×

Found 2,333 Documents (Results 1–100)

100
MathJax

Pricing with variance gamma information. (English) Zbl 1489.91283

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 371-392 (2022).
PDF BibTeX XML Cite
Full Text: DOI Link

Credit risk, market sentiment and randomly-timed default. (English) Zbl 1489.91294

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 113-126 (2022).
MSC:  91G40 91G20
PDF BibTeX XML Cite
Full Text: DOI arXiv

Beyond hazard rates: a new framework for credit-risk modelling. (English) Zbl 1489.91292

Brody, Dorje (ed.) et al., Financial informatics. An information-based approach to asset pricing. Singapore: World Scientific. 1-27 (2022).
MSC:  91G40 91G20
PDF BibTeX XML Cite
Full Text: DOI

Modern financial engineering. Counterparty, credit, portfolio and systemic risks. (English) Zbl 1490.91002

Topics in Systems Engineering 2. Singapore: World Scientific (ISBN 978-981-12-5235-8/hbk; 978-981-12-5237-2/ebook). xxv, 407 p. (2022).
PDF BibTeX XML Cite
Full Text: DOI

Event risk. Statistical methods and concepts for risk quantification. (Ereignisrisiko. Statistische Verfahren und Konzepte zur Risikoquantifizierung.) (German) Zbl 1491.91001

Berlin: Springer Spektrum (ISBN 978-3-662-64690-8/pbk; 978-3-662-64691-5/ebook). xvi, 309 p. (2022).
PDF BibTeX XML Cite
Full Text: DOI

Generalized integral transforms in mathematical finance. (English) Zbl 07423964

Singapore: World Scientific (ISBN 978-981-12-3173-5/hbk; 978-981-12-3175-9/ebook). xxxiii, 473 p. (2022).
PDF BibTeX XML Cite
Full Text: DOI

Capital market finance. An introduction to primitive assets, derivatives, portfolio management and risk (to appear). (English) Zbl 07395528

Springer Texts in Business and Economics. Cham: Springer (ISBN 978-3-030-84598-8/hbk; 978-3-030-84600-8/ebook). x, 1254 p. (2022).
PDF BibTeX XML Cite

Attacking the DeFi ecosystem with flash loans for fun and profit. (English) Zbl 07543945

Borisov, Nikita (ed.) et al., Financial cryptography and data security. 25th international conference, FC 2021, virtual event, March 1–5, 2021. Revised selected papers. Part I. Berlin: Springer. Lect. Notes Comput. Sci. 12674, 3-32 (2021).
MSC:  91G40 94A60
PDF BibTeX XML Cite
Full Text: DOI

Filter Results by …

Document Type

Reviewing State

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Classification

Biographic Reference

all top 3

Software