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subject:"Schätztheorie"
~language:"eng"
~language:"fra"
~subject:"Asymmetric information"
~subject:"Stochastic process"
~type_genre:"Textbook"
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ECONIS (ZBW)
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1
Stochastic interest rate modeling with fixed income derivative pricing
Privault, Nicolas
-
2022
-
3rd edition
"It is a fairly complete introduction accessible to advanced undergraduates; Also covers more advanced aspects of interest rate modeling; Includes many graphs and code illustrating the modeling of interest rates; Each chapter is accompanied with exercises and their complete solutions."
Persistent link: https://www.econbiz.de/10012658653
Saved in:
2
Stochastic limit theory : an introduction for econometricians
Davidson, James E. H.
-
2021
-
Second edition
Persistent link: https://www.econbiz.de/10012626149
Saved in:
3
Money and mathematics : a conversational approach to modern financial mathematics and insurance
Korn, Ralf
;
Luderer, Bernd
-
2021
Persistent link: https://www.econbiz.de/10012534581
Saved in:
4
Introduction to financial derivatives : modeling, pricing and hedging
Schumacher, Johannes M.
-
2020
Persistent link: https://www.econbiz.de/10012435295
Saved in:
5
Interest rate modeling : theory and practice
Wu, Lixin
-
2019
-
Second edition
Persistent link: https://www.econbiz.de/10011994011
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6
Tools for computational finance
Seydel, Rüdiger
-
2017
-
Sixth edition
Persistent link: https://www.econbiz.de/10011665746
Saved in:
7
Stochastic methods in asset pricing
Lyasoff, Andrew
-
2017
Preface -- Notation -- Preliminaries -- Probability spaces and related structures -- Integration -- Absolute continuity, conditioning and independence -- Convergence of random variables -- The art of random sampling
Persistent link: https://www.econbiz.de/10013481518
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8
Real stats : using econometrics for political science and public policy
Bailey, Michael A.
-
2016
-
1st edition
Persistent link: https://www.econbiz.de/10011386511
Saved in:
9
Stochastic finance : an introduction in discrete time
Föllmer, Hans
;
Schied, Alexander
-
2016
-
Fourth revised and extended edition
Persistent link: https://www.econbiz.de/10014011565
Saved in:
10
Tools for computational finance
Seydel, Rüdiger
-
2009
-
4. ed.
Persistent link: https://www.econbiz.de/10003801677
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