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The LIBOR market model in practice
Gatarek, Dariusz; Bachert, Prezemyslaw; Maksymiuk, Robert - 2006
Persistent link: https://www.econbiz.de/10004846069
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Paul Wilmott on quantitative finance
Wilmott, Paul - 2. ed.
Persistent link: https://www.econbiz.de/10004855933
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The mathematics of derivatives : tools for designing numerical algorithms
Navin, Robert L. - 2007
Persistent link: https://www.econbiz.de/10004884384
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Financial engineering and computation : principles, mathematics, algorithms
Lyuu, Yuh-Dauh - 2002
Persistent link: https://www.econbiz.de/10004775463
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Financial modeling using C++
Sengupta, Chandan - 2007
Persistent link: https://www.econbiz.de/10004893316
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Forecasting expected returns in the financial markets
Satchell, Stephen (contributor) - 2007 - 1. ed.
Persistent link: https://www.econbiz.de/10004894845
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Rating based modeling of credit risk : theory and application of migration matrices
Trück, Stefan; Račev, Svetlozar T. - 2009
Persistent link: https://www.econbiz.de/10004928319
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Operational risk toward Basel III : best practices and issues in modeling, management and regulation
Gregoriou, Greg N. (contributor) - 2009
Persistent link: https://www.econbiz.de/10004931688
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Frontiers in quantitative finance : volatility and credit risk modeling
Cont, Rama (contributor) - 2009
Persistent link: https://www.econbiz.de/10004926087
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Credit risk : pricing, measurement, and management
Duffie, Darrell; Singleton, Kenneth J. - 2003
Persistent link: https://www.econbiz.de/10001685614