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Rational hedging and valuation with utility-based preferences
Becherer, Dirk (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
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Optimal portfolios with bounded value-at-risk
Klüppelberg, Claudia; Korn, Ralf - 1998
Persistent link: https://www.econbiz.de/10000682685
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Optimal cash management for equity index tracking in the presence of fixed and proportional transaction costs
Buckley, I. R. C. - 1997
Persistent link: https://www.econbiz.de/10000960546
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Stochastic financial models
Kennedy, Douglas - 2010
Persistent link: https://www.econbiz.de/10003895191
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Monte Carlo methods and models in finance and insurance
Korn, Ralf; Korn, Elke; Kroisandt, Gerald - 2010
Persistent link: https://www.econbiz.de/10003895954
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Introduction to stochastic calculus applied to finance
Lamberton, Damien; Lapeyre, Bernard - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003427489
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Model risk : identification, measurement and management
Scheule, Harald (ed.) - 2010
Persistent link: https://www.econbiz.de/10003937889
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Financial modeling : [uses EXCEL]
Benninga, Simon - 2008 - 3. ed.
Persistent link: https://www.econbiz.de/10003583013
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Portfolios of real options
Brosch, Rainer - 2008
Persistent link: https://www.econbiz.de/10003687897
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Bond portfolio optimization
Puhle, Michael - 2008
Persistent link: https://www.econbiz.de/10003556428