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