An Introduction to Hedge Funds

An introduction to Lévy processes with applications in finance

An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation

An operatorial approach to stock markets

An optimal life insurance policy in the investment-consumption problem in an incomplete market

An statistical analysis of stratification and inequity in the income distribution

Analysing tax evasion dynamics via the Ising model

Analysis of a network structure of the foreign currency exchange market

Analysis of Fourier transform valuation formulas and applications

Analysis of hedging based on co-persistence theory

Analysis of Kelly-optimal portfolios

Analysis of Net Migration Between the Portuguese Regions

Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes

Analysis of the sensitivity to discrete dividends : A new approach for pricing vanillas

Analysis of the trends in the index of the Dow Jones Industrial Average (DJIA) of the New York Stock Exchange (NYSE)

Analysis of trade packages in Chinese stock market

Analytic Loss Distributional Approach Model for Operational Risk from the alpha-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation

Analytic results and weighted Monte Carlo simulations for CDO pricing

Analytical and Numerical Approaches to Pricing the Path-Dependent Options with Stochastic Volatility

Analytical Framework for Credit Portfolios