This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals before moving to ap……続きを見る
A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the “lent particle method” it is based on perturbation of the position of……続きを見る
My ?rst encounter with the world of crime and punishment was more than two decades ago, and it has since undergone vast changes. No one could have foreseen that crime-related problems would occupy s……続きを見る
