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Modelling financial derivatives with Mathematica : mathematical models and benchmark algorithms
Shaw, William T. - 1998
Persistent link: https://www.econbiz.de/10004379902
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An introduction to the mathematics of financial derivatives
Neftci, Salih N. - 2000 - 2. ed.
Persistent link: https://www.econbiz.de/10004593318
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Die Mathematik von Zinsinstrumenten : Preise, Kennzahlen, Risikomanagement und Anwendungen von (derivativen) Zinsinstrumenten in der modernen Investmentpraxis
Biermann, Bernd - 2002 - 2., überarb. Aufl.
Persistent link: https://www.econbiz.de/10004749144
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Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph - 1995 - 2., überarb. und erg. Aufl.
Persistent link: https://www.econbiz.de/10013417816
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The mathematics of finance : modeling and hedging
Stampfli, Joseph G.; Goodman, Victor - 2001
Persistent link: https://www.econbiz.de/10013500242
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Credit risk valuation : methods, models, and applications
Ammann, Manuel - 2001 - 2. ed., corr. 2. print.
Persistent link: https://www.econbiz.de/10014274314
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Pricing Interest-Rate Derivatives : A Fourier-Transform Based Approach
Bouziane, Markus (contributor) - 2008
This book provides a modular pricing framework which allows the valuation of interest-rate derivatives in a general jump-diffusion setup. Starting with a comparison of three Fourier-style pricing methodologies, the book covers the derivation of Fourier-transform based solutions for different...
Persistent link: https://www.econbiz.de/10013520918
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The informed and uninformed agent's price of contingent claim
Kohlmann, Michael; Zhou, Xun Yu - 1999
Persistent link: https://www.econbiz.de/10004053146
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(Reflected) backward stoachstic : differential equations and contingent claims
Kohlmann, Michael - 1999
Persistent link: https://www.econbiz.de/10004053148