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Authors: Andrew Lyasoff
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Type: BOOK - Published: 2017-08-25 - Publisher: MIT Press

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A comprehensive overview of the theory of stochastic processes and its connections to asset pricing, accompanied by some concrete applications. This book presen
Empirical Asset Pricing
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Authors: Wayne Ferson
Categories: Business & Economics
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An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensi
Stochastic Finance
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Authors: Jan Vecer
Categories: Business & Economics
Type: BOOK - Published: 2011-01-06 - Publisher: CRC Press

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This classroom-tested text provides a deep understanding of derivative contracts. Unlike much of the existing literature, the book treats price as a number of u
Stochastic Processes with Applications to Finance
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Authors: Masaaki Kijima
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Financial engineering has been proven to be a useful tool for risk management, but using the theory in practice requires a thorough understanding of the risks a
Stochastic Methods in Economics and Finance
Language: en
Pages: 332
Authors: A.G. Malliaris
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Theory and application of a variety of mathematical techniques in economics are presented in this volume. Topics discussed include: martingale methods, stochast