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Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd - 2002
Persistent link: https://www.econbiz.de/10001632772
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Credit risk pricing models : theory and practice
Schmid, Bernd - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001786486
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Worst-Case-Analysen des Ausfallrisikos von Finanzderivaten unter Berücksichtigung von Markteinflüssen
Barth, Jörn - 2000
Persistent link: https://www.econbiz.de/10013432848
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Applied mathematical finance
Abingdon : Routledge, Taylor & Francis Group; -1997: …; … - 1.1994 -
Persistent link: https://www.econbiz.de/10000547907
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Hedging of non-redundant contingent claims
Föllmer, Hans; Sondermann, Dieter - 1985
Persistent link: https://www.econbiz.de/10000419745
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Arithmetic-Average-Price-Optionen : Bewertungsverfahren und Simulationsstudie
Reimer, Matthias - 1993
Persistent link: https://www.econbiz.de/10000347817
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Secondary market prices and Mexico's Brady deal
Claessens, Stijn; Wijnbergen, Sweder van - 1993
Persistent link: https://www.econbiz.de/10000122522
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Options, futures, and other derivative securities
Hull, John - 1989
Persistent link: https://www.econbiz.de/10000083643
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American option pricing
Løchte Jørgensen, Peter - 1994
Persistent link: https://www.econbiz.de/10000898807
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Essays on contingent claims pricing
Rindell, Krister - 1994
Persistent link: https://www.econbiz.de/10000900095