A benchmark approach to quantitative finance
Year of publication: |
2006
|
---|---|
Authors: | Platen, Eckhard ; Heath, David |
Publisher: |
Berlin [u.a.] : Springer |
Subject: | Finanzmathematik | Stochastisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
-
Mathematik in der modernen Finanzwelt : Derivate, Portfoliomodelle und Ratingverfahren
Reitz, Stefan, (2011)
-
Shreve, Steven E., (2004)
-
Kabanov, Jurij M., (2006)
- More ...
-
Currency derivatives under a minimal market model with random scaling
Heath, David C., (2005)
-
A benchmark approach to quantitative finance
Platen, Eckhard, (2010)
-
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C., (2014)
- More ...