{ "item_title" : "Advanced Mathematical Methods for Finance", "item_author" : [" Julia Di Nunno", "Bernt Øksendal "], "item_description" : "Dynamic risk measures.- Ambit processes and stochastic partial differential equations.- Fractional processes as models in stochastic finance.- Credit contagion in a long range dependent macroeconomic factor model.- Modeling information flows in financial markets.- An overview of comonotonicity and its applications in finance and insurance.- A general maximum principle for anticipative stochastic control and applications to insider trading.- Analyticity of the Wiener-Hopf factors and valuation of exotic options in Levy models.- Optimal liquidation of a pairs trade.- A PDE-based approach or pricing mortgage-backed securities.- Nonparametric methods for volatility density estimation.- Fractional smoothness and applications in finance.- Liquidity models in continuous and discrete times.- Some new BSDE results for an infinite-horizon stochastic control problem.- Functionals associated with gradient stochastic flows and nonlinear SPDEs.- Fractional smoothness and applications in Finance modeled by F-doubly stochastic Markov chains.- Exotic derivatives under stochastic volatility models with jumps.- Asymptotics of HARA utility from terminal wealth under proportional transaction costs with decision lag or execution delay and obligatory diversification.", "item_img_path" : "https://covers4.booksamillion.com/covers/bam/3/64/243/551/3642435513_b.jpg", "price_data" : { "retail_price" : "109.99", "online_price" : "109.99", "our_price" : "109.99", "club_price" : "109.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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