Introduction to financial derivatives : modeling, pricing and hedging
Year of publication: |
[2020]
|
---|---|
Authors: | Schumacher, Johannes M. |
Publisher: |
[Tilburg] : Open Press TiU |
Subject: | Derivat | Derivative | Finanzmarktökonometrie | Financial econometrics | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] |
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Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z., (2005)
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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus, (2001)
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Valuation of a credit default swap: the stable non-Gaussian versus the Gaussian approach
D'Souza, Dylan, (2003)
- More ...
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Distortion risk measures, ROC curves, and distortion divergence
Schumacher, Johannes M., (2018)
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Weeren, Arie Johan Theodoor Maria, (1994)
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Welfare analysis of conditional indexation schemes from a two-reference-point perspective
Dai, Renxiang, (2009)
- More ...