An accessible guide to the growing field of financial econometrics As finance and financial produ...
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In the last decade rating-based models have become very popular in credit risk management. These ...
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This is the first comprehensive account of the theory of mass transportation problems and its app...
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This groundbreaking book extends traditional approaches of risk measurement and portfolio optimiz...
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Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and ex...
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Proceedings of a conference held in Santa Barbara,California, May 20-22, 1993
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Numerical Methods in Finance have recently emerged as a new discipline at the intersection of pro...
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The first comprehensive account of the theory of mass transportation problems and its application...
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While mainstream financial theories and applications assume that asset returns are normally distr...
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