دانلود کتاب Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen

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Front Matter....Pages I-X
Probabilistic Aspects of Arbitrage....Pages 1-17
Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing....Pages 19-34
M 6 —On Minimal Market Models and Minimal Martingale Measures....Pages 35-51
The Economic Plausibility of Strict Local Martingales in Financial Modelling....Pages 53-75
A Remarkable σ -finite Measure Associated with Last Passage Times and Penalisation Problems....Pages 77-97
Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation....Pages 99-121
Existence and Non-uniqueness of Solutions for BSDE....Pages 123-134
Comparison Theorems for Finite State Backward Stochastic Differential Equations....Pages 135-158
Results on Numerics for FBSDE with Drivers of Quadratic Growth....Pages 159-182
Variance Swap Portfolio Theory....Pages 183-194
Stochastic Partial Differential Equations and Portfolio Choice....Pages 195-216
Issuers’ Commitments Would Add More Value than Any Rating Scheme Could Ever Do....Pages 217-229
Pricing and Hedging of CDOs: A Top Down Approach....Pages 231-253
Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives....Pages 255-280
Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms....Pages 281-315
Buy Low and Sell High....Pages 317-333
Continuity Theorems in Boundary Crossing Problems for Diffusion Processes....Pages 335-351
Binomial Models for Interest Rates....Pages 353-368
Lognormal Forward Market Model (LFM) Volatility Function Approximation....Pages 369-405
Maximum Likelihood Estimation for Integrated Diffusion Processes....Pages 407-423