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Modelling market crashes : the worst-case scenario
Hua, Philip; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582824
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Value-at-risk and market crashes
Hua, Philip; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582825
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Crash modelling, value at risk and optimal hedging
Hua, Philip; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582838
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The Financial Modelers' Manifesto
Derman, Emanuel - 2009
Persistent link: https://www.econbiz.de/10012719874
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Risk of default in Latin American Brady bonds
Blauer, I.; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009581674
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On trading American options
Ahn, Hyungsok; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009581675
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The valuation of a firm advertising optimally
Epstein, D.; Mayor, N.; Schonbucher, P.; Whalley, A. E.; … - 1999
Persistent link: https://www.econbiz.de/10009581676
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Exercise class
Ahn, Hyungsok; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582826
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A nonlinear non-probabilistic spot interest rate model
Epstein, David; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582827
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Pricing and hedging convertible bonds under non-probabilistic interest rates
Epstein, David; Haber, Richard; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582828