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The truncated multivariate normal distribution in finance and econometrics
Wilhelm, Stefan - 2014
Persistent link: https://www.econbiz.de/10010438565
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Optionen, Futures und andere Derivate ; Übungsbuch
Hull, John - 2016 - 9., aktualisierte Auflage
Persistent link: https://www.econbiz.de/10011382712
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Essays on multivariate dependence modeling : with applications to electricity demand and weather
Osipenko, Maria - 2013
Persistent link: https://www.econbiz.de/10010233467
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Opciones, futuros e instrumentos derivados
Fernández, Pablo - 1996
Persistent link: https://www.econbiz.de/10000948823
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Stock index dynamics and the valuation of stock index derivatives in a general equilibrium model with stochastic interest rates
Sørensen, Carsten - 1996
Persistent link: https://www.econbiz.de/10000950913
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Interest-rate derivatives, exotics, real options and empirical evidence
Kōnstantinidēs, Giōrgos (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001548972
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Evaluation d'options en présence d'un plusieurs risques de défaut
Augros, Jean-Claude; Djamen, Idriss Tchapda - In: Finance : revue de l'Association Française de Finance 24 (2003) 2, pp. 51-83
Persistent link: https://www.econbiz.de/10001896898
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Lévy processes in finance : pricing financial derivatives
Schoutens, Wim - 2003
Persistent link: https://www.econbiz.de/10001728004
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Theory of financial risk and derivative pricing : from statistical physics to risk management
Bouchaud, Jean-Philippe; Potters, Marc - 2003 - 2. ed.
Persistent link: https://www.econbiz.de/10001780419
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Bewertung von Derivaten mit finiten Differenzen
Kruschwitz, Lutz; Ketzler, Rolf - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 11, pp. 642-648
Persistent link: https://www.econbiz.de/10001809829