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An introduction to derivatives and risk management
Chance, Don M. - 2004 - 6. ed., internat. student ed.
Persistent link: https://www.econbiz.de/10001786590
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Applied derivatives : options, futures, and swaps
Rendleman, Richard J. - 2002
Persistent link: https://www.econbiz.de/10001626310
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Bayesian forecasting of options prices : a natural framework for pooling historical and implied volatility information
Darsinos, Theofanis (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001626634
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Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo; Timmermann, Allan - 2001
Persistent link: https://www.econbiz.de/10001629123
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The analysis of implied volatilites
Fengler, Matthias R.; Härdle, Wolfgang; Schmidt, Peter - 2001
Persistent link: https://www.econbiz.de/10001631320
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Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna; Lhabitant, François-Serge; Talay, Denis - 1998
Persistent link: https://www.econbiz.de/10000168118
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Mathematics of financial markets
Elliott, Robert J.; Kopp, Peter E. - 1999
Persistent link: https://www.econbiz.de/10000663279
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
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Pricing kernels and dynamic portfolios
Henrotte, Philippe - 2002
Persistent link: https://www.econbiz.de/10001733418