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Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.; Schwartz, Adam - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
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Dealers, futures markets and the cost of capital
Stein, Jerome L. - 1985 - Rev
Persistent link: https://www.econbiz.de/10002834247
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Efficient derivative pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10002771895
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Modeling and valuation of credit risk
Bielecki, Tomasz R.; Jeanblanc, Monique; Rutkowski, Marek - In: Stochastic methods in finance : lectures given at the …, (pp. 27-126). 2004
Persistent link: https://www.econbiz.de/10002526431
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Fundamentals of futures and options markets
Hull, John - 2005 - 5. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001981944
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Pricing derivatives : the financial concepts underlying the mathematics of pricing derivatives
Sengupta, Ambar - 2005
Persistent link: https://www.econbiz.de/10002467380
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Default risk in bond and credit derivatives markets
Benkert, Christoph - 2004
Due to the scarcity of reliable data, the existing literature on default risk still displays an imbalance between theoretical and empirical contributions. Consequently, the focus of this book is on empirical work. Within an intensity based modelling framework a broad range of promising...
Persistent link: https://www.econbiz.de/10002146228
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Pricing futures and portfolio applications
Fabozzi, Frank J.; Pitts, Mark; Collins, Bruce M. - In: The handbook of fixed income securities, (pp. 1187-1200). 2005
Persistent link: https://www.econbiz.de/10003055273
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Implied kernel models
Weigel, Peter - In: International journal of theoretical and applied finance 8 (2005) 5, pp. 575-601
Persistent link: https://www.econbiz.de/10003058621
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Binomial models in finance : with 25 tables
Hoek, John van der; Elliott, Robert J. - 2006
Persistent link: https://www.econbiz.de/10002734174