Narrow search
Showing 1 - 10 of 30
Cover Image
The end-of-the-year bonus : how to optimally reward a trader?
Ahn, Hyungsok; Dewynne, Jeff N.; Hua, Philip; Penaud, Antony - In: International journal of theoretical and applied finance 5 (2002) 3, pp. 279-306
Persistent link: https://www.econbiz.de/10001674217
Cover Image
Modelling market crashes : the worst-case scenario
Hua, Philip; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582824
Cover Image
Value-at-risk and market crashes
Hua, Philip; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582825
Cover Image
Crash modelling, value at risk and optimal hedging
Hua, Philip; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582838
Cover Image
Derivatives : the theory and practice of financial engineering
Wilmott, Paul - 1998
Persistent link: https://www.econbiz.de/10000656983
Cover Image
Uncertainty versus randomness : minimizing model dependence
Wilmott, Paul - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 493-500
Persistent link: https://www.econbiz.de/10001523034
Cover Image
Option prices and subjective beliefs
Korn, Ralf; Wilmott, Paul - 1996
Persistent link: https://www.econbiz.de/10000954693
Cover Image
Option pricing : mathematical models and computation
Wilmott, Paul; Dewynne, Jeff N.; Howison, Sam - 1995 - Reprinted with corr
Persistent link: https://www.econbiz.de/10000924059
Cover Image
An asymptotic analysis of an optimal hedging model for option pricing with transaction costs
Whalley, A. E. - In: Mathematical finance : an international journal of … 7 (1997) 3, pp. 307-324
Persistent link: https://www.econbiz.de/10001224009
Cover Image
Asian options as linear complementarity problems : analysis and finite-difference solutions
Dewynne, Jeff N. - In: Advances in futures and options research : a research annual 8 (1995), pp. 145-173
Persistent link: https://www.econbiz.de/10001211297