René Carmona is the Paul M. Wythes «55 Professor of Engineering and Finance in the Department of Operations Research and Financial Engineering at Princeton University. His books include
Interest Rate Models and Statistical Analysis of Financial Data in S-Plus.
12 Электронные книги Rene Carmona
René Carmona: Indifference Pricing
This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a who’s who of leading experts in the field …
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английский
DRM
€149.99
René Carmona: Statistical Analysis of Financial Data in R
Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This textbook fills this gap by addressing some …
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английский
DRM
€71.39
René Carmona & François Delarue: Probabilistic Theory of Mean Field Games with Applications II
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original materi …
PDF
английский
€139.09
René Carmona & François Delarue: Probabilistic Theory of Mean Field Games with Applications I
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original materi …
PDF
английский
€160.49
René Carmona & M R Tehranchi: Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by c …
PDF
английский
€53.49
René Carmona & Pierre Del Moral: Numerical Methods in Finance
Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in F …
PDF
английский
€139.09
Rene Carmona & Wen-Liang Hwang: Practical Time-Frequency Analysis
Time frequency analysis has been the object of intense research activity in the last decade. This book gives a self-contained account of methods recently introduced to analyze mathematical functions …
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английский
DRM
€67.62
Rene Carmona: Statistical Analysis of Financial Data in S-Plus
This book develops the use of statistical data analysis in finance, and it uses the statistical software environment of S-PLUS as a vehicle for presenting practical implementations from financial eng …
PDF
английский
DRM
€97.02
Tomasz R. Bielecki & Tomas Bjork: Paris-Princeton Lectures on Mathematical Finance 2003
The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstand …
PDF
английский
DRM
€51.48
Peter Bank & Fabrice Baudoin: Paris-Princeton Lectures on Mathematical Finance 2002
The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstandi …
PDF
английский
DRM
€41.17
Rene Carmona & Ivar Ekeland: Paris-Princeton Lectures on Mathematical Finance 2004
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PDF
английский
DRM
€57.59
Areski Cousin & Stephane Crepey: Paris-Princeton Lectures on Mathematical Finance 2010
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 …
PDF
английский
DRM
€57.36
