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Understanding and managing interest rate risks
Chen, Ren-Raw - 1996
Persistent link: https://www.econbiz.de/10000620475
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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000646551
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US lodging firms' exposure to energy price risk
Lee, Seul Ki; Jang, Soocheong - In: Tourism economics : the business and finance of tourism … 21 (2015) 5, pp. 1095-1102
Persistent link: https://www.econbiz.de/10011416437
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A general methodology to price and hedge derivatives in incomplete markets
Aurell, Erik (contributor) - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001488345
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Derivate, Arbitrage und Portfolio-Selection : stochastische Finanzmarktmodelle und ihre Anwendungen
Hausmann, Wilfried; Diener, Kathrin; Käsler, Joachim - 2002 - 1. Auflage
Persistent link: https://www.econbiz.de/10014012257
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A direct approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1998
Persistent link: https://www.econbiz.de/10000671238
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Arbitrage pricing of credit derivatives
Ho, Siu Lam; Wu, Lixin - In: Credit risk : models, derivatives, and management, (pp. 427-455). 2008
Persistent link: https://www.econbiz.de/10003718589
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An arbitrage perspective of the purpose and structure of financial markets
Dubil, Robert - 2008
Persistent link: https://www.econbiz.de/10003763467
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Fixed income securities : valuation, risk, and risk management
Veronesi, Pietro - 2010
Persistent link: https://www.econbiz.de/10003885625
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Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl; Chege Maina, Samuel; Nikitopoulos, … - 2010
Persistent link: https://www.econbiz.de/10008663092