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Die Korrelation bei Multi-Asset-Optionen
Schubert, Alexander - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004893402
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Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella (contributor) - 2007
Persistent link: https://www.econbiz.de/10004893606
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The concepts and practice of mathematical finance
Joshi, Mark S. - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10004922030
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Frontiers in quantitative finance : volatility and credit risk modeling
Cont, Rama (contributor) - 2009
Persistent link: https://www.econbiz.de/10004926087
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Pricing of bond options : unspanned stochastic volatility and random field models
Repplinger, Detlef - 2008
Persistent link: https://www.econbiz.de/10004936011
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Equity and index options explained
Beagles, W. A. - 2009
Persistent link: https://www.econbiz.de/10004939044
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An introduction to computational finance
U·gur, Ömür - 2009
Persistent link: https://www.econbiz.de/10008815624
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Numerische Methoden für hochdimensionale parabolische Gleichungen am Beispiel von Optionspreisaufgaben
Reisinger, Christoph - 2004
Persistent link: https://www.econbiz.de/10002734206
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Separate account management : an investment management strategy designed for high net worth individuals
Chambers, Larry; Ziesenheim, Ken; Trevisani, Peter - 2003
Persistent link: https://www.econbiz.de/10004727860