4670 results in Mathematical finance
25 - Interest-Rate Theory
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4 - Counting Processes with Stochastic Intensities
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16 - Basic Arbitrage Theory
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1 - Counting Processes
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3 - More on Poisson Processes
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Index of Symbols
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Part III - Optimal Control in Continuous Time
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Part V - Applications in Financial Economics
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10 - Dynamic Programming for Markov Processes
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9 - Martingale Representation, Girsanov and Kolmogorov
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17 - Poisson-Driven Stock Prices
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13 - The Conditional Density
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Conditional mean risk sharing in the individual model with graphical dependencies
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- Annals of Actuarial Science / Volume 16 / Issue 1 / March 2022
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7 - Marked Point Processes
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2 - Stochastic Integrals and Differentials
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18 - The Simplest Jump-Diffusion Model
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24 - Credit Risk and Cox Processes
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8 - The Itô Formula
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5 - Martingale Representations and Girsanov Transformations
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Subject Index
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