Narrow search
Showing 1 - 10 of 658,884
Cover Image
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank - 1997
Persistent link: https://www.econbiz.de/10000959293
Cover Image
Essays in term structure and credit spread models
Fan, Rong - 2002
Persistent link: https://www.econbiz.de/10003776097
Cover Image
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
Cover Image
Interest rate swaps and their derivatives : a practitioner's guide
Sadr, Amir - 2009
Persistent link: https://www.econbiz.de/10003809776
Cover Image
Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H.; Kiesel, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10008729669
Cover Image
Valuation of derivatives based on single-factor interest rate models
Sorwar, Ghulam; Barone-Adesi, Giovanni; Allegretto, Walter - In: Global finance journal 18 (2007) 2, pp. 251-269
Persistent link: https://www.econbiz.de/10003704514
Cover Image
Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus - 2008
Persistent link: https://www.econbiz.de/10003571605
Cover Image
Volatility as an asset class : obvious benefits and hidden risks
Jabłecki, Juliusz; Kokoszczyński, Ryszard; Sakowski, … - 2015 - 1. ed.
Introduction -- Volatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no options at all -- Volatility derivatives in portfolio optimization -- Benefits of using volatility futures in investment strategies -- Predictive properties of the volatility term...
Persistent link: https://www.econbiz.de/10010528411
Cover Image
Analytical and numerical methods for pricing financial derivatives
Sevcovic, Daniel; Stehlíková, Beáta; Mikula, Karol - 2011
Persistent link: https://www.econbiz.de/10009513017