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Financial Modelling With Jump Processes

Financial Modelling With Jump Processes

Rama Cont

Functional Ito Calculus and Path-Dependent Kolmogorov Equations

Rama Cont

Stochastic Integration by Parts and Functional Itô Calculus

Stochastic Integration by Parts and Functional Itô Calculus

Vlad Bally

Introduction to Credit Risk Modeling

Introduction to Credit Risk Modeling

Christian Bluhm

Stochastic Financial Models

Stochastic Financial Models

Douglas Kennedy

Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling

Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling

Rama Cont

Quantitative Fund Management. Chapman & Hall/ CRC Financial Mathematics Series.

Georg Ch. Pflug

Credit Derivatives and Structured Credit: A Guide for Investors

Credit Derivatives and Structured Credit: A Guide for Investors

Richard Bruyere

Robust Libor Modelling and Pricing of Derivative Products

Robust Libor Modelling and Pricing of Derivative Products

John Schoenmakers

Multi-Asset Equity Derivatives

Rama Cont