Search

Your search keyword '"Sweldens, Wim"' showing total 22 results

Search Constraints

Start Over You searched for: Author "Sweldens, Wim" Remove constraint Author: "Sweldens, Wim" Publication Type eBooks Remove constraint Publication Type: eBooks
22 results on '"Sweldens, Wim"'

Search Results

1. Building your own wavelets at home

7. Investment and Valuation Under Backward and Forward Dynamic Exponential Utilities in a Stochastic Factor Model

8. Beyond Hazard Rates: A New Framework for Credit-Risk Modelling

9. Calibration of Lévy Term Structure Models

10. A Generic One-Factor Lévy Model for Pricing Synthetic CDOs

11. Utility Valuation of Credit Derivatives: Single and Two-Name Cases

12. A Tutorial on Zero Volatility and Option Adjusted Spreads

13. Asset Price Bubbles in Complete Markets

14. Taxation and Transaction Costs in a General Equilibrium Asset Economy

15. Mean Reversion Versus Random Walk in Oil and Natural Gas Prices

16. Forward Evolution Equations for Knock-Out Options

17. Pricing of Swaptions in Affine Term Structures with Stochastic Volatility

18. Itô Formulas for Fractional Brownian Motion

19. Some Remarkable Properties of Gamma Processes

20. A Note About Selberg’s Integrals in Relation with the Beta-Gamma Algebra

21. Variance-Gamma and Monte Carlo

22. The Early Years of the Variance-Gamma Process

Catalog

Books, media, physical & digital resources