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Crash Modelling, Value at Risk...
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Theorie
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27
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13
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13
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12
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216
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66
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Wilmott, Paul
87
Shephard, Neil
23
Howison, Sam
20
Tsomocos, Dimitrios P.
18
Mayer, Colin
17
Jenkinson, Tim
13
Ahn, Hyungsok
11
Barndorff-Nielsen, Ole E.
11
Morrison, Alan D.
10
Wilmott, P.
10
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9
Hua, Philip
9
Ljungqvist, Alexander
9
Noe, Thomas H.
9
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7
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6
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6
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6
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5
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5
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5
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5
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5
Sunirand, Pojanart
5
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5
Wilhelm, William J.
5
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4
Dewynne, Jeff
4
Dewynne, Jeff N.
4
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4
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4
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4
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4
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7
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5
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4
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3
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3
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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The professional risk managers' guide to finance theory and application
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RePEc
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59
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10
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6
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41
Various passport options and their valuation
Ahn, Hyungsok
;
Penaud, Antony
;
Wilmott, Paul
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
Saved in:
42
New directions in mathematical finance
Wilmott, Paul
(
ed.
);
Rasmussen, Henrik O.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001541869
Saved in:
43
Portfolio management with transaction costs : an asymptotic analysis of the Morton and Pliska model
Atkinson, Colin
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 357-367
Persistent link: https://www.econbiz.de/10001189276
Saved in:
44
Hedging option portfolios in the presence of transaction costs
Hoggard, T.
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 21-35
Persistent link: https://www.econbiz.de/10001193407
Saved in:
45
A note on the pricing of index amortising rate swaps in a worst-case scenario
Epstein, D.
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 447-454
Persistent link: https://www.econbiz.de/10001687123
Saved in:
46
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
47
Pricing and hedging convertible bonds under non-probabilitic interest rates
Ėpštejn, David B.
;
Haber, Richard
;
Wilmott, Paul
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 31-40
Persistent link: https://www.econbiz.de/10001500035
Saved in:
48
Option pricing : mathematical models and computation
Wilmott, Paul
;
Dewynne, Jeff
;
Howison, Sam
-
1993
Persistent link: https://www.econbiz.de/10004182984
Saved in:
49
The mathematics of financial derivatives : a student introduction
Wilmott, Paul
;
Howison, Sam
;
Dewynne, Jeff
-
1997
-
Repr.
Persistent link: https://www.econbiz.de/10004319703
Saved in:
50
Paul Wilmott introduces quantitative finance
Wilmott, Paul
-
2007
-
2. ed.
Persistent link: https://www.econbiz.de/10004887661
Saved in:
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