Implementing derivatives models
Year of publication: |
1998
|
---|---|
Authors: | Clewlow, Les ; Strickland, Chris |
Publisher: |
Chichester [u.a.] : Wiley |
Subject: | Derivat <Wertpapier> | Mathematisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H., (1998)
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The Oxford handbook of credit derivatives
Lipton, Alexander, (2011)
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Credit risk securitisation : a valuation study
Schirm, Antje, (2004)
- More ...
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A multi-factor structural model for Australian electricity market risk
Breslin, John, (2014)
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A multi-factor model for energy derivates
Clewlow, Les, (1999)
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Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les, (1997)
- More ...