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Inspired by Finance

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Cover of 'Inspired by Finance'

Table of Contents

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    Book Overview
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    Chapter 1 Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates
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    Chapter 2 Real Options with Competition and Incomplete Markets
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    Chapter 3 Dynamic Hedging of Counterparty Exposure
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    Chapter 4 A Note on Market Completeness with American Put Options
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    Chapter 5 An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models
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    Chapter 6 Optimal Investment with Bounded VaR for Power Utility Functions
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    Chapter 7 Three Essays on Exponential Hedging with Variable Exit Times
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    Chapter 8 Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient
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    Chapter 9 Conditional Default Probability and Density
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    Chapter 10 Yield Curve Smoothing and Residual Variance of Fixed Income Positions
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    Chapter 11 Maximally Acceptable Portfolios
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    Chapter 12 Some Extensions of Norros’ Lemma in Models with Several Defaults
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    Chapter 13 On the Pricing of Perpetual American Compound Options
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    Chapter 14 New Approximations in Local Volatility Models
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    Chapter 15 Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options
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    Chapter 16 A Time Before Which Insiders Would not Undertake Risk
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    Chapter 17 Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting
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    Chapter 18 On the First Passage Time Under Regime-Switching with Jumps
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    Chapter 19 Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process
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    Chapter 20 Multiasset Derivatives and Joint Distributions of Asset Prices
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    Chapter 21 Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results
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    Chapter 22 A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility
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    Chapter 23 Solution of Optimal Stopping Problem Based on a Modification of Payoff Function
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    Chapter 24 A Stieltjes Approach to Static Hedges
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    Chapter 25 Optimal Stopping of Seasonal Observations and Projection of a Markov Chain
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Citations

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Title
Inspired by Finance
Published by
Springer International Publishing, October 2013
DOI 10.1007/978-3-319-02069-3
ISBNs
978-3-31-902068-6, 978-3-31-902069-3
Editors

Kabanov, Yuri, Rutkowski, Marek, Zariphopoulou, Thaleia

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 2 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 2 100%

Demographic breakdown

Readers by professional status Count As %
Professor > Associate Professor 1 50%
Unknown 1 50%
Readers by discipline Count As %
Mathematics 1 50%
Unknown 1 50%

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