автор: Alexander Melnikov

This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantify …

Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative scienc …

This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantify …

By covering theory, design, and fabrication of nanostructured superconducting materials, this monograph is an invaluable resource for research and development. Examples are energy saving solutions, h …

By covering theory, design, and fabrication of nanostructured superconducting materials, this monograph is an invaluable resource for research and development. Examples are energy saving solutions, h …

This Festschrift is published in honor of Rodney G. Downey, eminent logician and computer scientist, surfer and Scottish country dancer, on the occasion of his 60th birthday.The Festschrift contains …

It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient …

It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient …

The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and …