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Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N. - 1999
Persistent link: https://www.econbiz.de/10001375629
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Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu - In: Journal of international money and finance 16 (1997) 2, pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
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Valuation of options on the maximum-minimum of multiple assets, discrete lookback options and equity-indexed annuities
Lin, X. Sheldon - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 95-114
Persistent link: https://www.econbiz.de/10001544326
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Veröffentlichung gesamtwirtschaftlicher Indikatoren und implizite Volatilität an den Swaption-Märkten
Fornari, Fabio - In: BIZ-Quartalsbericht (2004), pp. 87-96
Persistent link: https://www.econbiz.de/10002437576
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On the relative pricing of long maturity S&P 500 index options and CDX tranches
Collin-Dufresne, Pierre; Goldstein, Robert S.; Fan, Yang - 2010
"We investigate a structural model of market and firm-level dynamics in order to jointly price long-dated S&P 500 options and tranche spreads on the five-year CDX index. We demonstrate the importance of calibrating the model to match the entire term structure of CDX index spreads because it...
Persistent link: https://www.econbiz.de/10003937134
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Energy derivatives market dynamics
Bredin, Donal; Ó Ciagáin, Éamonn; Muckley, Cal B. - In: Energy economics and financial markets, (pp. 129-158). 2013
Persistent link: https://www.econbiz.de/10009693306
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Overnight information and stochastic volatility : a study of European and US stock exchanges
Tsiakas, Ilias - In: Journal of banking & finance 32 (2008) 2, pp. 251-268
Persistent link: https://www.econbiz.de/10003647204
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Evaluation and performance measurement of research and development : techniques and perspectives for multi-level analysis
Chiesa, Vittorio - 2009
This book develops and illustrates a comprehensive, multi-level framework for the evaluation of industrial R … which R&D evaluation and performance measurement could be undertaken. This enlightening book focuses on the single … addresses the R&D evaluation from the point of view of financial markets, with a focus on the relationships between R …
Persistent link: https://www.econbiz.de/10011851892
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Successes and failures in regulating and deregulating utilities : evidence from the UK, Europe and the USA
Robinson, Colin (contributor) - 2004
1. The failure of good intentions : the collapse of American telecommunications after six years of Deregulation -- 2. Road networks : efficiency, externalities and consumer choice -- 3. The Enterprise Act : pluses and minuses for competition policy -- 4. Ofcom and light touch regulation -- 5....
Persistent link: https://www.econbiz.de/10011851906
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Alcuni sviluppi nell'analisi degli effetti anticoncorrenziali delle concentrazioni
Mangàni, Andrea; Mariti, Paolo; Mori, Annalisa - In: L' Industria : rivista di economia e politica … 22 (2001) 2, pp. 277-311
Persistent link: https://www.econbiz.de/10001753035