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Prigent, Jean-Luc - 2003

Persistent link: https://www.econbiz.de/10001704709

A game theory analysis of options : corporate finance and financial intermediation in continuous time

Ziegler, Alexandre - 2004 - 2. ed.

This book shows how to combine game theory and option pricing in order to analyze dynamic multiperson decision problems … latter can be addressed by game theory. The text shows how both instruments can be combined and how game theory can be … serving as a guide to stochastic game theory modelling in continuous time, the text contains numerous applications to the …

Persistent link: https://www.econbiz.de/10001825966

Credit risk pricing models : theory and practice

Schmid, Bernd - 2004 - 2. ed.

Persistent link: https://www.econbiz.de/10001786486

Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables

Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.

Persistent link: https://www.econbiz.de/10002116360

Empirical techniques in finance : with 30 tables

Bhar, Ramaprasad; Hamori, Shigeyuki - 2005 - 1. ed.

The rapid advances in financial technology in the past decade have led to a commensurate increase in sophistication for modelling techniques needed by the researchers for the understanding of financial markets. The book aims at equipping graduate students, market analysts and others with a wide...