Autor: Peter Tankov

Gathering selected, revised and extended contributions from the conference ‘Forecasting and Risk Management for Renewable Energy FOREWER’, which took place in Paris in June 2017, this book focuses on …

WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has …

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists – establis …