An accessible guide to the growing field of financial econometrics As finance and financial produ...

An in-depth guide to understanding probability distributions and financial modeling for the purpo...

In the last decade rating-based models have become very popular in credit risk management. These ...

This is the first comprehensive account of the theory of mass transportation problems and its app...

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimiz...

Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and ex...

Proceedings of a conference held in Santa Barbara,California, May 20-22, 1993

Numerical Methods in Finance have recently emerged as a new discipline at the intersection of pro...

The first comprehensive account of the theory of mass transportation problems and its application...

While mainstream financial theories and applications assume that asset returns are normally distr...