文档介绍:-ü,,notonlymathematicalfinancebutforeignexchanges,termstructure,riskmanagement,portfoliotheory,equityderivatives,.,CreditRiskValuation:Methods,Models,andApplication(2001)BackK.,ACourseinDerivativeSecurities:putation(2005)iE.,,EfficiencyandInformation(2003).,CreditRisk:Modeling,ValuationandHedging(2002).,Risk-NeutralValuation:PricingandHedgingofFinancialDerivatives(1998,).,InterestRateModels:TheoryandPractice(2001,)BuffR.,UncertainVolatilityModels-TheoryandApplication(2002).,InterestRateModels:anInfiniteDimensionalStochasticAnalysisPerspective(2006).,FinancialMarketsinContinuousTime(2002).(Editors),anizingMaps(1998).,TheMathematicsofArbitrage(2005).,MathematicsofFinancialMarkets(1999,).,SemiparametricModelingofImpliedVolatility(2005)GemanH.,MadanD.,.(Editors),MathematicalFinance–BachelierCongress2000(2001)GundlachM.,LehrbassF.(Editors),CreditRisk+intheBankingIndustry(2004).,AssetPricing(2004)KülpmannM.,IrrationalExuberanceReconsidered(2004)KwokY.-K.,MathematicalModelsofFinancialDerivatives(1998).,alculusofVariationsinMathematicalFinance(2005)iA.,RiskandAssetAllocation(2005)PelsserA.,EfficientMethodsforValuingInterestRateDerivatives(2000)PrigentJ.-L.,WeakConvergenceofFinancialMarkets(2003)SchmidB.,CreditRiskPricingModels(2004).,alculusforFinanceI(2004).,alculusforFinanceII(2004)YorM.,ExponentialFunctionalsofBrownianMotionandR