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Value-at-Risk and Market Crash...
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CrashMetrics
Hua, Philip
;
Wilmott, Paul
- In:
New directions in mathematical finance
,
(pp. 153-167)
.
2002
Persistent link: https://www.econbiz.de/10001736571
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2
The end-of-the-year bonus : how to optimally reward a trader?
Ahn, Hyungsok
;
Dewynne, Jeff N.
;
Hua, Philip
;
Penaud, Antony
- In:
International journal of theoretical and applied finance
5
(
2002
)
3
,
pp. 279-306
Persistent link: https://www.econbiz.de/10001674217
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3
Modelling market crashes : the worst-case scenario
Hua, Philip
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582824
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4
Value-at-risk and market crashes
Hua, Philip
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582825
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5
Crash modelling, value at risk and optimal hedging
Hua, Philip
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582838
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6
Derivatives : the theory and practice of financial engineering
Wilmott, Paul
-
1998
Persistent link: https://www.econbiz.de/10000656983
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7
The quantitative finance timeline
Wilmott, Paul
- In:
New directions in mathematical finance
,
(pp. 1-10)
.
2002
Persistent link: https://www.econbiz.de/10001736540
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8
Uncertainty versus randomness : minimizing model dependence
Wilmott, Paul
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 493-500
Persistent link: https://www.econbiz.de/10001523034
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9
Frequently asked questions in quantitative finance : including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry list...
Wilmott, Paul
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003840784
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10
Frequently asked questions in quantitative finance : including key models, important formulæ, common contracts, a history of quantitative finance, sundry lists, brainteasers and mo...
Wilmott, Paul
-
2007
Persistent link: https://www.econbiz.de/10003357542
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