Pricing of Derivatives on Mean-Reverting Assets
Gorde:
Egile nagusia: | Lutz, Bjrn |
---|---|
Erakunde egilea: | SpringerLink (Online service) |
Formatua: | Baliabide elektronikoa eBook |
Hizkuntza: | ingelesa |
Argitaratua: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2010.
|
Saila: | Lecture Notes in Economics and Mathematical Systems,
630 |
Gaiak: | |
Sarrera elektronikoa: | http://dx.doi.org/10.1007/978-3-642-02909-7 |
Etiketak: |
Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!
|
Antzeko izenburuak
Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
nork: Bouziane, Markus
Argitaratua: (2008)
nork: Bouziane, Markus
Argitaratua: (2008)
Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
nork: Repplinger, Detlef
Argitaratua: (2008)
nork: Repplinger, Detlef
Argitaratua: (2008)
Risk Management in Credit Portfolios Concentration Risk and Basel II /
nork: Hibbeln, Martin
Argitaratua: (2010)
nork: Hibbeln, Martin
Argitaratua: (2010)
Strategic Trading in Illiquid Markets
nork: Mnch, Burkart
Argitaratua: (2005)
nork: Mnch, Burkart
Argitaratua: (2005)
Market-Conform Valuation of Options
nork: Herwig, Tobias
Argitaratua: (2006)
nork: Herwig, Tobias
Argitaratua: (2006)
A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues /
nork: Genser, Michael
Argitaratua: (2006)
nork: Genser, Michael
Argitaratua: (2006)
Pricing and Risk Management of Synthetic CDOs
nork: Schlsser, Anna
Argitaratua: (2011)
nork: Schlsser, Anna
Argitaratua: (2011)
The Market Approach to Comparable Company Valuation
nork: Meitner, Matthias
Argitaratua: (2006)
nork: Meitner, Matthias
Argitaratua: (2006)
Risk Assessment Decisions in Banking and Finance /
nork: Bol, Georg
Argitaratua: (2008)
nork: Bol, Georg
Argitaratua: (2008)
Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfolios /
nork: Khn, Jochen
Argitaratua: (2006)
nork: Khn, Jochen
Argitaratua: (2006)
Private Equity Exits Divestment Process Management for Leveraged Buyouts /
nork: Povaly, Stefan
Argitaratua: (2007)
nork: Povaly, Stefan
Argitaratua: (2007)
Risk Management Challenge and Opportunity /
nork: Frenkel, Michael
Argitaratua: (2005)
nork: Frenkel, Michael
Argitaratua: (2005)
Handbook of Quantitative Finance and Risk Management
nork: Lee, Cheng-Few
Argitaratua: (2010)
nork: Lee, Cheng-Few
Argitaratua: (2010)
The Basel II Risk Parameters Estimation, Validation, and Stress Testing /
nork: Engelmann, Bernd
Argitaratua: (2006)
nork: Engelmann, Bernd
Argitaratua: (2006)
Dynamic Asset Allocation with Forwards and Futures
nork: Lioui, Abraham
Argitaratua: (2005)
nork: Lioui, Abraham
Argitaratua: (2005)
Computational Methods in Financial Engineering Essays in Honour of Manfred Gilli /
nork: Kontoghiorghes, Erricos J.
Argitaratua: (2008)
nork: Kontoghiorghes, Erricos J.
Argitaratua: (2008)
Selected Essays in Empirical Asset Pricing Information Incorporation at the Single-Firm, Industry, and Cross-Industry Level /
nork: Funke, Christian
Argitaratua: (2008)
nork: Funke, Christian
Argitaratua: (2008)
Sovereign Default Risk Valuation Implications of Debt Crises and Bond Restructurings /
nork: Andritzky, Jochen
Argitaratua: (2006)
nork: Andritzky, Jochen
Argitaratua: (2006)
Portfolios of Real Options
nork: Brosch, Rainer
Argitaratua: (2008)
nork: Brosch, Rainer
Argitaratua: (2008)
Modern Actuarial Risk Theory Using R /
nork: Kaas, Rob
Argitaratua: (2008)
nork: Kaas, Rob
Argitaratua: (2008)
Strategy and Organization of Corporate Banking
nork: Laurentis, Giacomo
Argitaratua: (2005)
nork: Laurentis, Giacomo
Argitaratua: (2005)
Volatility Risk and Uncertainty in Financial Markets /
nork: Schwartz, Robert A.
