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Financial derivatives : pricing and risk management
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Interest rate futures : concepts and issues
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Applied quantitative finance
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Valuation, financial modeling, and quantitative tools
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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The credit derivatives handbook : global perspectives, innovations, and market drivers
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Research in financial derivatives : commodity, equity, currency, interest rate
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Macroeconomic volatility, institutions and financial architectures : the developing world experience
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Advanced mathematical methods for finance
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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Numerical methods in finance
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Options : classic approaches to pricing and modelling
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Agricultural markets instability : revisiting the recent food crises
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
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Managing economic volatility and crises : a practitioner's guide
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Numerical methods in finance : Bordeaux, June 2010
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Handbook of financial markets : securities, options and futures
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Issues in derivative instruments
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ECONIS (ZBW)
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1
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
2
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
3
Exotic option, stochastic
volatility
and incentive scheme
Tang, J.
;
Yau, S. S.-T.
- In:
Computational finance and its applications II : [Second …
,
(pp. 183-192)
.
2006
Persistent link: https://www.econbiz.de/10003410142
Saved in:
4
Managing derivatives in the presence of a smile effect and incomplete information
Bellalah, Mondher
- In:
Risk management and value : valuation and asset price
,
(pp. 1-10)
.
2008
Persistent link: https://www.econbiz.de/10003686148
Saved in:
5
The dynamics of implied
volatility
surfaces
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Decision making : recent developments and worldwide …
,
(pp. 197-211)
.
2010
Persistent link: https://www.econbiz.de/10009152462
Saved in:
6
Computational methods for derivatives with early exercise features
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2014
Persistent link: https://www.econbiz.de/10010366999
Saved in:
7
Variance and
volatility
swaps and futures pricing for stochastic
volatility
models
Sviščuk, Anatolij
;
Wang, Zijia
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 95-121)
.
2019
Persistent link: https://www.econbiz.de/10012249105
Saved in:
8
Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
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9
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
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10
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied
volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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