{ "item_title" : "Advanced Modelling in Mathematical Finance", "item_author" : [" Jan Kallsen", "Antonis Papapantoleon "], "item_description" : "Preface.- ToC.- An Interview with Ernst Eberlein.- Part I: Flexible L vy-based models. Ernst August v. Hammerstein: Tail behaviour and tail dependence of generalized hyperbolic distributions.- Ole Barndorff-Nielsen: Gamma kernels and BSS/LSS processes.- Michael Mandjes and Peter Spreij: Explicit computations for some Markov modulated counting processes.- Part II: Statistics and risk.- Helyette Geman and Bo Liu: The outlook of energy markets in 2015: introducing distances between forward curves.- Dilip Madan: Three non-Gaussian models of dependence in returns.- Akitoshi Kimura and Nakahiro Yoshida: Estimation of correlation between latent processes.- Jan Beirlant, Wim Schoutens, Jan De Spiegeleer, Tom Reynkens, and Klaus Herrmann: Hunting for black swans in the European banking sector using extreme value analysis.- Eva L tkebohmert-Holtz and Yajun Xiao: Collateralized borrowing and default risk.- Gerhard Stahl: Model uncertainty in a holistic perspective.- Part III: Derivative pricing, hedging, and optimization.- Christian Bayer and John Schoenmakers: Option pricing in affine generalized Merton models.- Giso Jahncke and Jan Kallsen: Approximate pricing of call options on the quadratic variation in L vy models.- Ales Čern Dynamic discrete-time hedging of barrier options under leptokurtic returns driven by an exponential L vy model.- Marek Musiela, Ekaterina Sokolova, and Thaleia Zariphopoulou: Exponential forward indifference prices in incomplete binomial models.- Mark Feodoria and Jan Kallsen: Almost surely optimal portfolios under propotional transaction costs.- Jose Manuel Corcuera, Jose Fajardo, and Olivier Pamen: On the optimal payoffs.- Ludger R schendorf and Viktor Wolf: Construction and hedging of optimal payoffs in L vy Models.- Part IV: Term-structure modelling.- Irene Klein, Thorsten Schmidt, and Josef Teichmann: No arbitrage theory for bond markets.- Kathrin Glau, Zorana Grbac, and Antonis Papapantoleon: A unified view of LIBOR models.- Zorana Grbac, David Krief, and Peter Tankov: Approximate option pricing in the L vy LIBOR model.- Fred Espen Benth: Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework.", "item_img_path" : "https://covers4.booksamillion.com/covers/bam/3/31/983/390/3319833901_b.jpg", "price_data" : { "retail_price" : "199.99", "online_price" : "199.99", "our_price" : "199.99", "club_price" : "199.99", "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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