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1 Introduction
Part I: Mathematical Tools
2 Levy processes on Hilbert spaces
3 The Filipovic space and operators
4 Stochastic integration and partial differential equations
Part II: Modelling the Forward Price Dynamics and Derivatives Pricing
5 Spot models and forward pricing
6 Heath-Jarrow-Morton type models
7 Pricing of commodity and energy options
Appendix A: Collection of some fundamental properties of the Filipovic space.

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