Argitaratua: (2011)
nork: Schwartz, Robert A.
Argitaratua: (2011)
Empirical Techniques in Finance
nork: Bhar, Ramaprasad
Argitaratua: (2005)
nork: Bhar, Ramaprasad
Argitaratua: (2005)
Option Pricing in Fractional Brownian Markets
nork: Rostek, Stefan
Argitaratua: (2009)
nork: Rostek, Stefan
Argitaratua: (2009)
Financial Derivatives Modeling
nork: Ekstrand, Christian
Argitaratua: (2011)
nork: Ekstrand, Christian
Argitaratua: (2011)
Investment Decisions on Illiquid Assets A Search Theoretical Approach to Real Estate Liquidity /
nork: Morawski, Jarosław
Argitaratua: (2009)
nork: Morawski, Jarosław
Argitaratua: (2009)
Hidden Collective Factors in Speculative Trading A Study in Analytical Economics /
nork: Roehner, Bertrand M.
Argitaratua: (2009)
nork: Roehner, Bertrand M.
Argitaratua: (2009)
Complex Systems in Finance and Econometrics
nork: Meyers, Robert A.
Argitaratua: (2011)
nork: Meyers, Robert A.
Argitaratua: (2011)
Valuation of Network Effects in Software Markets A Complex Networks Approach /
nork: Kemper, Andreas
Argitaratua: (2010)
nork: Kemper, Andreas
Argitaratua: (2010)
Microfinance Investment Funds Leveraging Private Capital for Economic Growth and Poverty Reduction /
nork: Matthus-Maier, Ingrid
Argitaratua: (2006)
nork: Matthus-Maier, Ingrid
Argitaratua: (2006)
Real Estate Investment A Value Based Approach /
nork: Goddard, G Jason
Argitaratua: (2012)
nork: Goddard, G Jason
Argitaratua: (2012)
Bond Portfolio Optimization
nork: Puhle, Michael
Argitaratua: (2008)
nork: Puhle, Michael
Argitaratua: (2008)
Technology and Regulation How Are They Driving Our Markets? /
nork: Schwartz, Robert A.
Argitaratua: (2009)
nork: Schwartz, Robert A.
Argitaratua: (2009)
Portfolio Management with Heuristic Optimization
nork: Maringer, Dietmar
Argitaratua: (2005)
nork: Maringer, Dietmar
Argitaratua: (2005)
Optimisation, Econometric and Financial Analysis
nork: Kontoghiorghes, Erricos John
Argitaratua: (2007)
nork: Kontoghiorghes, Erricos John
Argitaratua: (2007)
Investing in Microfinance Integrating New Asset Classes into an Asset Allocation Framework Applying Scenario Methodology /
nork: Becker, Philipp M.
Argitaratua: (2010)
nork: Becker, Philipp M.
Argitaratua: (2010)
The Microstructure of European Bond Markets Organization, Price Formation, and Cost of Liquidity /
nork: Flgel, Volker
Argitaratua: (2006)
nork: Flgel, Volker
Argitaratua: (2006)
Handbook of Portfolio Construction
nork: Guerard, John B.
Argitaratua: (2010)
nork: Guerard, John B.
Argitaratua: (2010)
EU Accession Financial Sector Opportunities and Challenges for Southeast Europe
nork: Matthus-Maier, Ingrid
Argitaratua: (2005)
nork: Matthus-Maier, Ingrid
Argitaratua: (2005)
Investment Banking A Guide to Underwriting and Advisory Services /
nork: Iannotta, Giuliano
Argitaratua: (2010)
nork: Iannotta, Giuliano
Argitaratua: (2010)
Antzeko izenburuak
-
Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
nork: Bouziane, Markus
Argitaratua: (2008) -
Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
nork: Repplinger, Detlef
Argitaratua: (2008) -
Risk Management in Credit Portfolios Concentration Risk and Basel II /
nork: Hibbeln, Martin
Argitaratua: (2010) -
Strategic Trading in Illiquid Markets
nork: Mnch, Burkart
Argitaratua: (2005) -
Market-Conform Valuation of Options
nork: Herwig, Tobias
Argitaratua: (2006)