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Futuros y opciones en la gestión de carteras
Martínez Abascal, Eduardo - 1993 - 1. ed
Persistent link: https://www.econbiz.de/10000872140
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Essays in portfolio theory
Kandel, Shmuel - 1983
Persistent link: https://www.econbiz.de/10000872791
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Three essays in asset pricing theories : a general equilibrium with incomplete asset markets approach
Oh, Gyutaeg - 1991
Persistent link: https://www.econbiz.de/10000873085
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Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger - 1993
Persistent link: https://www.econbiz.de/10000873425
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Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000874458
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Mean-reverting expected returns and seasonality in the contrarian investment strategy
Jones, Steven L. - 1988
Persistent link: https://www.econbiz.de/10000874844
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Two finite difference schemes for evaluation of contingent claims with three underlying state variables
Ekvall, Niklas - 1993
Persistent link: https://www.econbiz.de/10000875081
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A lattice approach for pricing of multivariate contingent claims
Ekvall, Niklas - 1993
Persistent link: https://www.econbiz.de/10000875082
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Intertemporal risk and prudcene premia
Burge, Graham - 1993
Persistent link: https://www.econbiz.de/10000875361
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Valutakurser og nominelle rentestrukturer
Sørensen, Carsten - 1993
Persistent link: https://www.econbiz.de/10000875449