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Stochastic processes with applications to finance
Kijima, Masaaki - 2003
Persistent link: https://www.econbiz.de/10004446940
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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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Managing credit risk with credit derivatives
Broll, Udo; Gilroy, Bernard Michael; Lukas, Elmar - 2005
Persistent link: https://www.econbiz.de/10004845304
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An introduction to credit derivatives
Choudhry, Moorad - 2013 - 2. Aufl.
Persistent link: https://www.econbiz.de/10009654995
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Understanding collateralized debt obligations : an application to credit risk transfer of emergi ng market sovereign issuers
Redondo, María Josefa - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004880370
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Advances in the pricing of collateralized debt obligations
Brommundt, Bernd Michael - 2009
Persistent link: https://www.econbiz.de/10004948269
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Monte Carlo : methodologies and applications for pricing and risk management
Dupire, Bruno (contributor) - 1998
Persistent link: https://www.econbiz.de/10004023087
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Numerical methods for stochastic processes
Bouleau, Nicolas; Lépingle, Dominique - 1994
Persistent link: https://www.econbiz.de/10004182323
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Credit default swap : Funktionsweise - Marktteilnehmer - Verhältnis zu Anleihen
Frisch, Christophe - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004933087