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Journal of financial management and analysis : international review of finance

Om Sai Ram Centre for Financial Management Research <Bombay>; … - Mumbai : [Verlag nicht ermittelbar]; anfangs: Bombay - Vol. 1 (1988)-vol. 31 (2018/2019) ; damit Erscheinen …

Persistent link: https://www.econbiz.de/10000496925

Unscharfe Zahlen in der Finanzwirtschaft : Fuzzy Sets zur Erfassung von Unsicherheit

Jenßen, Arne - 1999 - 1. Aufl.

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New operational approaches for financial modelling

Zopounidis, Constantin (ed.) - 1997

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Pricing of bond options : unspanned stochastic volatility and random field models

Repplinger, Detlef - 2008

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Financial markets : stochastic analysis and the pricing of derivative securities

Mel¤nikov, Aleksandr V. - 1999

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Pricing of Bond Options : Unspanned Stochastic Volatility and Random Field Models

Repplinger, Detlef (contributor); Fandel, G. (contributor); … - 2008

A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) and options on coupon bearing bonds (e.g. swaptions) are linked by no-arbitrage relations through the correlation structure of...