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Value-at-risk and market crashes
Hua, Philip; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582825
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Crash modelling, value at risk and optimal hedging
Hua, Philip; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582838
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The quantitative finance timeline
Wilmott, Paul - In: New directions in mathematical finance, (pp. 1-10). 2002
Persistent link: https://www.econbiz.de/10001736540
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Portfolio management with transaction costs : an asymptotic analysis of the Morton and Pliska model
Atkinson, Colin - In: Mathematical finance : an international journal of … 5 (1995) 4, pp. 357-367
Persistent link: https://www.econbiz.de/10001189276
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A new model for interest rates
Epstein, D. - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 195-226
Persistent link: https://www.econbiz.de/10001240158
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Hedging option portfolios in the presence of transaction costs
Hoggard, T. - In: Advances in futures and options research : a research annual 7 (1994), pp. 21-35
Persistent link: https://www.econbiz.de/10001193407
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A note on the pricing of index amortising rate swaps in a worst-case scenario
Epstein, D.; Wilmott, Paul - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 447-454
Persistent link: https://www.econbiz.de/10001687123
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Optimal portfolios under the threat of a crash
Korn, Ralf; Wilmott, Paul - In: International journal of theoretical and applied finance 5 (2002) 2, pp. 171-187
Persistent link: https://www.econbiz.de/10001662970