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Option pricing theory
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14
Financial derivatives : pricing and risk management
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Advanced mathematical methods for finance
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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
10
Options : classic approaches to pricing and modelling
10
Valuation, financial modeling, and quantitative tools
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
Mathematical modeling and numerical methods in finance : special volume
8
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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
Advances in finance and stochastics : essays in honour of Dieter Sondermann
6
Applied quantitative finance
6
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
6
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
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
5
The handbook of fixed income securities
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
Essays on equity options
4
Executive compensation and shareholder value : theory and evidence
4
Forecasting volatility in the financial markets
4
Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993
4
Handbook of financial time series
4
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
4
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
4
Mathematical control theory and finance
4
New methods in fixed income modeling : fixed income modeling
4
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
4
The handbook of mortgage-backed securities
4
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3
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Bewertung und Einsatz von Finanzderivaten
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Computational methods in decision-making, economics and finance
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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ECONIS (ZBW)
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A valuation framework for selecting option strategies
Clarke, Roger G.
;
DeSilva, Harindra
;
McMurran, Greg M.
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2008
Persistent link: https://www.econbiz.de/10003765043
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Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J.
;
Kalotay, Andrew J.
;
Dorigan, Michael
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2008
Persistent link: https://www.econbiz.de/10003765587
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3
Introduction to the pricing of futures/forwards and options
Fabozzi, Frank J.
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2008
Persistent link: https://www.econbiz.de/10003765704
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4
Spark spread options when commodity prices are represented as time changed processes
Luciano, Elisa
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 129-151)
.
2008
Persistent link: https://www.econbiz.de/10003787696
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Option pricing
Kallsen, Jan
- In:
Handbook of financial time series
,
(pp. 599-613)
.
2009
Persistent link: https://www.econbiz.de/10003834189
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Commodity options
Alexander, Carol
;
Venkatramanan, Aanand
- In:
The handbook of commodity investing
,
(pp. 570-595)
.
2008
Persistent link: https://www.econbiz.de/10003795214
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7
The pricing of perpetual game put options and optimal boundaries
Suzuki, Atsuo
;
Sawaki, Katsushige
- In:
Recent advances in stochastic operations research : …
,
(pp. 175-187)
.
2007
Persistent link: https://www.econbiz.de/10003851638
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8
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 31-57)
.
2009
Persistent link: https://www.econbiz.de/10003867857
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9
Option pricing bounds and statistical uncertainty : using econometrics to find an exit strategy in derivatives trading
Mykland, Per A.
-
2010
Persistent link: https://www.econbiz.de/10003900766
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10
Option strategies
Mayhew, Stewart
- In:
Financial derivatives : pricing and risk management
,
(pp. 503-524)
.
2010
Persistent link: https://www.econbiz.de/10003920449
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