Paul Wilmott on quantitative finance
Authors: | Wilmott, Paul |
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Publisher: |
Chichester [u.a.] : Wiley |
Subject: | Derivative securities | Mathematical models | Options (Finance) | Prices | Finanzmathematik | Optionshandel | Mathematisches Modell | Derivat <Wertpapier> |
Published items: |
3 hits in USB Köln Online Catalogue BWL
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The LIBOR market model in practice
Gatarek, Dariusz, (2006)
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The volatility surface : a practitioner's guide
Gatheral, Jim, (2006)
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Volatility and correlation : The perfect hedger and the fox
Rebonato, Riccardo, (2004)
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Javaheri, Alireza, (2004)
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The two best ways to derive the Black–Scholes PDE
Wilmott, Paul, (2019)
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The Pleasure and Pain of Investing : Parallels with Exotic Options
Wilmott, Paul, (2019)
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