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Modélisation du prix des actifs financiers
Jondeau, Eric; Nicolaï, Jean-Paul - 1993
Persistent link: https://www.econbiz.de/10000871284
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Terminhandel : Entstehung, Entwicklung und Praxis : [die Welt der Futures und options]
Dreesbach, Stefan - 1994
Persistent link: https://www.econbiz.de/10000412279
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Financial reporting of derivatives in banks : disclosure conventions in Germany, Great Britain and the USA
Ammon, Norbert - 1996
Persistent link: https://www.econbiz.de/10000597047
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Supermoney
Smith, Adam - 1972 - 1. ed
Persistent link: https://www.econbiz.de/10000534191
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Implied risk-neutral probability density functions from option prices : theory and application
Bahra, Bhupinder - 1997
Persistent link: https://www.econbiz.de/10000654569
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Derivatives usage in risk management by U.S. and German non-financial firms : a comparative survey
Bodnar, Gordon M.; Gebhardt, Günther - 1998
Persistent link: https://www.econbiz.de/10000674343
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Derivatives usage in risk management by US and German non-financial firms : a comparative survey
Bodnar, Gordon M. (contributor);  … - 1998 - 1. draft
Persistent link: https://www.econbiz.de/10003732293
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Do lead-lag effects affect derivative pricing?
Korn, Olaf; Uhrig-Homburg, Marliese - In: The journal of derivatives : the official publication … 15 (2007) 1, pp. 34-51
Persistent link: https://www.econbiz.de/10003611417