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Introduction to option pricing...
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Option pricing theory
527
Optionspreistheorie
527
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224
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93
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93
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4
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Fusai, Gianluca
4
Keber, Christian
4
Levin, Alexander
4
Merton, Robert C.
4
Samuelson, Paul Anthony
4
Tankov, Peter
4
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3
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3
Gray, Dale
3
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3
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3
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3
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3
Meyer, Gunter H.
3
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3
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3
Skiadopoulos, George
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2
Brigo, Damiano
2
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Advanced mathematical methods for finance
10
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
10
Options : classic approaches to pricing and modelling
10
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
9
Numerical methods in finance
9
Numerical methods in finance : Bordeaux, June 2010
9
Valuation, financial modeling, and quantitative tools
9
Financial derivatives : pricing and risk management
8
Mathematical modeling and numerical methods in finance : special volume
8
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
7
Financial engineering
7
Nonlinear models in mathematical finance : new research trends in option pricing
7
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
7
Applied quantitative finance
6
Advances in finance and stochastics : essays in honour of Dieter Sondermann
5
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advances of OR in commodities and financial modeling
4
Application of operations research to financial markets
4
Empirical research on the German capital market : with 60 tables
4
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
4
Handbook of financial time series
4
New methods in fixed income modeling : fixed income modeling
4
The handbook of fixed income securities
4
The handbook of mortgage-backed securities
4
Advances in financial risk management : corporates, intermediaries and portfolios
3
Aspects of mathematical finance
3
Computational methods in financial engineering : essays in honour of Manfred Gilli
3
Credit risk : models, derivatives, and management
3
Energy, natural resources and environmental economics
3
Essays on equity options
3
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
3
Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
3
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
3
Hedging frictions and option values
3
Indifference pricing : theory and applications
3
Inflation ohne Ende : wer verliert, wer gewinnt?
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Investment management and financial management
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ECONIS (ZBW)
532
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1
Fast and flexible libor model pricing : two-stage Monte Carlo and on-the-fly payoff processing
Auer, M.
;
Biffl, S.
- In:
Computational finance and its applications III : …
,
(pp. 23-31)
.
2008
Persistent link: https://www.econbiz.de/10003713242
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Derivative pricing as a business grid application using NextGRID technology
Basermann, A.
;
Kohring, G. A.
;
Neff, C.
- In:
Computational finance and its applications III : …
,
(pp. 53-62)
.
2008
Persistent link: https://www.econbiz.de/10003713255
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3
Valuation of swing options with supplier flexibility : switching and recall features ; a methodology note
Persad, S.
- In:
Computational finance and its applications III : …
,
(pp. 63-70)
.
2008
Persistent link: https://www.econbiz.de/10003713263
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4
A neural network approach to option pricing
Mostafa, F.
;
Dillon, Tharam
- In:
Computational finance and its applications III : …
,
(pp. 71-85)
.
2008
Persistent link: https://www.econbiz.de/10003713268
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5
A Green's function-based iterative approach to the pricing of American options
Melnikov, M. Y.
- In:
Computational finance and its applications III : …
,
(pp. 87-96)
.
2008
Persistent link: https://www.econbiz.de/10003713271
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Pricing CDX credit default swaps using the Hull-White model
Hofberger, Bastian
;
Wagner, Niklas
- In:
Credit risk : models, derivatives, and management
,
(pp. 197-208)
.
2008
Persistent link: https://www.econbiz.de/10003718475
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7
CDS options through candidate market models and the CDS-calibrated CIR++ stochastic intensity model
Brigo, Damiano
- In:
Credit risk : models, derivatives, and management
,
(pp. 393-425)
.
2008
Persistent link: https://www.econbiz.de/10003718585
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8
Numerical pricing of collateral debt obligations : a Monte Carlo approach
Moreno, Manuel
;
Serrano, Pedro
- In:
Credit risk : models, derivatives, and management
,
(pp. 527-549)
.
2008
Persistent link: https://www.econbiz.de/10003718596
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9
Long-term capital management : a sociological essay
MacKenzie, Donald A.
- In:
Facts and figures : economic representations and practices
,
(pp. 277-287)
.
2000
Persistent link: https://www.econbiz.de/10003640208
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10
Univariate credit risk pricing
Servigny, Arnaud de
;
Henrotte, Philippe
- In:
The handbook of structured finance
,
(pp. 91-135)
.
2007
Persistent link: https://www.econbiz.de/10003727132
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