… The right of Nick Webber to be identified as the author of this work has been asserted in
accordance with sections 77 and 78 of the Copyright, Designs and Patents Act 1988 …

In recent years, non-state actors in the Middle East have engaged a new generation of
activists through a variety of media strategies. Notable among these is a series of videogame …

As interest rate markets continue to innovate and expand it is becoming increasingly important
to remain up-to-date with the latest practical and theoretical developments. This book …

… Claudia Riveiro and Nick Webber … Claudia Riveiro and Nick Webber, Valuing Path
Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge …

We present an economically motivated two–factor term structure model that generalizes
existing stochastic mean term structure models. By allowing a certain parameter to acquire …

In considering history and video games, great emphasis is placed on the ways in which
historical information can be encoded in game content as a route to fostering an engagement …

Evidence from the financial markets suggests that empirical returns distributions, both
historical and implied, do not arise from diffusion processes. A growing literature models the …

A numerical integration method may be used to price barrier options using one-factor interest
rate models when the transition distribution function of the underlying rate is known but …

Lévy processes can be used to model asset return's distributions. Monte Carlo methods
must frequently be used to value path dependent options in these models, but Monte Carlo …

British Government policy has much to say about video games, through production support,
regulation and recognition (or lack of it) of their cultural nature, with games defined and …