This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the t

In this thesis I discuss the method of time-change and its applications in quantitative finance. I mainly consider the time change by writing a continuous diffu

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochast

This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk.

Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology.