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Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar
Avellaneda, Marco (contributor) - 1999
Persistent link: https://www.econbiz.de/10001700519
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Applications of Malliavin calculus to Monte Carlo methods in finance, [Teil 1]
Fournié, Éric (contributor) - In: Finance and stochastics 3 (1999) 4, pp. 391-412
Persistent link: https://www.econbiz.de/10001412112
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Paul Wilmott on quantitative finance
Wilmott, Paul - 2000
Persistent link: https://www.econbiz.de/10001425834
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Special issue: Quantitative methods in financial and insurance mathematics
2011
Persistent link: https://www.econbiz.de/10009575512
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A path integral approach to derivative security pricing, [Teil] 1, Formalism and analytical results
Bennati, Eleonora; Rosa-Clot, Marco; Taddei, Stefano - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 381-407
Persistent link: https://www.econbiz.de/10001438696
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Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo; Schwartz, Eduardo S. - In: Journal of energy finance & development 3 (1998) 1, pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
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A path integral approach to derivative security pricing, [Teil II, Numerical methods
Rosa-Clot, Marco; Taddei, Stefano - In: International journal of theoretical and applied finance 5 (2002) 2, pp. 123-146
Persistent link: https://www.econbiz.de/10001662965
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Market risk analysis
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003659391
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Applications of Malliavin calculus to Monte-Carlo methods in finance, [Teil] II
Fournié, Éric (contributor) - In: Finance and stochastics 5 (2001) 2, pp. 201-236
Persistent link: https://www.econbiz.de/10001571492
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Derivatives algorithms
Hyer, Tom - 2010
Persistent link: https://www.econbiz.de/10003961445