文档介绍:-,academics,,notonlymathematicalaimsfinancebutforeignexchanges,termstructure,riskmanagement,portfoliotheory,equityderivatives,,CreditRiskValuation:Methods,Models,andApplications(2001):Equilibrium,EfficiencyandInformation(2003)-NeutralValuation:,2ndEdition(2004):Modeling,ValuationandHedging(2001)MBrigoamdMercurio,InterestRateModels:TheoryandPracbce(),UncertainVolatilityModels-TheoryandApplication(2002)R.-,FinancialMarketsinContinuousTime(2003)MDeboeckandKohonen(Editors),VisualExplorationsinFinancewithSelf­(1998)(1999)Gemon,Madan,(Editors),MathematicalFinance­(2001)GundlachLehrbass(Editors),CreditRlsk+intheBankingIndustry(2004),MathematicalModelsofFinancialDerivatives(1998)Y.-,IrrationalExuberanceReconsidered:TheCrossSectionofStockReturns,(2004)(2000)J.-LPrigent,WeakConvergenceofFinancialMarkets(2003):TheoryandPractice,2ndEdition(2004),alculusforFinanceTheBinomialAssetPricingModel(2004)1:,alculusforFinanceII:Continuous-TimeModels(2004)Yor,ExponentialFuncbonalsofBrownianMotionandRelatedProcesses(2001),lnterest-RateManagement(2002)ZaZhuandChern,DerivativeSecuritiesandDifferenceMethods(2004)Y.--,pletelnfonnabonandHeterogeneousBeliefsinContinuous-TimeFinance(2003),AGameTheoryAnalysisofOptions:CorporateFinanceandFinancialInter