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Modern computational finance :...
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Theorie
16
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16
Option pricing theory
14
Optionspreistheorie
14
Volatility
10
Volatilität
10
Swap
9
Credit risk
7
Kreditrisiko
7
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implied volatility
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Andersen, Leif B. G.
46
Andersen, Leif
26
Andreasen, Jesper
13
Savine, Antoine
10
Andreasen, Jesper Fredborg
6
Lake, Mark
6
Andersen, L.
5
Sidenius, Jakob
5
Brotherton-Ratcliffe, Rupert
4
Duffie, Darrell
4
Piterbarg, Vladimir
4
Song, Yang
4
ANDERSEN, LEIF
3
Lipton, Alexander
3
Pykhtin, Michael
3
Sokol, Alexander
3
Albanese, Claudio
2
Broadie, Mark
2
Buffum, Dan
2
Huge, Brian Norsk
2
Offengenden, Dimitri
2
Piterbarg, Vladimir V.
2
Basu, Susanta
1
DUFFIE, DARRELL
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Dickinson, Andrew
1
Dickinson, Andrew Samuel
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1
Nielsen, P.K.
1
PITERBARG, VLADIMIR
1
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1
SIDENIUS, JAKOB
1
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Institut for Finansiering <Frederiksberg>
1
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1
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Published in...
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The journal of computational finance
8
Fleischwirtschaft : von der Erzeugung bis zur Vermarktung von Lebensmitteln tierischen Ursprungs ; Organ des Bundesverbandes der Deutschen Fleischwarenindustrie e.V., Bonn
4
Review of derivatives research
4
Wilmott
4
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3
Risk : managing risk in the world's financial markets
3
The journal of credit risk : published quarterly by Incisive Media
3
Applied mathematical finance
2
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2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance
2
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2
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2
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1
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1
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1
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1
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The definitive guide to CDOs : market, application, valuation and hedging
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ECONIS (ZBW)
57
OLC EcoSci
15
RePEc
11
Other ZBW resources
5
USB Cologne (EcoSocSci)
1
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11
Jump-diffusion processes : volatility smile fitting and numerical methods for option pricing
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Review of derivatives research
4
(
2000
)
3
,
pp. 231-262
Persistent link: https://www.econbiz.de/10001596719
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12
The passport option
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
; …
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 15-36
Persistent link: https://www.econbiz.de/10001632699
Saved in:
13
The equity option volatility smile : an implicit finite-difference approach
Andersen, Leif B. G.
;
Brotherton-Ratcliffe, Rupert
- In:
The journal of computational finance
1
(
1997/1998
)
2
,
pp. 5-37
Persistent link: https://www.econbiz.de/10001633250
Saved in:
14
Factor dependence of Bermudan swaptions : factor or fiction?
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10001608806
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15
Calibration and implementation of convertible bond models
Andersen, Leif B. G.
;
Buffum, Dan
- In:
The journal of computational finance
7
(
2003/2004
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001908028
Saved in:
16
Volatility skews and extensions of the libor market model
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Applied mathematical finance
7
(
2000
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001546115
Saved in:
17
Rethinking the margin period of risk
Andersen, Leif B. G.
;
Pykhtin, Michael
;
Sokol, Alexander
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011670745
Saved in:
18
Funding value adjustments
Andersen, Leif B. G.
;
Duffie, Darrell
;
Song, Yang
-
2017
Persistent link: https://www.econbiz.de/10011731517
Saved in:
19
High-performance American option pricing
Andersen, Leif B. G.
;
Lake, Mark
;
Offengenden, Dimitri
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 39-87
Persistent link: https://www.econbiz.de/10011639531
Saved in:
20
Modern Computational Finance : AAD and Parallel Simulations (Table of Contents and Preface)
Savine, Antoine
-
2018
Persistent link: https://www.econbiz.de/10012908289
Saved in:
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