Bøger af Rene Carmona

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications.

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications.

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications.

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications.

Addressing the most challenging issues faced by financial engineers, this book shows how sophisticated mathematics and modern statistical techniques can be used in concrete financial problems. Includes practical examples solved in the R computing environment.

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming.

This is the first book at the graduate textbook level to discuss analyzing financial data with S-PLUS. master students in finance and MBA's, and to practitioners with financial data analysis concerns.

This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions.