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Electricity Derivatives
Original price was: ₹7,075.00.₹5,661.00Current price is: ₹5,661.00.
Offering a concise but complete survey of the common features of the microstructure of electricity markets, this book describes the state of the art in the different proposed electricity price models for pricing derivatives and in the numerical methods used to price and hedge the most prominent derivatives in electricity markets, namely power plants and swings.
-20%
Electricity Derivatives
Original price was: ₹7,075.00.₹5,661.00Current price is: ₹5,661.00.
Offering a concise but complete survey of the common features of the microstructure of electricity markets, this book describes the state of the art in the different proposed electricity price models for pricing derivatives and in the numerical methods used to price and hedge the most prominent derivatives in electricity markets, namely power plants and swings.
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Enlargement of Filtration with Finance in View
Original price was: ₹7,075.00.₹5,661.00Current price is: ₹5,661.00.
This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable.
-20%
Enlargement of Filtration with Finance in View
Original price was: ₹7,075.00.₹5,661.00Current price is: ₹5,661.00.
This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study is conducted in various contexts including immersion, progressive enlargement with a random time and initial enlargement with a random variable.
-20%
Financial Markets Theory
Price range: ₹6,912.00 through ₹9,414.00
This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. It is the only textbook on the subject to include more than two hundred exercises, with detailed solutions to selected exercises.
-20%
Financial Markets Theory
Price range: ₹6,912.00 through ₹9,414.00
This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. It is the only textbook on the subject to include more than two hundred exercises, with detailed solutions to selected exercises.
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Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996
Original price was: ₹5,507.00.₹4,406.00Current price is: ₹4,406.00.
Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research.
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Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996
Original price was: ₹5,507.00.₹4,406.00Current price is: ₹4,406.00.
Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research.
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Financial Risk Management for Cryptocurrencies
Original price was: ₹6,554.00.₹5,244.00Current price is: ₹5,244.00.
This book explores the emerging field of risk management and risk analysis of cryptocurrencies, an area that has been generating considerable research. It begins by providing an introduction to digital finance and the concept of cryptocurrencies and blockchain technologies.
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Financial Risk Management for Cryptocurrencies
Original price was: ₹6,554.00.₹5,244.00Current price is: ₹5,244.00.
This book explores the emerging field of risk management and risk analysis of cryptocurrencies, an area that has been generating considerable research. It begins by providing an introduction to digital finance and the concept of cryptocurrencies and blockchain technologies.
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Fluctuations of Lévy Processes with Applications
Original price was: ₹8,118.00.₹6,495.00Current price is: ₹6,495.00.
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists.
-20%
Fluctuations of Lévy Processes with Applications
Original price was: ₹8,118.00.₹6,495.00Current price is: ₹6,495.00.
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists.
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Forward-Backward Stochastic Differential Equations and their Applications
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
Includes supplementary material: sn.pub/extras
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Forward-Backward Stochastic Differential Equations and their Applications
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
Includes supplementary material: sn.pub/extras
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From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance.
-20%
From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance.
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In Memoriam Paul-Andr̩ Meyer РS̩minaire de Probabilit̩s XXXIX
Original price was: ₹5,511.00.₹4,410.00Current price is: ₹4,410.00.
Includes supplementary material: sn.pub/extras
-20%
In Memoriam Paul-Andr̩ Meyer РS̩minaire de Probabilit̩s XXXIX
Original price was: ₹5,511.00.₹4,410.00Current price is: ₹4,410.00.
Includes supplementary material: sn.pub/extras