6</a><br/>Format: Electronic Resources<br/>Interest Rate Models — Theory and Practice With Smile, Inflation and Creditent://SD_ILS/0/SD_ILS:5111722024-06-14T05:07:45Z2024-06-14T05:07:45Zby Brigo, Damiano. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-34604-3">http://dx.doi.org/10.1007/978-3-540-34604-3</a><br/>Format: Electronic Resources<br/>Extreme Financial Risks From Dependence to Risk Managementent://SD_ILS/0/SD_ILS:5091692024-06-14T05:07:45Z2024-06-14T05:07:45Zby Malevergne, Yannick. author.<br/><a href="http://dx.doi.org/10.1007/b138841">http://dx.doi.org/10.1007/b138841</a><br/>Format: Electronic Resources<br/>Stochastic Calculus of Variations in Mathematical Financeent://SD_ILS/0/SD_ILS:5098062024-06-14T05:07:45Z2024-06-14T05:07:45Zby Malliavin, Paul. author.<br/><a href="http://dx.doi.org/10.1007/3-540-30799-0">http://dx.doi.org/10.1007/3-540-30799-0</a><br/>Format: Electronic Resources<br/>In Memoriam Paul-André Meyer Séminaire de Probabilités XXXIXent://SD_ILS/0/SD_ILS:5112912024-06-14T05:07:45Z2024-06-14T05:07:45Zby Émery, Michel. editor.<br/><a href="http://dx.doi.org/10.1007/b128398">http://dx.doi.org/10.1007/b128398</a><br/>Format: Electronic Resources<br/>Point Process Theory and Applications Marked Point and Piecewise Deterministic Processesent://SD_ILS/0/SD_ILS:5061132024-06-14T05:07:45Z2024-06-14T05:07:45Zby Jacobsen, Martin. author.<br/><a href="http://dx.doi.org/10.1007/0-8176-4463-6">http://dx.doi.org/10.1007/0-8176-4463-6</a><br/>Format: Electronic Resources<br/>Tools for Computational Financeent://SD_ILS/0/SD_ILS:5093382024-06-14T05:07:45Z2024-06-14T05:07:45Zby Seydel, Rüdiger U. author.<br/><a href="http://dx.doi.org/10.1007/3-540-27926-1">http://dx.doi.org/10.1007/3-540-27926-1</a><br/>Format: Electronic Resources<br/>Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspectiveent://SD_ILS/0/SD_ILS:5091032024-06-14T05:07:45Z2024-06-14T05:07:45Zby Carmona, René A. author.<br/><a href="http://dx.doi.org/10.1007/b138563">http://dx.doi.org/10.1007/b138563</a><br/>Format: Electronic Resources<br/>Controlled Markov Processes and Viscosity Solutionsent://SD_ILS/0/SD_ILS:5050462024-06-14T05:07:45Z2024-06-14T05:07:45Zby Fleming, Wendell H. author.<br/><a href="http://dx.doi.org/10.1007/0-387-31071-1">http://dx.doi.org/10.1007/0-387-31071-1</a><br/>Format: Electronic Resources<br/>Introduction to Stochastic Integrationent://SD_ILS/0/SD_ILS:5050412024-06-14T05:07:45Z2024-06-14T05:07:45Zby Kuo, Hui-Hsiung. author.<br/><a href="http://dx.doi.org/10.1007/0-387-31057-6">http://dx.doi.org/10.1007/0-387-31057-6</a><br/>Format: Electronic Resources<br/>An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicineent://SD_ILS/0/SD_ILS:5060882024-06-14T05:07:45Z2024-06-14T05:07:45Zby Capasso, Vincenzo. author.<br/><a href="http://dx.doi.org/10.1007/b138900">http://dx.doi.org/10.1007/b138900</a><br/>Format: Electronic Resources<br/>Martingale Methods in Financial Modellingent://SD_ILS/0/SD_ILS:5089452024-06-14T05:07:45Z2024-06-14T05:07:45Zby Musiela, Marek. author.<br/><a href="http://dx.doi.org/10.1007/b137866">http://dx.doi.org/10.1007/b137866</a><br/>Format: Electronic Resources<br/>Applied Stochastic Control of Jump Diffusionsent://SD_ILS/0/SD_ILS:5088742024-06-14T05:07:45Z2024-06-14T05:07:45Zby Øksendal, Bernt. author.<br/><a href="http://dx.doi.org/10.1007/b137590">http://dx.doi.org/10.1007/b137590</a><br/>Format: Electronic Resources<br/>A Course in Credibility Theory and its Applicationsent://SD_ILS/0/SD_ILS:5095672024-06-14T05:07:45Z2024-06-14T05:07:45Zby Bühlmann, Hans. author.<br/><a href="http://dx.doi.org/10.1007/3-540-29273-X">http://dx.doi.org/10.1007/3-540-29273-X</a><br/>Format: Electronic Resources<br/>Semiparametric Modeling of Implied Volatilityent://SD_ILS/0/SD_ILS:5097652024-06-14T05:07:45Z2024-06-14T05:07:45Zby Fengler, Matthias R. author.<br/><a href="http://dx.doi.org/10.1007/3-540-30591-2">http://dx.doi.org/10.1007/3-540-30591-2</a><br/>Format: Electronic Resources<br/>A Course in Derivative Securities Introduction to Theory and Computationent://SD_ILS/0/SD_ILS:5093282024-06-14T05:07:45Z2024-06-14T05:07:45Zby Back, Kerry. author.<br/><a href="http://dx.doi.org/10.1007/3-540-27900-8">http://dx.doi.org/10.1007/3-540-27900-8</a><br/>Format: Electronic Resources<br/>Risk and Asset Allocationent://SD_ILS/0/SD_ILS:5093302024-06-14T05:07:45Z2024-06-14T05:07:45Zby Meucci, Attilio. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-27904-4">http://dx.doi.org/10.1007/978-3-540-27904-4</a><br/>Format: Electronic Resources<br/>Mathematics of Financial Marketsent://SD_ILS/0/SD_ILS:5040572024-06-14T05:07:45Z2024-06-14T05:07:45Zby Elliott, Robert J. author.<br/><a href="http://dx.doi.org/10.1007/b97681">http://dx.doi.org/10.1007/b97681</a><br/>Format: Electronic Resources<br/>