4666 results in Mathematical finance
Part three - Risk Management and Hedging
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Part four - Utility Maximization
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9 - Infinite Dimensional Diffusions, Kolmogorov Equations and Interest Rate Models
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Contents
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13 - Shortfall Risk in Long-Term Hedging with Short-Term Futures Contracts
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15 - A Guided Tour through Quadratic Hedging Approaches
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Frontmatter
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Part two - Interest Rate Modeling
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Introduction
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14 - Numerical Comparison of Local Risk-Minimisation and Mean-Variance Hedging
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3 - American Options: Symmetry Properties
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11 - Credit Risk Modelling: Intensity Based Approach
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8 - Towards a Central Interest Rate Model
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12 - Towards a Theory of Volatility Trading
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7 - A Geometric View of Interest Rate Theory
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5 - Latent Variable Models for Stochastic Discount Factors
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Handbooks in Mathematical Finance
- Option Pricing, Interest Rates and Risk Management
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- 29 January 2010
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- 19 July 2001
16 - Theory of Portfolio Optimization in Markets with Frictions
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List of Contributors
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1 - Arbitrage Theory
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