Methods of mathematical finance / by 333859 Karatzas, Ioannis, Shreve, Steven E.

The concepts and practice of mathematical finance / by 322086 Joshi, Mark S.

An elementary introduction to mathematical finance / by 392503 Ross, Sheldon M.

Mathematical finance : theory, modeling, implementation / by Fries. Christian, 1970-

Advances in Mathematical Finance [electronic resources]: / by Fu, Michael C., SpringerLink (Online service)

Get full text

The Role of Hellinger Processes in Mathematical Finance by T. R. Hurd, T. Choulli

Get full text

Essays on optimal investment in mathematical finance by Zhong, Y

Subjects: “…Mathematical finance…”

Mathematical finance and probability : a discrete introduction / by 218139 Medina, Pablo Koch, Merino, Sandro, 1964-

Mathematical finance : core theory, problems and statiscal algorithms / by 184038 Dokuchaev, Nikolai

From stochastic calculus to mathematical finance : the Shiryaev Festschrift / by Bachelier Colloquium on Stochastic Calculus and Probability (2nd : 2005 : Mťabief, France), Kabanov, Yuri, Liptser, R. Sh. (Robert Shevilevich), Stoyanov, Jordan

Financial statistics and mathematical finance: methods, models and applications/ by Steland, Ansgar

An elementary introduction to mathematical finance : options and other topics / by 392503 Ross, Sheldon M.

Matemática Financiera con MATLAB© = Mathematical Finance with MATLAB© by Merino, María, Vadillo, Fernando

“…. = The aim of this paper is to present the MATLAB© tools for the teaching and the applications in the Mathematical Finance. This paper has two parts; the first one is a statistical study of the movement of the prices for the securities in the Ibex 35 during the year 2006. …”
Get full text

Data-driven models & mathematical finance: apposition or opposition? by Mahdavi Damghani, B

“…More specifically, in terms of defining new models, we saw a significant increase in the use of Machine Learning (ML) overtaking traditional Mathematical Finance (MF) models. In this thesis we consider the impact of such data-driven modelling transition in finance. …”

HyperModels in Mathematical Finance : modelling via infinitesimal analysis / by 182835 Ng, Siu-Ah

Paris-Princeton Lectures on Mathematical Finance 2004 [electronic resource]: / by Paris-Princeton Lectures on Mathematical Finance (2004), Carmona , R. (Rene'), SpringerLink (Online service)

Get full text

Measure, probability, and mathematical finance : a problem oriented approach / by Gan, Guojun, 1979-, Ma, Chaoqun, Xie, Hong

Bayesian synthetic likelihood for stochastic models with applications in mathematical finance by Ramona Maraia, Sebastian Springer, Teemu Härkönen, Martin Simon, Heikki Haario

“…We test and compare the method to maximum likelihood, filtering and transition density estimation methods on a number of practically relevant examples from mathematical finance. Additionally, we analyze how to treat the lack-of-fit in situations where the model is biased due to the necessity of using proxies in place of unobserved volatility.…”
Get full text

Lie Symmetry Analysis for the Fractal Bond-Pricing Model of Mathematical Finance by Chao Yue, Chuanhe Shen

Get full text

In memoriam: Mark H. A. Davis and his contributions to mathematical finance by Obłój, J, Zariphopoulou, T

“…This Special Issue of Mathematical Finance celebrates the memory of Mark H. A. …”