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] |
-
Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H., (1998)
-
Introduction to the economics and mathematics of financial markets
Cvitanić, Jakša, (2004)
-
The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Rebonato, Riccardo, (2009)
- More ...
-
Equity derivatives and market risk models
Brockhaus, Oliver, (2000)
-
VOLATILITY SWAPS MADE SIMPLE - New approaches to the volatility smile.
Brockhaus, Oliver, (2000)
-
VOLATILITY - VOLATILITY SWAPS MADE SIMPLE - New approaches to the volatility smile.
Brockhaus, Oliver, (2000)
- More ...