图书简介

Moment Properties of Probability Distributions Used in Stochastic Financial Models (J Stoyanov); An Equilibrium Approach to Indifference Pricing with Model Uncertainty (M H A Davis and D Yoshikawa); Volume Imbalance and Market Making (Á Cartea, R. Donnelly and S Jaimungal); Optimal Short-Covering with Regime Switching (T K. Chung); Effects of Reversibility on Investment Timing and Quantity Under Asymmetric Information (X Cui and T. Shibata); Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis (K Kikuchi); Option Pricing with Ambiguous Correlation and Fast Mean-reverting Volatilities (M H Leung and H Y Wong); Callable Stock Loans (C C Siu, S C P Yam and W Zhou); Cash Management and Control Band Policies for Spectrally One-sided Lévy Processes (K Yamazaki); A Second-order Monotone Modification of the Sharpe Ratio (M Zhitlukhin);

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