Financial Modeling
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-642-37113-4
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Book Chapters
The following chapters of this book are listed in IDEAS- Stéphane Crépey, 2013. "Some Classes of Discrete-Time Stochastic Processes," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 3-22, Springer.
- Stéphane Crépey, 2013. "Some Classes of Continuous-Time Stochastic Processes," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 23-44, Springer.
- Stéphane Crépey, 2013. "Elements of Stochastic Analysis," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 45-80, Springer.
- Stéphane Crépey, 2013. "Martingale Modeling," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 83-122, Springer.
- Stéphane Crépey, 2013. "Benchmark Models," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 123-155, Springer.
- Stéphane Crépey, 2013. "Monte Carlo Methods," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 161-197, Springer.
- Stéphane Crépey, 2013. "Tree Methods," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 199-211, Springer.
- Stéphane Crépey, 2013. "Finite Differences," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 213-241, Springer.
- Stéphane Crépey, 2013. "Calibration Methods," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 243-258, Springer.
- Stéphane Crépey, 2013. "Simulation/Regression Pricing Schemes in Diffusive Setups," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 261-291, Springer.
- Stéphane Crépey, 2013. "Simulation/Regression Pricing Schemes in Pure Jump Setups," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 293-320, Springer.
- Stéphane Crépey, 2013. "Backward Stochastic Differential Equations," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 323-358, Springer.
- Stéphane Crépey, 2013. "Analytic Approach," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 359-368, Springer.
- Stéphane Crépey, 2013. "Extensions," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 369-387, Springer.
- Stéphane Crépey, 2013. "Technical Proofs (∗∗)," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 391-419, Springer.
- Stéphane Crépey, 2013. "Exercises," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 421-426, Springer.
- Stéphane Crépey, 2013. "Corrected Problem Sets," Springer Finance, in: Financial Modeling, edition 127, chapter 0, pages 427-439, Springer.
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