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Efficient methods for valuing interest rate derivatives
Pelsser, Antoon André Jean - 2000
Persistent link: https://www.econbiz.de/10001472323
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Fundamentals of futures and options markets
Hull, John - 2005 - 5. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001981944
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Robust libor modelling and pricing of derivative products
Schoenmakers, John - 2005
Persistent link: https://www.econbiz.de/10001984160
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Zinsderivate : Modelle und Bewertung
Branger, Nicole; Schlag, Christian - 2004
Persistent link: https://www.econbiz.de/10001950067
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Binomial models in finance : with 25 tables
Hoek, John van der; Elliott, Robert J. - 2006
Persistent link: https://www.econbiz.de/10002734174
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Financial instrument pricing using C++
Duffy, Daniel J. - 2005 - Repr. with corr
Persistent link: https://www.econbiz.de/10002710408
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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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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus - 2010 - 3., vollst. überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003856589
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Optionen, Futures und andere Derivate ; [Hauptbd.]
Hull, John - 2009 - 7., aktualisierte Aufl.
Persistent link: https://www.econbiz.de/10003858800
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Fundamentals of futures and options markets
Hull, John - 2011 - 7. ed., global ed.
Persistent link: https://www.econbiz.de/10003959819