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Risikomanagement mit Makroderivaten auf Basis zeitdiskreter stochastischer Prozesse
Schweimayer, Gerhard - 2003
Persistent link: https://www.econbiz.de/10001766626
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A Tree implementation of a credit spread model for credit derivatives
Schönbucher, Philipp J. - In: The journal of computational finance 6 (2002) 2, pp. 1-38
Persistent link: https://www.econbiz.de/10001740884
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Optionsbewertung und Risikomanagement unter gemischten Verteilungen : theoretische Analyse und empirische Evaluation am europäischen Terminmarkt
Wilkens, Sascha - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001806973
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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
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Derivative securities and difference methods
Zhu, Youlan; Wu, Xiaonan; Chern, I-Liang - 2004
Persistent link: https://www.econbiz.de/10001857156
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On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel; Navas, Javier F. - In: Review of derivatives research 6 (2003) 2, pp. 107-128
Persistent link: https://www.econbiz.de/10001857659
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Model risk analysis for risk management and option pricing
Kerkhof, Franciscus Lambertus Johannes - 2003
Persistent link: https://www.econbiz.de/10001861658
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Puttable and extendible bonds: developing interest rate derivatives for emerging markets
Neftci, Salih N.; Santos, André Oliveira - 2003
Persistent link: https://www.econbiz.de/10001872150
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The mathematics of financial modeling and investment management
Focardi, Sergio M.; Fabozzi, Frank J. - 2004
Persistent link: https://www.econbiz.de/10001788054
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Pricing and hedging credit derivatives with copulas
Cherubini, Umberto; Luciano, Elisa - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 219-241
Persistent link: https://www.econbiz.de/10001790788