Japanese
Advances in Finance and Stochastics
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Coherent Risk Measures on General Probability Spaces
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Altmetric BadgeChapter 2 Robust Preferences and Convex Measures of Risk
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Altmetric BadgeChapter 3 Long Head-Runs and Long Match Patterns
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Altmetric BadgeChapter 4 Factor Pricing in Multidate Security Markets
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Altmetric BadgeChapter 5 Option Pricing for Co-Integrated Assets
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Altmetric BadgeChapter 6 Incomplete Diversification and Asset Pricing
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Altmetric BadgeChapter 7 Hedging of Contingent Claims under Transaction Costs
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Altmetric BadgeChapter 8 Risk Management for Derivatives in Illiquid Markets: A Simulation Study
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Altmetric BadgeChapter 9 A Simple Model of Liquidity Effects
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Altmetric BadgeChapter 10 Estimation in Models of the Instantaneous Short Term Interest Rate by Use of a Dynamic Bayesian Algorithm
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Altmetric BadgeChapter 11 Arbitrage-Free Interpolation in Models of Market Observable Interest Rates
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Altmetric BadgeChapter 12 The Fair Premium of an Equity—Linked Life and Pension Insurance
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Altmetric BadgeChapter 13 On Bermudan Options
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Altmetric BadgeChapter 14 A Barrier Version of the Russian Option
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Altmetric BadgeChapter 15 Laplace Transforms and Suprema of Stochastic Processes
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Altmetric BadgeChapter 16 Solving the Poisson Disorder Problem