Narrow search
Showing 1 - 7 of 7
Cover Image
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
Cover Image
Analytically tractable stochastic stock price models
Gulisashvili, Archil - 2012
Persistent link: https://www.econbiz.de/10009623216
Cover Image
Asset price dynamics, volatility, and prediction
Taylor, Stephen J.; Taylor, Stephen - 2005
Persistent link: https://www.econbiz.de/10002746484
Cover Image
Discrete time series, processes, and applications in finance
Zumbach, Gilles O. - 2013
applications used in many areas like risk evaluation, option pricing or portfolio construction. The statistical tools used to …
Persistent link: https://www.econbiz.de/10009634376
Cover Image
Derivate im Portfoliomanagement
Bossert, Thomas - 2017
Persistent link: https://www.econbiz.de/10011648924
Cover Image
Fitting local volatility : analytic and numerical approaches in Black-Scholes and local variance gamma models
Itkin, Andrey - 2020
mathematical finance including that of building a no-arbitrage local/implied volatility surface and calibrating it to the option …
Persistent link: https://www.econbiz.de/10012199721
Cover Image
The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools
Larcher, Gerhard - 2023
Volatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options, American options, path-dependent options, multi-asset options) -- Fundamentals: stochastic analysis and applications, interest rate dynamics, and basic principles of pricing...
Persistent link: https://www.econbiz.de/10014239929