6 1/2 X 9 7/16 in I. Introduction
John Birge & Vadim Linetsky
Chapter 1. A Partial Introduction to Financial Asset Pricing Theory
Robert Jarrow & Philip Protter
II. Derivative Securities: Models and Methods
Chapter 2. Jump-Diffusion Models
Steven Kou
Chapter 3. Modeling Financial Security Returns Usi ng Levy Processes
Liuren Wu
Cha pter 4. Pricing with Wishart Risk Factors
Christian Gourie roux & Razvan Sufana
Chapter 5. Volatility Es timation
Federico Bandi and Jeff Russell
Chapter 6. Spectral Methods in Derivatives Pricing
Vadim Linetsky
Chapter 7. Variational Metho ds in Derivatives Pricing
Liming Feng, Pavlo Kovalov & Va dim Linetsky
Chapter 8. Discrete Path-Depend ent Options
Steven Kou
III. Int erest Rate and Credit Risk Models and Derivatives
John Birge & Vadim Linetsky
Chapter 1. A Partial Introduction to Financial Asset Pricing Theory
Robert Jarrow & Philip Protter
II. Derivative Securities: Models and Methods
Chapter 2. Jump-Diffusion Models
Steven Kou
Chapter 3. Modeling Financial Security Returns Usi ng Levy Processes
Liuren Wu
Cha pter 4. Pricing with Wishart Risk Factors
Christian Gourie roux & Razvan Sufana
Chapter 5. Volatility Es timation
Federico Bandi and Jeff Russell
Chapter 6. Spectral Methods in Derivatives Pricing
Vadim Linetsky
Chapter 7. Variational Metho ds in Derivatives Pricing
Liming Feng, Pavlo Kovalov & Va dim Linetsky
Chapter 8. Discrete Path-Depend ent Options
Steven Kou
III. Int erest Rate and Credit Risk Models and Derivatives
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