Modelling and hedging equity derivatives
Year of publication: |
1999
|
---|---|
Other Persons: | Brockhaus, Oliver (contributor) |
Publisher: |
London : Risk Books |
Subject: | Derivat <Wertpapier> | Hedging | 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 SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Rebonato, Riccardo, (2009)
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Introduction to the economics and mathematics of financial markets
Cvitanić, Jakša, (2004)
- More ...
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Equity Derivatives and Hybrids : Markets, Models and Methods
Brockhaus, Oliver, (2016)
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On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V., (2018)
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Equity derivatives and market risk models
Brockhaus, Oliver, (2000)
- More ...