The concepts and practice of mathematical finance
Year of publication: |
2003
|
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Authors: | Joshi, Mark Suresh |
Publisher: |
Cambridge : Cambridge Univ. Press |
Subject: | Finanzmathematik |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Multivariate Copula Models at Work: Outperforming the desert island copula?
Fischer, Matthias J., (2007)
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Das Äquivalenzprinzip der Finanzmathematik
Walther, Ursula, (2002)
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Kapitalwertmethode bei nicht-flacher Zinsstrukturkurve
Kohn, Wolfgang, (2013)
- More ...
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Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S., (2007)
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Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S., (2007)
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Partial proxy simulation schemes for generic and robust Monte-Carlo greeks
Fries, Christian P., (2006)
- More ...