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Stochastic-Volatility Gaussian...
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ECONIS (ZBW)
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1
Interest rate modeling : theory and practice
Wu, Lixin
-
2009
Persistent link: https://www.econbiz.de/10003804106
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2
Financial market rates and flows
Van Horne, James C.
-
2001
-
6. ed.
Persistent link: https://www.econbiz.de/10001433286
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3
Interest rates : principles and applications
Smith, Stephen D.
-
1993
Persistent link: https://www.econbiz.de/10013467326
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4
Volatility : new estimation techniques for pricing derivatives
Jarrow, Robert A.
(
ed.
)
-
1998
Persistent link: https://www.econbiz.de/10000665248
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5
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
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6
Analytically tractable stochastic stock price models
Gulisashvili, Archil
-
2012
Persistent link: https://www.econbiz.de/10009623216
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7
Fundamentals and advanced techniques in derivatives hedging
Bouchard, Bruno
;
Chassagneux, Jean-François
-
2016
Persistent link: https://www.econbiz.de/10011531565
Saved in:
8
Time series econometrics
Neusser, Klaus
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2016
Persistent link: https://www.econbiz.de/10011485298
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9
Asset price dynamics, volatility, and prediction
Taylor, Stephen J.
;
Taylor, Stephen
-
2005
Persistent link: https://www.econbiz.de/10002746484
Saved in:
10
Nonlinear time series models in empirical finance
Franses, Philip Hans
;
Dijk, Dick van
-
2000
-
1. publ.
Persistent link: https://www.econbiz.de/10001484071
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