Numerical methods in finance have emerged as a vital field at the crossroads of probability theor...

Although there are many books on mathematical finance, few deal with the statistical aspects of m...

Although there are many books on mathematical finance, few deal with the statistical aspects of m...

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathema...

The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, ...

Random schr¿dinger operators.- Aspects of first passage percolation.- An introduction to stochast...

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishe...

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathema...

Numerical methods in finance have emerged as a vital field at the crossroads of probability theor...

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field...