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Introduction to the pricing of futures/forwards and options
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765704
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Interest rate options and related products
Fabozzi, Frank J.; Mann, Steven V.; Choudhry, Moorad - 2008
Persistent link: https://www.econbiz.de/10003763595
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Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J.; Kalotay, Andrew J.; Dorigan, Michael - 2008
Persistent link: https://www.econbiz.de/10003765587
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Black-Scholes option pricing model
Račev, Svetlozar T.; Menn, Christian; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765707
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Valuing swaptions
Fabozzi, Frank J.; Buetow, Gerald W. - 2008
Persistent link: https://www.econbiz.de/10003765712
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Mathematics of finance
Peterson Drake, Pamela; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765807
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A new tempered stable distribution and its application to finance
Kim, Young Shin; Račev, Svetlozar T.; Bianchi, Michele … - In: Risk assessment : decisions in banking and finance, (pp. 77-109). 2008
Persistent link: https://www.econbiz.de/10003781614
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Barrier option pricing by branching processes
Mitov, Georgi K.; Račev, Svetlozar T.; Kim, Young Shin; … - In: International journal of theoretical and applied finance 12 (2009) 7, pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
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Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin; Račev, Svetlozar T.; Bianchi, Michele … - In: Journal of banking & finance 34 (2010) 9, pp. 2096-2109
Persistent link: https://www.econbiz.de/10008732109
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Black swans and white eagles : on mathematics and finance
Focardi, Sergio; Fabozzi, Frank J. - In: Mathematical methods of operations research 69 (2009) 3, pp. 379-394
Persistent link: https://www.econbiz.de/10003858250