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Term structure dynamics in a monetary economy with learning
Ono, Sadayuki (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564787
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Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus - 2008
Persistent link: https://www.econbiz.de/10003571605
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Essays in financial economics
Lu, Yinqiu - 2005
Persistent link: https://www.econbiz.de/10003553447
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Die Cairns-Familie von Zinsstrukturmodellen: Kalibrierung, Analyse und Anwendungen im Risikomanagement
Lutz, Matthias - 2007
Persistent link: https://www.econbiz.de/10003561608
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Pricing swaptions and coupon bond options in affine term structure models
Schrager, David F.; Pelsser, Antoon André Jean - In: Mathematical finance : an international journal of … 16 (2006) 4, pp. 673-694
Persistent link: https://www.econbiz.de/10003394188
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A generalization of the formulas for options on the maximum or the minimum of several assets
Lindset, Snorre - In: The European journal of finance 12 (2006) 8, pp. 717-730
Persistent link: https://www.econbiz.de/10003396191
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Real options valuation : the importance of interest rate modelling in theory and practice
Schulmerich, Marcus - 2010 - 2. ed.
Persistent link: https://www.econbiz.de/10008652962
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Two problems in financial engineering
Chen, Nan - 2006
Persistent link: https://www.econbiz.de/10003965291
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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus - 2010 - 3., vollst. überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003856589
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Dynamic modelling of mean-reverting spreads for statistical arbitrage
Triantafyllopoulos, K.; Montana, G. - In: Computational Management Science : CMS 8 (2011) 1/2, pp. 23-49
Persistent link: https://www.econbiz.de/10008992079