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Advanced Mathematical Methods for Finance

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

Table of Contents

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

Citations

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Chapter title
Advanced Mathematical Methods for Finance
Chapter number 5
Book title
Advanced Mathematical Methods for Finance
Published in
arXiv, January 2011
DOI 10.1007/978-3-642-18412-3_5
Book ISBNs
978-3-64-218411-6, 978-3-64-218412-3
Authors

Dorje C. Brody, Lane P. Hughston, Andrea Macrina, Brody, Dorje C., Hughston, Lane P., Macrina, Andrea

X Demographics

X Demographics

The data shown below were collected from the profile of 1 X user 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 4 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Netherlands 1 25%
Italy 1 25%
Unknown 2 50%

Demographic breakdown

Readers by professional status Count As %
Student > Master 4 100%
Student > Ph. D. Student 4 100%
Researcher 2 50%
Librarian 1 25%
Other 1 25%
Other 1 25%
Readers by discipline Count As %
Mathematics 3 75%
Economics, Econometrics and Finance 3 75%
Medicine and Dentistry 3 75%
Physics and Astronomy 1 25%
Environmental Science 1 25%
Other 2 50%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 1. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 16 January 2012.
All research outputs
#18,338,946
of 22,710,079 outputs
Outputs from arXiv
#531,786
of 930,882 outputs
Outputs of similar age
#160,045
of 180,414 outputs
Outputs of similar age from arXiv
#615
of 813 outputs
Altmetric has tracked 22,710,079 research outputs across all sources so far. This one is in the 11th percentile – i.e., 11% of other outputs scored the same or lower than it.
So far Altmetric has tracked 930,882 research outputs from this source. They receive a mean Attention Score of 3.9. This one is in the 28th percentile – i.e., 28% of its peers scored the same or lower than it.
Older research outputs will score higher simply because they've had more time to accumulate mentions. To account for age we can compare this Altmetric Attention Score to the 180,414 tracked outputs that were published within six weeks on either side of this one in any source. This one is in the 5th percentile – i.e., 5% of its contemporaries scored the same or lower than it.
We're also able to compare this research output to 813 others from the same source and published within six weeks on either side of this one. This one is in the 13th percentile – i.e., 13% of its contemporaries scored the same or lower than it.