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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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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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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
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Stock returns : cyclicity, prediction and economic consequences
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Advanced mathematical methods for finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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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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Options : classic approaches to pricing and modelling
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Security market imperfections in worldwide equity markets
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
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Numerical methods in finance
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Numerical methods in finance : Bordeaux, June 2010
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Financial derivatives : pricing and risk management
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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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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Encyclopedia of economics research ; Vol. 2
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Handbook of the equity risk premium
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Nonlinear models in mathematical finance : new research trends in option pricing
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Risk management decisions and wealth management in financial economics
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Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
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Economics of emerging markets
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
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2
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
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International volatility arbitrage
Tosi, Adriano
- In:
Essays in systematic asset pricing
,
(pp. 19-89)
.
2019
Persistent link: https://www.econbiz.de/10012103506
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The timing of option returns
Tosi, Adriano
;
Ziegler, Alexandre
- In:
Essays in systematic asset pricing
,
(pp. 91-147)
.
2019
Persistent link: https://www.econbiz.de/10012103525
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Margin requirements and equity option returns
Hofmann, Michael
- In:
Frictions, intermediaries, and the option market
,
(pp. 7-50)
.
2019
Persistent link: https://www.econbiz.de/10012179109
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Stock illiquidity and option returns
Kanne, Stefan
- In:
Hedging frictions and option values
,
(pp. 34-69)
.
2018
Persistent link: https://www.econbiz.de/10012116936
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Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
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8
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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10
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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