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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/10004599959

Advanced option pricing models : an empirical approach to valuing options

Katz, Jeffrey - 2005

Persistent link: https://www.econbiz.de/10004824983

Volatility and correlation : The perfect hedger and the fox

Rebonato, Riccardo - 2004 - 2. ed.

Persistent link: https://www.econbiz.de/10004797361

Extended libor market models : derivatives pricing, implementation, and calibration

Zühlsdorff, Christian - 2002

Persistent link: https://www.econbiz.de/10004751672

Stochastic models and option values : applications to resources, environment and investment problems; [Papers presented at a conference organized by the Centre for Applied Research...

Lund, Diderik (ed.); Øksendal, Bernt Karsten (contributor) - 1991

Persistent link: https://www.econbiz.de/10013336845

Applied conic finance

Madan, Dilip B.; Schoutens, Wim - 2016

"This is a comprehensive introduction to the brand new theory of conic finance, also referred to as the two-price theory, which determines bid and ask prices in a consistent and fundamentally motivated manner. Whilst theories of one price classically eliminate all risk, the concept of acceptable...