Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
Na minha lista:
Autor principal: | Repplinger, Detlef |
---|---|
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Recurso Electrónico livro electrónico |
Idioma: | inglês |
Publicado em: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2008.
|
Colecção: | Lecture Notes in Economics and Mathematical Systems,
615 |
Assuntos: | |
Acesso em linha: | http://dx.doi.org/10.1007/978-3-540-70729-5 |
Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados
Market-Conform Valuation of Options
Por: Herwig, Tobias
Publicado em: (2006)
Por: Herwig, Tobias
Publicado em: (2006)
Pricing of Derivatives on Mean-Reverting Assets
Por: Lutz, Bjrn
Publicado em: (2010)
Por: Lutz, Bjrn
Publicado em: (2010)
Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
Por: Bouziane, Markus
Publicado em: (2008)
Por: Bouziane, Markus
Publicado em: (2008)
Strategic Trading in Illiquid Markets
Por: Mnch, Burkart
Publicado em: (2005)
Por: Mnch, Burkart
Publicado em: (2005)
Risk Management in Credit Portfolios Concentration Risk and Basel II /
Por: Hibbeln, Martin
Publicado em: (2010)
Por: Hibbeln, Martin
Publicado em: (2010)
A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues /
Por: Genser, Michael
Publicado em: (2006)
Por: Genser, Michael
Publicado em: (2006)
Portfolios of Real Options
Por: Brosch, Rainer
Publicado em: (2008)
Por: Brosch, Rainer
Publicado em: (2008)
Pricing and Risk Management of Synthetic CDOs
Por: Schlsser, Anna
Publicado em: (2011)
Por: Schlsser, Anna
Publicado em: (2011)
Risk Assessment Decisions in Banking and Finance /
Por: Bol, Georg
Publicado em: (2008)
Por: Bol, Georg
Publicado em: (2008)
The Market Approach to Comparable Company Valuation
Por: Meitner, Matthias
Publicado em: (2006)
Por: Meitner, Matthias
Publicado em: (2006)
Private Equity Exits Divestment Process Management for Leveraged Buyouts /
Por: Povaly, Stefan
Publicado em: (2007)
Por: Povaly, Stefan
Publicado em: (2007)
Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfolios /
Por: Khn, Jochen
Publicado em: (2006)
Por: Khn, Jochen
Publicado em: (2006)
Option Pricing in Fractional Brownian Markets
Por: Rostek, Stefan
Publicado em: (2009)
Por: Rostek, Stefan
Publicado em: (2009)
Risk Management Challenge and Opportunity /
Por: Frenkel, Michael
Publicado em: (2005)
Por: Frenkel, Michael
Publicado em: (2005)
Handbook of Quantitative Finance and Risk Management
Por: Lee, Cheng-Few
Publicado em: (2010)
Por: Lee, Cheng-Few
Publicado em: (2010)
Bond Portfolio Optimization
Por: Puhle, Michael
Publicado em: (2008)
Por: Puhle, Michael
Publicado em: (2008)
The Basel II Risk Parameters Estimation, Validation, and Stress Testing /
Por: Engelmann, Bernd
Publicado em: (2006)
Por: Engelmann, Bernd
Publicado em: (2006)
Sovereign Default Risk Valuation Implications of Debt Crises and Bond Restructurings /
Por: Andritzky, Jochen
Publicado em: (2006)
Por: Andritzky, Jochen
Publicado em: (2006)
Volatility Risk and Uncertainty in Financial Markets /
Por: Schwartz, Robert A.
Publicado em: (2011)
Por: Schwartz, Robert A.
Publicado em: (2011)
Computational Methods in Financial Engineering Essays in Honour of Manfred Gilli /
Por: Kontoghiorghes, Erricos J.
Publicado em: (2008)
Por: Kontoghiorghes, Erricos J.
