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Stochastic methods in finance: lectures given at the C.I.M.E.-E.M.S. summer school held in Bressanone/Brixen, Italy, July 6-12, 2003
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  • English
  • Year: 2004
  • Author: Kerry Back, Tomasz R. Bielecki, Christian Hipp, Shige Peng, Walter Schachermayer (auth.)
Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
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  • English
  • Year: 2011
  • Author: Tomasz R. Bielecki, Damiano Brigo, Federic Patras(auth.)
Nonlinear Expectations and Stochastic Calculus Under Uncertainty: With Robust CLT and G-Brownian Motion
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  • English
  • Year: 2019
  • Author: Shige Peng
Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling Book 95)
  • EPUB
  • English
  • Author: Shige Peng
Credit risk: modeling, valuation and hedging
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  • English
  • Year: 2004
  • Author: Tomasz R. Bielecki, Marek Rutkowski
Credit risk: modeling, valuation, and hedging
  • DJVU
  • English
  • Year: 2004
  • Author: Tomasz R. Bielecki, Marek Rutkowski
Structured Dependence between Stochastic Processes
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  • English
  • Year: 2020
  • Author: Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewȩgłowski
Counterparty risk and funding: a tale of two puzzles
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  • English
  • Year: 2014
  • Author: Bielecki, Tomasz R.; Brigo, Damiano; Crépey, Stéphane
Asymptotic Theory of Transaction Costs
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  • English
  • Year: 2017
  • Author: Walter Schachermayer
Asset Pricing and Portfolio Choice Theory (Solutions Manual)
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  • English
  • Author: Kerry Back
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