The Encyclopedia of Finance, Second Edition, comprised of over 1000 individual definitions and chapters, is the most comprehensive and up-to-date resource in the field, integrating the most current terminology, research, theory, and practical applications. Showcasing contributions from an international array of experts, the revised edition of...

In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market...

This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative...

This book provides an innovative, integrated, and methodical approach to understanding complex financial models, integrating topics usually presented separately into a comprehensive whole. The book brings together financial models and high-level mathematics, reviewing the mathematical background necessary for understanding these models...

The Web Startup Success Guide is your one-stop shop for all of the answers you need today to build a successful web startup in these challenging economic times. It covers everything from making the strategic platform decisions...

Real time 3D games have been around for well over ten years now. We’ve played them, created assets in the style of our favorites, and maybe even “mod”ed a few of them. But until recently, the cost of licensing one of the premier game engines has ranged from several hundred thousand to several million dollars per title...

Marketing Metrics, Second Edition, is the definitive guide to today’s most valuable marketing metrics. In this thoroughly updated and significantly...

Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their...

Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price model with stochastic volatility, the random...