Handbook of Stochastic Analysis and Applications

Handbook of Stochastic Analysis and Applications

Author: D. Kannan

Publisher: CRC Press

Published: 2001-10-23

Total Pages: 790

ISBN-13: 1482294702

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An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.


Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Ii)

Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Ii)

Author: Marco Avellaneda

Publisher: World Scientific

Published: 2001-01-10

Total Pages: 379

ISBN-13: 9814493562

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This book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lecturers and presenters of papers are prominent researchers and practitioners in the field of quantitative financial modeling. Most are faculty members at leading universities or Wall Street practitioners.The lectures deal with the emerging science of pricing and hedging derivative securities and, more generally, managing financial risk. Specific articles concern topics such as option theory, dynamic hedging, interest-rate modeling, portfolio theory, price forecasting using statistical methods, etc.


Sustainable Life Insurance

Sustainable Life Insurance

Author: Aymeric Kalife

Publisher: CRC Press

Published: 2023-08-18

Total Pages: 541

ISBN-13: 1000876276

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Sustainable Life Insurance: Managing Risk Appetite for Insurance Savings and Retirement Products gives an overview of all relevant aspects of traditional and non-traditional savings and retirement products from both insurers’ and policyholders’ respective risk appetites. Examples of such products include general accounts, whole life, annuities (variable, fixed and fixed indexed, structured), index-linked products, CPPI-based products, etc. The book contains technical details associated with both practice and theory, specifically related to modelling, product design, investments and risk management challenges and solutions, tailored to both insurers’ and policyholders’ perspectives. Features The book offers not only theoretical background but also concrete, cutting-edge "quick wins" across strategic and operational business axes. It will be an asset for professionals in the insurance industry, and a great teaching/learning resource for courses in risk management, insurance modelling, and more. The book highlights the operational challenges encountered across modelling, product designs and hedging.


Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Iii)

Quantitative Analysis In Financial Markets: Collected Papers Of The New York University Mathematical Finance Seminar (Vol Iii)

Author: Marco Avellaneda

Publisher: World Scientific

Published: 2002-01-18

Total Pages: 363

ISBN-13: 9814490598

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This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The audience consisted of academics from New York University and other universities, as well as practitioners from investment banks, hedge funds and asset-management firms.


Markets with Transaction Costs

Markets with Transaction Costs

Author: Yuri Kabanov

Publisher: Springer Science & Business Media

Published: 2009-12-04

Total Pages: 306

ISBN-13: 3540681213

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The book is the first monograph on this highly important subject.