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Credit default swap : Funktionsweise - Marktteilnehmer - Verhältnis zu Anleihen
Frisch, Christophe - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004933087
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Futures-Optionen : praxisbezogene Implementierung ausgewählter Strategien mit Futures-Optionen
Lesny, Thomas - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004372698
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Real options in theory and practice
Guthrie, Graeme A. - 2009
Persistent link: https://www.econbiz.de/10004942457
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Real options valuation : the importance of interest rate modelling in theory and practice
Schulmerich, Marcus - 2005
Persistent link: https://www.econbiz.de/10004886048
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Real options valuation : the importance of interest rate modelling in theory and practice
Schulmerich, Marcus - 2010 - 2. ed.
Persistent link: https://www.econbiz.de/10009528189
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Commodity derivatives : markets and applications
Schofield, Neil C. - 2007
Persistent link: https://www.econbiz.de/10004895441
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An empirical comparison of alternative stochastic volatility models
Belledin, Michael; Schlag, Christian - 1999 - Current version: June 1, 1999
Persistent link: https://www.econbiz.de/10004001222
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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10004299305
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Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004305654
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Volatility and correlation : in the pricing of equity, FX and interest rate options
Rebonato, Riccardo - 1999
Persistent link: https://www.econbiz.de/10004599959