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Borke, Lukas - 2016

QuantNet is an integrated web-based environment consisting of different types of statistics-related documents and program codes. Its goal is creating reproducibility and offering a platform for sharing validated knowledge native to the social web. To increase the information retrieval (IR)...

Persistent link: https://www.econbiz.de/10012979114

Finanzderivate mit MATLAB® : mathematische Modellierung und numerische Simulation

Günther, Michael; Jüngel, Ansgar - 2010 - 2., überarb. und erw. Aufl.

Persistent link: https://www.econbiz.de/10003909742

Modellierung derivater Finanzinstrumente : Theorie und Implementierung

Schlüchtermann, Georg; Pilz, Stefan - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10008667230

The mathematics of derivatives securities with applications in MATLAB

Cerrato, Mario - 2012

Persistent link: https://www.econbiz.de/10009509273

Finanzderivate mit MATLAB : mathematische Modellierung und numerische Simulation

Günther, Michael; Jüngel, Ansgar - 2003 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001768648

Finanzderivate mit MATLAB® : Mathematische Modellierung und numerische Simulation

Günther, Michael - 2010 - 2., überarbeitete und erweiterte Auflage

vorgestellt, mit denen die entsprechenden Bewertungsgleichungen in der Programmierumgebung MATLAB gelöst werden können. In der …

Persistent link: https://www.econbiz.de/10013517186

Financial derivative and energy market valuation : theory and implementation in Matlab

Mastro, Michael A. - 2013

Persistent link: https://www.econbiz.de/10009732367

The Mathematics of Derivatives Securities with Applications in MATLAB.

Cerrato, Mario - 2012 - 1st ed.

Applications in MATLAB provides readers with an introduction to probability theory, stochastic calculus and stochastic processes … rates modelling. The book begins with an overview of MATLAB and the various components that will be used alongside it …Intro -- The Mathematics of Derivatives Securities with Applications in MATLAB -- Contents -- Preface -- 1 An …

Persistent link: https://www.econbiz.de/10012166475

Do Corporations Hedge or Speculate with Derivatives? A Regression Analysis of 31 Fortune 500 US Companies

Khalkhali, Mohsen - 2009

This paper addresses the public and regulatory discussions on whether firms use derivatives to reduce or increase risk. The investigation is carried out to see whether firms hedge or speculate with derivatives by using a regression quantitative analysis of a sample of 433 firm quarters of 31...

Persistent link: https://www.econbiz.de/10013160128

Profit and Loss Distributions on a Market of Single Futures Contract

Salov, Valerii - 2019

Profit and loss distributions of trading strategies with position limits and transactions costs are divided on industry gain and traders interest and determined for a single futures contract. Open interest and volume are expressed for a multiset of strategies with constraints. These strategies...

Persistent link: https://www.econbiz.de/10012896280