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The journal of computational finance : JFC
London : Infopro Digital Risk; 1998-[?]: London : Risk Publ.; … - 1.1997/98 -
Persistent link: https://www.econbiz.de/10001706564
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Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens - 2000
Persistent link: https://www.econbiz.de/10001511077
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Experiments in Quantitative Finance
Gibbons, Joel - 2017 - 1st.
Persistent link: https://www.econbiz.de/10014499323
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Pricing models of volatility products and exotic variance derivatives
Kwok, Yue-Kuen; Zheng, Wendong - 2022 - First edition
1. Volatility Trading and Variance Derivatives. 1.1. Implied Volatility and Local Volatility. 1.2. Volatility Trading using Options. 1.3. Derivatives on Discrete Realized Variance. 1.4. Replication of Variance Swaps. 1.5. Practical Implementation of Replication: Finite Strikes and Discrete...
Persistent link: https://www.econbiz.de/10013460707
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Financial modelling and asset valuation with Excel
Helbæk, Morten. - 2013
Persistent link: https://www.econbiz.de/10014498454
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Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu; Jacobs, Kris; Orłowski, Piotr - In: The journal of finance : the journal of the American … 79 (2024) 3, pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668