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~isPartOf:"Advances in financial risk management : corporates, intermediaries and portfolios"
~isPartOf:"Contemporary quantitative finance : essays in honour of Eckhard Platen"
~isPartOf:"Financial engineering"
~subject:"EU-Staaten"
~subject:"Volatilität"
~type_genre:"Book section"
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Option pricing theory
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Advances in financial risk management : corporates, intermediaries and portfolios
Contemporary quantitative finance : essays in honour of Eckhard Platen
Financial engineering
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
12
Pricing decisions in the euro area : how firms set prices and why
6
Europäisierte Regulierungsstrukturen und -netzwerke : Basis einer künftigen Infrastrukturvorsorge ; [... im Mai 2011 eine Konferenz zum Thema "Europäisierte Regulierungsstrukturen als Basis einer künftigen Infrastrukturvorsorge"]
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
Road congestion pricing in Europe : implications for the United States
3
Application of operations research to financial markets
2
Applied quantitative finance
2
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
2
Current topics in quantitative finance : with 23 tables
2
Der unvollendete Binnenmarkt
2
Dimensions of competitiveness
2
Essays in systematic asset pricing
2
Forecasting volatility in the financial markets
2
Handbook of financial time series
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Handbook of the equity risk premium
2
Microsoft on trial : legal and economic analysis of a transatlantic antitrust case
2
Network connectivity, systematic and systemic risk
2
Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999
2
Optimising strategies in the air transport business : survival of the fittest?
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Recent developments in antitrust : theory and evidence
2
Regulatorische Risiken : das Ergebnis staatlicher Anmaßung oder ökonomisch notwendiger Intervention? ; gemeinsame Konferenz des IWH und der HHL
2
Regulatory reform of railways in Russia
2
Risk management and value : valuation and asset price
2
Social costs and sustainable mobility : strategies and experiences in Europe and the United States ; with 40 figures and 39 tables
2
Tax Treaties and EC law
2
Taxation and the green growth challenge
2
Telecommunication markets : drivers and impediments
2
Transfer pricing manual
2
Wirtschaftliche Macht - politische Ohnmacht? : Zur Liberalisierung und Re-Regulierung von Netzindustrien
2
Advanced mathematical methods for finance
1
Advances of OR in commodities and financial modeling
1
African emerging markets ; Vol. 1
1
Analytical models for financial modeling and risk management
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ECONIS (ZBW)
7
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1
Volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Financial engineering
,
(pp. 183-222)
.
2008
Persistent link: https://www.econbiz.de/10003567122
Saved in:
2
Spectral methods in derivatives
pricing
Linetsky, Vadim
- In:
Financial engineering
,
(pp. 223-299)
.
2008
Persistent link: https://www.econbiz.de/10003567126
Saved in:
3
The 2008 UK banking crash : evidence from option implied volatility
So, Ha Yan Raymond
;
Driouchi, Tarik
;
Tan, Zhiyuan Simon
- In:
Advances in financial risk management : corporates, …
,
(pp. 201-224)
.
2013
Persistent link: https://www.econbiz.de/10010213083
Saved in:
4
Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
Saved in:
5
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
6
Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
Saved in:
7
Queuing theoretic approaches to financial price fluctuations
Bayraktar, Erhan
;
Horst, Ulrich
;
Sircar, Kaushik Ronnie
- In:
Financial engineering
,
(pp. 637-677)
.
2008
Persistent link: https://www.econbiz.de/10003567765
Saved in:
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