Modelling financial derivatives with Mathematica : mathematical models and benchmark algorithms
Year of publication: |
1998
|
---|---|
Authors: | Shaw, William T. |
Publisher: |
Cambridge : Cambridge Univ. Press |
Subject: | Derivat <Wertpapier> | Finanzmathematik | Mathematica 3.0 |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Kreditderivate und Kreditrisikomodelle : eine mathematische Einführung
Martin, Marcus R. W., (2006)
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Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus, (2008)
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Prexl, Sebastian, (2010)
- More ...
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Dependency without copulas or ellipticity
Shaw, William T., (2009)
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On the valuation of derivatives with snapshot reset features
Yu, Eric C. K., (2008)
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Modelling financial derivatives with Mathematica : mathematical models and benchmark algorithms
Shaw, William T., (1999)
- More ...