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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/10001376705
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Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik - 1997
Persistent link: https://www.econbiz.de/10000649190
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Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus - 2008
Persistent link: https://www.econbiz.de/10003571605
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Quantum finance : path integrals and Hamiltonians for options and interest rates
Baaquie, Belal E. - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10001981951
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Robust libor modelling and pricing of derivative products
Schoenmakers, John - 2005
Persistent link: https://www.econbiz.de/10001984160
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Konversionsfaktoren für Future-Kontrakte auf ausfallrisikobehaftete Anleihen
Düllmann, Klaus - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001700889
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Die Mathematik von Zinsinstrumenten : Preise, Kennzahlen, Risikomanagement und Anwendungen von (derivativen) Zinsinstrumenten in der modernen Investmentpraxis
Biermann, Bernd - 2002 - 2., überarb. Aufl.
Persistent link: https://www.econbiz.de/10001659849
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Zinsderivate : Modelle und Bewertung
Branger, Nicole; Schlag, Christian - 2004
Persistent link: https://www.econbiz.de/10001950067
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Exotische Zinsswaps : Bewertung, Hedging und Analyse
Bardenhewer, Martin Maria - 2000 - 1. Aufl
Persistent link: https://www.econbiz.de/10001506472
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Aspects of term structure modelling : implementation and default risk
Schlögl, Lutz - 2001
Persistent link: https://www.econbiz.de/10001576732