scientific article
zbMath1367.91002MaRDI QIDQ2832143
Publication date: 7 November 2016
Full work available at URL: https://www.taylorfrancis.com/books/9781498763332
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brownian motionhedginginterest ratesPoisson processcredit derivativesderivative pricingstochastic differential equations (SDEs)factor model approach
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Credit risk (91G40)
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