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Das systematische Risiko von Obligationen : e. Unters. für d. Schweiz
Stalder, Marco - 1988
Persistent link: https://www.econbiz.de/10000749867
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Generalized put-call parity
Babbel, David F.; Eisenberg, Laurence K. - 1991
Persistent link: https://www.econbiz.de/10000826231
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Applied mathematical finance
Abingdon : Routledge, Taylor & Francis Group; -1997: …; … - 1.1994 -
Persistent link: https://www.econbiz.de/10000547907
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Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen - 1998
Persistent link: https://www.econbiz.de/10000628948
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La speculazione su futures e options : strumenti evoluti alla portata di tutti
Milanesi, Andrea - 1997
Persistent link: https://www.econbiz.de/10000167827
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Option trading
Merrifield, Lewis B. (contributor) - 1974
Persistent link: https://www.econbiz.de/10000534207
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Optionen und Futures verstehen : Grundlagen und neuere Entwicklungen
Uszczapowski, Igor - 1995 - 3., erw. Aufl., Stand: 1.1.1995, Orig.-Ausg.
Persistent link: https://www.econbiz.de/10000541168
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Currency derivatives : pricing theory, exotic options, and hedging applications
DeRosa, David F. (ed.) - 1998
Persistent link: https://www.econbiz.de/10000653853
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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272