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The behavioral relevance of mental accounting for the pricing of financial options
Rockenbach, Bettina - 2002
Persistent link: https://www.econbiz.de/10001724913
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A note on the pricing of real estate index linked swaps
Björk, Tomas (contributor); Clapham, Eric (contributor) - 2002 - [Elektronische Ressource]
In this paper we discuss the pricing of commercial real estate index linked swaps (CREILS). This particular pricing problem has been studied by Buttimer et al. (1997) in a previous paper. We show that their results are only approximately correct and that the true theoretical price of the swap is...
Persistent link: https://www.econbiz.de/10001645586
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Die Bewertung des Steueranspruches : Analysemodelle in der betriebswirtschaftlichen Steuerlehre unter Unsicherheit
Pummerer, Erich - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001617556
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Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.; Rutkowski, Marek - 2002
Persistent link: https://www.econbiz.de/10001621020
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Reale Optionen und landwirtschaftliche Betriebslehre - oder: kann man mit der Optionspreistheorie arbitrieren?
Odening, Martin; Mußhoff, Oliver - In: Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, … 50 (2001) 8, pp. 480-489
Persistent link: https://www.econbiz.de/10001628415
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Quantitative methods in derivatives pricing : an introduction to computational finance
Tavella, Domingo - 2002
Persistent link: https://www.econbiz.de/10001607626
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A note on option pricing for the constant elasticity of variance model
Delbaen, Freddy; Shirakawa, Hiroshi - In: Asia-Pacific financial markets 9 (2002) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001758326
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On the pricing of real estate index linked swaps
Björk, Tomas; Clapham, Eric - In: Journal of housing economics 11 (2002) 4, pp. 418-432
Persistent link: https://www.econbiz.de/10001763211
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Market expectations and option prices : techniques and applications ; with 13 tables
Mandler, Martin - 2003
Persistent link: https://www.econbiz.de/10001746869
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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