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Finance with Monte Carlo
Shonkwiler, Ronald W. - 2013
Persistent link: https://www.econbiz.de/10013548401
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Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard; Bruti-Liberati, Nicola - 2010 - 1. ed.
Persistent link: https://www.econbiz.de/10003934874
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Optionsbewertung und Portfolio-Optimierung : moderne Methoden der Finanzmathematik
Korn, Ralf; Korn, Elke - 2001 - 2., verb. Aufl.
Persistent link: https://www.econbiz.de/10001609980
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Financial engineering and computation : principles, mathematics, algorithms
Lyuu, Yuh-Dauh - 2002 - 1. publ.
Persistent link: https://www.econbiz.de/10001571910
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Financial modelling with jump processes
Cont, Rama; Tankov, Peter - 2004
Persistent link: https://www.econbiz.de/10001790344
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Portfolios of real options
Brosch, Rainer - 2008
Persistent link: https://www.econbiz.de/10003687897
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Introduction to stochastic calculus applied to finance
Lamberton, Damien; Lapeyre, Bernard - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003427489
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Actuarial models : the mathematics of insurance
Rotar, Vladimir I. - 2007
Persistent link: https://www.econbiz.de/10003335429
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Non-life insurance mathematics : an introduction with the Poisson process
Mikosch, Thomas - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003779944
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Market-conform valuation of options
Herwig, Tobias - 2006
Persistent link: https://www.econbiz.de/10003204143