ASTIN Colloqium

Handbook of Financial Data and Risk Information I

Principles and Context

Brose, Margarita S.
Flood, Mark D.
Krishna, Dilip
(+ 1 other)
Published: January 2014
Volume 1

Handbook of Financial Data and Risk Information II

Software and Data

Brose, Margarita S.
Flood, Mark D.
Krishna, Dilip
(+ 1 other)
Published: January 2014
Volume 2

Dynamic Models for Volatility and Heavy Tails

With Applications to Financial and Economic Time Series

Harvey, Andrew C.
Published: June 2013

Handbook on Systemic Risk

Fouque, Jean-Pierre
Langsam, Joseph A.
Published: May 2013

Generalized Vectorization, Cross-Products, and Matrix Calculus

Turkington, Darrell A.
Published: April 2013

Econometric Modelling with Time Series

Specification, Estimation and Testing

textbook

Martin, Vance
Hurn, Stan
Harris, David
Published: March 2013

(1 reviews)

Finance

A Quantitative Introduction

textbook

van der Wijst, Nico
Published: January 2013

Market Liquidity

Asset Pricing, Risk, and Crises

Amihud, Yakov
Mendelson, Haim
Pedersen, Lasse Heje
Published: January 2013

Introduction to Bayesian Econometrics

Greenberg, Edward
Published: January 2013
2nd Edition

The Black–Scholes Model

Capiński, Marek
Kopp, Ekkehard
Published: September 2012

Stochastic Calculus for Finance

Capiński, Marek
Kopp, Ekkehard
Traple, Janusz
Published: August 2012

Numerical Methods in Finance with C++

Capiński, Maciej J.
Zastawniak, Tomasz
Published: August 2012

Strategic Financial Planning over the Lifecycle

A Conceptual Approach to Personal Risk Management

Charupat, Narat
Huang, Huaxiong
Milevsky, Moshe A.
Published: August 2012

Risk Modelling in General Insurance

From Principles to Practice

Gray, Roger J.
Pitts, Susan M.
Published: June 2012

Principles of Pricing

An Analytical Approach

Vohra, Rakesh V.
Krishnamurthi, Lakshman
Published: May 2012

An Information Theoretic Approach to Econometrics

Judge, George G.
Mittelhammer, Ron C.
Published: February 2012

Discrete Models of Financial Markets

Capiński, Marek
Kopp, Ekkehard
Published: February 2012

The Capital Asset Pricing Model in the 21st Century

Analytical, Empirical, and Behavioral Perspectives

Levy, Haim
Published: February 2012

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Fouque, Jean-Pierre
Papanicolaou, George
Sircar, Ronnie
(+ 1 other)
Published: September 2011

An Elementary Introduction to Mathematical Finance

textbook

Ross, Sheldon M.
Published: April 2011
3rd Edition