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Fundamentals of futures and op...
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Derivat
47
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47
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46
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46
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42
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39
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38
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30
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Hull, John
173
White, Alan
70
Mader, Wolfgang
8
Wagner, Marc
8
Predescu, Mirela
5
Suo, Wulin
5
Cao, Jay
4
Chen, Jacky
4
Steiner, Manfred
4
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3
Alexander, Bill
2
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The journal of derivatives : the official publication of the International Association of Financial Engineers
22
Always learning
9
wi - Wirtschaft
8
Financial analysts' journal : FAJ
7
Journal of financial and quantitative analysis : JFQA
7
Risk : managing risk in the world's financial markets
7
Journal of Financial and Quantitative Analysis
5
Journal of investment management : JOIM
5
Journal of banking & finance
4
Rotman School of Management working paper / University of Toronto Rotman School of Management
4
The journal of credit risk : published quarterly by Incisive Media
4
Wiley finance series
4
Journal of risk management in financial institutions
3
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3
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3
Advances in futures and options research : a research annual
2
Financial markets and asset pricing
2
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2
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
2
Journal of Banking & Finance
2
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1
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1
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1
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1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Options : classic approaches to pricing and modelling
1
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1
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1
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Public reporting of corporate financial forecasts : proceedings of conference sponsored by the Center for Advanced Study in Accounting and Information Systems, Graduate School of Management, Northwestern University
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61
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
Saved in:
62
An analysis of the bias in option pricing caused by a stochastic volatility
Hull, John
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 29-61
Persistent link: https://www.econbiz.de/10001081739
Saved in:
63
Valuing derivative securities using the explicit finite difference method
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10001082512
Saved in:
64
The use of the control variate technique in option pricing
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
3
,
pp. 237-251
Persistent link: https://www.econbiz.de/10001056078
Saved in:
65
Options, futures & other derivatives
Hull, John
-
2000
-
4. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001388329
Saved in:
66
A methodology for assessing model risk and its application to the implied volatility function model
Hull, John
(
contributor
);
Suo, Wulin
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001681228
Saved in:
67
The valuation of credit default swap options
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
Saved in:
68
The pricing of options on assets with stochastic volatilities
Hull, John
;
White, Alan
- In:
Options : classic approaches to pricing and modelling
,
(pp. 323-344)
.
1999
Persistent link: https://www.econbiz.de/10001772463
Saved in:
69
Hedging the risks from writing foreign currency options
Hull, John
- In:
Journal of international money and finance
6
(
1987
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10001043751
Saved in:
70
Optionen, Futures und andere Derivate ; Übungsbuch
Hull, John
-
2023
-
11., aktualisierte Auflage
Persistent link: https://www.econbiz.de/10012796068
Saved in:
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