Numerical methods in finance have emerged as a vital field at the crossroads of probability theor...

Although there are many books on mathematical finance, few deal with the statistical aspects of m...

This book develops the use of statistical data analysis in finance, and it uses the statistical s...

This book probes mathematical issues that arise in modeling interest rate term structure, by cast...

The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, ...

Random schr¿dinger operators.- Aspects of first passage percolation.- An introduction to stochast...

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishe...

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...

Although there are many books on mathematical finance, few deal with the statistical aspects of m...

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...