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Stochastic processes with applications to finance
Kijima, Masaaki - 2003
Persistent link: https://www.econbiz.de/10004446940
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Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX index options market
Rieken, Sascha - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004601510
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Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing
Fischer, Matthias - In: Quantitative Finanzwirtschaft : Schriftenreihe zu …. 2002
Persistent link: https://www.econbiz.de/10004751183
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Die Ermittlung von Risikoprämien unter Berücksichtigung des banksystematischen Risikos
Guthoff, Anja - 2001
Persistent link: https://www.econbiz.de/10004697164
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Bankruptcy, credit risk, and high yield junk bonds
Altman, Edward I. - 2002
Persistent link: https://www.econbiz.de/10004748902
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Advances in credit risk modelling and corporate bankruptcy prediction
Jones, Stewart (contributor) - 2008
Persistent link: https://www.econbiz.de/10004917773
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Modellierung der Zeitstruktur von Ratingmigrationen : ein intensitätsbasierter Ansatz zu zeitdiskreten Ratingbeobachtungen
Vogl, Konstantin - 2008
Persistent link: https://www.econbiz.de/10004922191
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Chiarella, Carl (contributor) - 2010
Persistent link: https://www.econbiz.de/10008735263
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PDE and martingale methods in option pricing
Pascucci, Andrea - 2011
Persistent link: https://www.econbiz.de/10009386929
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Ansätze einer Theorie der Verursachung von Unternehmungsinsolvenzen
Weisel, Eckhard - 1982
Persistent link: https://www.econbiz.de/10009609125