↓ Skip to main content

Advanced Modelling in Mathematical Finance

Overview of attention for book
Cover of 'Advanced Modelling in Mathematical Finance'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions
  3. Altmetric Badge
    Chapter 2 Gamma Kernels and BSS/LSS Processes
  4. Altmetric Badge
    Chapter 3 Explicit Computations for Some Markov Modulated Counting Processes
  5. Altmetric Badge
    Chapter 4 Introducing Distances Between Commodity Markets: The Case of the US and UK Natural Gas
  6. Altmetric Badge
    Chapter 5 Three Non-Gaussian Models of Dependence in Returns
  7. Altmetric Badge
    Chapter 6 Estimation of Correlation Between Latent Processes
  8. Altmetric Badge
    Chapter 7 Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis
  9. Altmetric Badge
    Chapter 8 Collateralized Borrowing and Default Risk
  10. Altmetric Badge
    Chapter 9 Model Uncertainty in a Holistic Perspective
  11. Altmetric Badge
    Chapter 10 Option Pricing in Affine Generalized Merton Models
  12. Altmetric Badge
    Chapter 11 Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models
  13. Altmetric Badge
    Chapter 12 Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model
  14. Altmetric Badge
    Chapter 13 Forward Exponential Indifference Valuation in an Incomplete Binomial Model
  15. Altmetric Badge
    Chapter 14 Almost Surely Optimal Portfolios Under Proportional Transaction Costs
  16. Altmetric Badge
    Chapter 15 On the Optimal Investment
  17. Altmetric Badge
    Chapter 16 Construction and Hedging of Optimal Payoffs in Lévy Models
  18. Altmetric Badge
    Chapter 17 No Arbitrage Theory for Bond Markets
  19. Altmetric Badge
    Chapter 18 A Unified View of LIBOR Models
  20. Altmetric Badge
    Chapter 19 Approximate Option Pricing in the Lévy Libor Model
  21. Altmetric Badge
    Chapter 20 Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework
Overall attention for this book and its chapters
Altmetric Badge

Mentioned by

twitter
4 X users
facebook
1 Facebook page
wikipedia
1 Wikipedia page

Citations

dimensions_citation
1 Dimensions

Readers on

mendeley
15 Mendeley
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Title
Advanced Modelling in Mathematical Finance
Published by
Springer, Cham, January 2016
DOI 10.1007/978-3-319-45875-5
ISBNs
978-3-31-945873-1, 978-3-31-945875-5
Editors

Jan Kallsen, Antonis Papapantoleon

X Demographics

X Demographics

The data shown below were collected from the profiles of 4 X users who shared this research output. Click here to find out more about how the information was compiled.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 15 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 15 100%

Demographic breakdown

Readers by professional status Count As %
Student > Master 4 27%
Student > Ph. D. Student 3 20%
Lecturer > Senior Lecturer 1 7%
Other 1 7%
Lecturer 1 7%
Other 2 13%
Unknown 3 20%
Readers by discipline Count As %
Mathematics 4 27%
Business, Management and Accounting 2 13%
Economics, Econometrics and Finance 2 13%
Physics and Astronomy 1 7%
Energy 1 7%
Other 1 7%
Unknown 4 27%