Offers important insights into statistical estimation methods and applications Updates readers on key aspects of risk management Provides an up-to-date overview of quantitative finance and financial modeling Includes supplementary material: sn.pub/extras

Inhalt
1 Frederi Viens: A didactic introduction to risk management via hedging in discrete and continuous time.- 2 M'hamed Eddahbi and Sidi Mohamed Lalaoui Ben Cherif: Sensitivity analysis for timeinhomogeneous L´evy process: A Malliavin calculus approach and numeric.- 3 Nicolas Privault and Dichuan Yang: Variance-GGC asset price models and their sensitivity analysis.- 4 Josep Vives: Decomposition of the pricing formula for stochastic volatility models based on Malliavin-Skorohod type calculus.- 5 Boualem Djehiche: Statistical estimation techniques in life and disability insurance -A short overview.- 6 AbdulRahman Al-Hussein: Necessary and sufficient conditions of optimal control for infinite dimensional SDEs.- 7 AbdulRahman Al-Hussein and Boulakhras Gherbal: Sufficient conditions of optimality for forward-backward doubly SDEs with jumps.- 8 Mohsine Benabdallah, Siham Bouhadou, Youssef Ouknine: On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations withjumps.- 9 E. H. Essaky and M. Hassani: BSDE Approach for Dynkin Game and American Game Option. <p