Publicado em: (2008)
The Microstructure of European Bond Markets Organization, Price Formation, and Cost of Liquidity /
Por: Flgel, Volker
Publicado em: (2006)
Por: Flgel, Volker
Publicado em: (2006)
Strategy and Organization of Corporate Banking
Por: Laurentis, Giacomo
Publicado em: (2005)
Por: Laurentis, Giacomo
Publicado em: (2005)
Modern Actuarial Risk Theory Using R /
Por: Kaas, Rob
Publicado em: (2008)
Por: Kaas, Rob
Publicado em: (2008)
Empirical Techniques in Finance
Por: Bhar, Ramaprasad
Publicado em: (2005)
Por: Bhar, Ramaprasad
Publicado em: (2005)
Hidden Collective Factors in Speculative Trading A Study in Analytical Economics /
Por: Roehner, Bertrand M.
Publicado em: (2009)
Por: Roehner, Bertrand M.
Publicado em: (2009)
Complex Systems in Finance and Econometrics
Por: Meyers, Robert A.
Publicado em: (2011)
Por: Meyers, Robert A.
Publicado em: (2011)
Valuation of Network Effects in Software Markets A Complex Networks Approach /
Por: Kemper, Andreas
Publicado em: (2010)
Por: Kemper, Andreas
Publicado em: (2010)
Short Selling Activities and Convertible Bond Arbitrage Empirical Evidence from the New York Stock Exchange /
Por: Werner, Sebastian P.
Publicado em: (2010)
Por: Werner, Sebastian P.
Publicado em: (2010)
Dynamic Asset Allocation with Forwards and Futures
Por: Lioui, Abraham
Publicado em: (2005)
Por: Lioui, Abraham
Publicado em: (2005)
Microfinance Investment Funds Leveraging Private Capital for Economic Growth and Poverty Reduction /
Por: Matthus-Maier, Ingrid
Publicado em: (2006)
Por: Matthus-Maier, Ingrid
Publicado em: (2006)
Real Estate Investment A Value Based Approach /
Por: Goddard, G Jason
Publicado em: (2012)
Por: Goddard, G Jason
Publicado em: (2012)
Vinzenz Bronzins Option Pricing Models Exposition and Appraisal /
Por: Hafner, Wolfgang
Publicado em: (2009)
Por: Hafner, Wolfgang
Publicado em: (2009)
Selected Essays in Empirical Asset Pricing Information Incorporation at the Single-Firm, Industry, and Cross-Industry Level /
Por: Funke, Christian
Publicado em: (2008)
Por: Funke, Christian
Publicado em: (2008)
Technology and Regulation How Are They Driving Our Markets? /
Por: Schwartz, Robert A.
Publicado em: (2009)
Por: Schwartz, Robert A.
Publicado em: (2009)
Portfolio Management with Heuristic Optimization
Por: Maringer, Dietmar
Publicado em: (2005)
Por: Maringer, Dietmar
Publicado em: (2005)
Optimisation, Econometric and Financial Analysis
Por: Kontoghiorghes, Erricos John
Publicado em: (2007)
Por: Kontoghiorghes, Erricos John
Publicado em: (2007)
Handbook of Portfolio Construction
Por: Guerard, John B.
Publicado em: (2010)
Por: Guerard, John B.
Publicado em: (2010)
Real Options and Investment Incentives
Por: Friedl, Gunther
Publicado em: (2007)
Por: Friedl, Gunther
Publicado em: (2007)
A Quantitative Liquidity Model for Banks
Por: Schmaltz, Christian
Publicado em: (2009)
Por: Schmaltz, Christian
Publicado em: (2009)
Forecasting Models for the German Office Market
Por: Bnner, Alexander
Publicado em: (2009)
Por: Bnner, Alexander
Publicado em: (2009)
Registos relacionados
-
Market-Conform Valuation of Options
Por: Herwig, Tobias
Publicado em: (2006) -
Pricing of Derivatives on Mean-Reverting Assets
Por: Lutz, Bjrn
Publicado em: (2010) -
Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
Por: Bouziane, Markus
Publicado em: (2008) -
Strategic Trading in Illiquid Markets
Por: Mnch, Burkart
Publicado em: (2005) -
Risk Management in Credit Portfolios Concentration Risk and Basel II /
Por: Hibbeln, Martin
Publicado em: (2010)