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type_genre:"Thesis"
~subject:"Option pricing theory"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
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Option pricing theory
Swap
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Acta Universitatis Oeconomicae Helsingiensis / A
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Application of operations research to financial markets
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CentER dissertation series / Center for Economic Research, Tilburg University : CDS
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Credit risk : models, derivatives, and management
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Financial derivatives : pricing and risk management
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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The handbook of fixed income securities
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Swap rate à la stock : Bermudan swaptions made easy
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
Options - 45 years since the publication of the …
,
(pp. 393-412)
.
2023
Persistent link: https://www.econbiz.de/10014366688
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2
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
Saved in:
3
Variance and volatility swaps and futures pricing for stochastic volatility models
Sviščuk, Anatolij
;
Wang, Zijia
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 95-121)
.
2019
Persistent link: https://www.econbiz.de/10012249105
Saved in:
4
Accurate pricing of swaptions via lower bound
Gambaro, Anna Maria
;
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 183-208)
.
2018
Persistent link: https://www.econbiz.de/10011898636
Saved in:
5
The pricing and valuation of swaps
Gay, Gerald D.
;
Venkateswaran, Anand
- In:
Financial derivatives : pricing and risk management
,
(pp. 405-422)
.
2010
Persistent link: https://www.econbiz.de/10003920438
Saved in:
6
Pricing CDX credit default swaps using the Hull-White model
Hofberger, Bastian
;
Wagner, Niklas
- In:
Credit risk : models, derivatives, and management
,
(pp. 197-208)
.
2008
Persistent link: https://www.econbiz.de/10003718475
Saved in:
7
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
8
Equity derivatives markets
Detlefsen, Kai
-
2007
Persistent link: https://www.econbiz.de/10003673889
Saved in:
9
Two problems in financial engineering
Chen, Nan
-
2006
Persistent link: https://www.econbiz.de/10003965291
Saved in:
10
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
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