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Chapman & Hall/CRC handbooks of modern statistical methods
ISSNs:
2154-5936,
2379-2396
Source type:
book series
Alternate name:
Handbooks of modern statistical methods
Fully OA:
No
DOAJ:
No
OpenAlex ID:
S4210228374
An Introduction to Structured Finance
2008
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
69
Pricing Credit from the Top Down with Affine Point Processes
2007
·
Kay Giesecke
, Eymen Errais
, et al.
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
67
Modelling financial time series with L´evy processes
2003
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
52
Counterparty Risk Pricing under Correlation between Default and Interest Rates
2007
·
Damiano Brigo
, Andrea Pallavicini
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
45
Modified Bessel functions
2003
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
39
Basic tools
2003
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
35
Liquidity Risk Management
2008
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
34
References
2003
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
31
Contents
2003
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
31
Optimal Dynamic Asset Allocation for Defined Contribution Pension Plans
2007
·
David Blake
, Andrew Cairns
, et al.
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
22
Introduction
2003
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
16
Value at Risk and Self-Similarity
2007
·
Olaf Menkens
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
15
PDF
Stochastic calculus for jump processes
2003
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
12
Stochastic Volatility BGM
2007
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
7
Variance Reduction through Multilevel Monte Carlo Path Calculations
2007
·
Michael Giles
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
7
Chapman & Hall/CRC Financial Mathematics Series
2010
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
6
Changes and Consequences
2009
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
6
Introduction
2008
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
5
Saddle-Point Method
2008
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
4
Contents
2008
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
4
Shifted BGM
2007
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
4
Generating Random Numbers
2010
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
3
References
2008
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
3
Cross-Economy BGM
2007
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
3
Pricing High-Dimensional American Options Using Local Consistency Conditions
2007
·
J Schumacher
, S Berridge
·
Chapman & Hall/CRC handbooks of modern statistical methods
·
3
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Works count:
182
Citation count:
554
H-index:
12
I10-index:
13
2yr mean citedness:
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