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Libor Market Models with stochastic volatility and CMS spread option pricing
Lutz, Matthias - 2011
Persistent link: https://www.econbiz.de/10009375797
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Essays in mathematical finance : modeling the futures price
Blix, Magnus - 2004
Persistent link: https://www.econbiz.de/10002831728
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Exotische Zinsswaps : Bewertung, Hedging und Analyse
Bardenhewer, Martin Maria - 2000 - 1. Aufl
Persistent link: https://www.econbiz.de/10001506472
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Modellierung der Zinsstruktur in Deutschland
Dankenbring, Henning - 1999
Persistent link: https://www.econbiz.de/10001380567
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Real options valuation : the importance of interest rate modelling in theory and practice
Schulmerich, Marcus - 2005
Persistent link: https://www.econbiz.de/10013278105
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Pricing interest rate, dividend, and equity risk
Willems, Sander - 2019
Persistent link: https://www.econbiz.de/10012198741
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Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus - 2008
Persistent link: https://www.econbiz.de/10003571605
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Extended libor market models : derivatives pricing, implementation, and calibration
Zühlsdorff, Christian - 2002
Persistent link: https://www.econbiz.de/10001678903
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Essays about option valuation under stochastic interest rates
Wittke, Manuel (contributor) - 2011
Persistent link: https://www.econbiz.de/10009412416
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Die Bewertung von Convertible und Exchangeable Bonds bei stochastischer Zinsentwicklung
Wöster, Christoph - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002006130