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Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - 2000
Persistent link: https://www.econbiz.de/10001464269
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The new interest rate models
Hughston, Lane P. (ed.) - 2000
Persistent link: https://www.econbiz.de/10001522106
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Financial markets : stochastic analysis and the pricing of derivative securites
Mel'nikov, Aleksandr V.; Melʹnikov, Aleksandr V. - 1999
Persistent link: https://www.econbiz.de/10001354137
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Interest rate modelling
James, Jessica; Webber, Nick - 2000
Persistent link: https://www.econbiz.de/10001354952
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An introduction to mathematical finance : options and other topics
Ross, Sheldon M. - 1999 - 1. publ.
Persistent link: https://www.econbiz.de/10001391962
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Modelling financial derivatives with Mathematica : mathematical models and benchmark algorithms
Shaw, William T. - 1999 - 1. publ., repr.
Persistent link: https://www.econbiz.de/10001407312
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Volatility and correlation in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo - 1999
Persistent link: https://www.econbiz.de/10001376705
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Extended libor market models : derivatives pricing, implementation, and calibration
Zühlsdorff, Christian - 2002
Persistent link: https://www.econbiz.de/10001678903
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The mathematics of financial derivatives : a student introduction
Wilmott, Paul; Howison, Sam; Dewynne, Jeff - 2009 - 15. print.
Persistent link: https://www.econbiz.de/10009536272