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Book Categories |
| Coherent Risk Measures on General Probability Spaces | 1 | |
| Robust Preferences and Convex Measures of Risk | 39 | |
| Long Head-Runs and Long Match Patterns | 57 | |
| Factor Pricing in Multidate Security Markets | 71 | |
| Option Pricing for Co-Integrated Assets | 85 | |
| Incomplete Diversification and Asset Pricing | 101 | |
| Hedging of Contingent Claims under Transaction Costs | 125 | |
| Risk Management for Derivatives in Illiquid Markets: A Simulation Study | 137 | |
| A Simple Model of Liquidity Effects | 161 | |
| Estimation in Models of the Instantaneous Short Term Interest Rate by Use of a Dynamic Bayesian Algorithm | 177 | |
| Arbitrage-Free Interpolation in Models of Market Observable Interest Rates | 197 | |
| The Fair Premium of an Equity-Linked Life and Pension Insurance | 219 | |
| On Bermundan Options | 257 | |
| A Barrier Version of the Russian Option | 271 | |
| Laplace Transforms and Suprema of Stochastic Processes | 285 | |
| Solving the Poisson Disorder Problem | 295 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Mathew Kujak
reviewed Advances in Finance and Stochastics on July 03, 2014 Advances in Finance and Stochastics
Michael Lewis is such a strong writer. Some of these columns provide an interesting window into a time I barely remember in terms of the "threat" posed by the Japanese. Others are incredibly valuable in better understanding how leveraged buy-outs worked - by basically ripping off shareholders and dodging taxes. Wall Street at its finest, explained by a great writer.
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