↓ Skip to main content

Advanced Mathematical Methods for Finance

Overview of attention for book
Cover of 'Advanced Mathematical Methods for Finance'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Dynamic Risk Measures
  3. Altmetric Badge
    Chapter 2 Ambit Processes and Stochastic Partial Differential Equations
  4. Altmetric Badge
    Chapter 3 Fractional Processes as Models in Stochastic Finance
  5. Altmetric Badge
    Chapter 4 Credit Contagion in a Long Range Dependent Macroeconomic Factor Model
  6. Altmetric Badge
    Chapter 5 Advanced Mathematical Methods for Finance
  7. Altmetric Badge
    Chapter 6 An Overview of Comonotonicity and Its Applications in Finance and Insurance
  8. Altmetric Badge
    Chapter 7 A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading
  9. Altmetric Badge
    Chapter 8 Analyticity of the Wiener–Hopf Factors and Valuation of Exotic Options in Lévy Models
  10. Altmetric Badge
    Chapter 9 Optimal Liquidation of a Pairs Trade
  11. Altmetric Badge
    Chapter 10 A PDE-Based Approach for Pricing Mortgage-Backed Securities
  12. Altmetric Badge
    Chapter 11 Nonparametric Methods for Volatility Density Estimation
  13. Altmetric Badge
    Chapter 12 Fractional Smoothness and Applications in Finance
  14. Altmetric Badge
    Chapter 13 Liquidity Models in Continuous and Discrete Time
  15. Altmetric Badge
    Chapter 14 Some New BSDE Results for an Infinite-Horizon Stochastic Control Problem
  16. Altmetric Badge
    Chapter 15 Functionals Associated with Gradient Stochastic Flows and Nonlinear SPDEs
  17. Altmetric Badge
    Chapter 16 Pricing and Hedging of Rating-Sensitive Claims Modeled by $\mathbb{F}$ -doubly Stochastic Markov Chains
  18. Altmetric Badge
    Chapter 17 Exotic Derivatives under Stochastic Volatility Models with Jumps
  19. Altmetric Badge
    Chapter 18 Asymptotics of HARA Utility from Terminal Wealth under Proportional Transaction Costs with Decision Lag or Execution Delay and Obligatory Diversification
Overall attention for this book and its chapters
Altmetric Badge

Mentioned by

1 news outlet
1 blog
1 tweeter
1 Q&A thread


27 Dimensions

Readers on

55 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.
Advanced Mathematical Methods for Finance
Published by
Springer Nature, January 2011
DOI 10.1007/978-3-642-18412-3
978-3-64-218411-6, 978-3-64-218412-3, 978-3-64-243551-5

Di Nunno, Giulia, Øksendal, Bernt


Giulia Di Nunno, Bernt Øksendal

Twitter Demographics

The data shown below were collected from the profile of 1 tweeter who shared this research output. Click here to find out more about how the information was compiled.

Mendeley readers

The data shown below were compiled from readership statistics for 55 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Hungary 1 2%
Colombia 1 2%
Indonesia 1 2%
Belgium 1 2%
China 1 2%
United States 1 2%
Unknown 49 89%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 13 24%
Researcher 9 16%
Student > Master 7 13%
Student > Doctoral Student 4 7%
Student > Bachelor 4 7%
Other 10 18%
Unknown 8 15%
Readers by discipline Count As %
Mathematics 18 33%
Economics, Econometrics and Finance 15 27%
Engineering 4 7%
Business, Management and Accounting 3 5%
Computer Science 2 4%
Other 4 7%
Unknown 9 16%