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Arbitrage theory in continuous time

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Xehetasun bibliografikoak
Egile nagusia:	Björk, Tomas
Erakunde egilea:	ebrary, Inc
Formatua:	Baliabide elektronikoa eBook
Hizkuntza:	ingelesa
Argitaratua:	Oxford : Oxford University Press, 2009.
Edizioa:	3rd ed.
Saila:	Oxford finance series
Gaiak:	Arbitrage > Mathematical models. Derivative securities > Prices > Mathematics. Electronic books.
Sarrera elektronikoa:	An electronic book accessible through the World Wide Web; click to view
Etiketak:	Etiketa erantsi Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!

Antzeko izenburuak

Financial derivatives pricing selected works of Robert Jarrow /
nork: Jarrow, Robert A.
Argitaratua: (2008)

Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
nork: Gregory, Jon, Ph. D.
Argitaratua: (2012)

Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
nork: Gregory, Jon
Argitaratua: (2014)

Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
nork: Tang, Yi
Argitaratua: (2007)

Arbitrage, hedging, and speculation the foreign exchange market /
nork: Clark, Ephraim, professor
Argitaratua: (2004)

Hedging derivatives
nork: Rheinländer, Thorsten
Argitaratua: (2011)

Counterparty credit risk the new challenge for global financial markets /
nork: Gregory, Jon, Ph. D.
Argitaratua: (2010)

The xVA challenge : counterparty credit risk, funding, collateral, and capital /
nork: Gregory, Jon, 1971-
Argitaratua: (2015)

The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
nork: Rebonato, Riccardo
Argitaratua: (2009)

Forecasting volatility in the financial markets
Argitaratua: (2007)

Advanced derivatives pricing and risk management theory, tools and hands-on programming application /
nork: Albanese, Claudio
Argitaratua: (2006)

Calendar anomalies and arbitrage
nork: Ziemba, W. T.
Argitaratua: (2012)

Implementing models of financial derivatives object oriented applications with VBA /
nork: Webber, Nick
Argitaratua: (2011)

Pricing and hedging financial derivatives and structured products : an introductory guide /
nork: Marroni, Leonardo, 1980-
Argitaratua: (2014)

An arbitrage guide to financial markets
nork: Dubil, Robert
Argitaratua: (2004)

Fourier transform methods in finance
Argitaratua: (2010)

Financial engineering and arbitrage in the financial markets
nork: Dubil, Robert
Argitaratua: (2011)

Mathematical techniques in finance tools for incomplete markets /
nork: Černý, Aleš, 1971-
Argitaratua: (2009)

Nonlinear models in mathematical finance new research trends in option pricing /
Argitaratua: (2008)

The Black-Scholes model
nork: Capi�nski, Marek, 1951-
Argitaratua: (2012)

Option trading pricing and volatility strategies and techniques /
nork: Sinclair, Euan, 1969-
Argitaratua: (2010)

The use (and abuse) of CDS spreads during distress
nork: Siṃha, Manamohana
Argitaratua: (2009)

Financial derivative and energy market valuation theory and implementation in MATLAB /
nork: Mastro, Michael A., 1975-
Argitaratua: (2013)

Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Argitaratua: (2011)

Derivative instruments a guide to theory and practice /
nork: Eales, Brian Anthony
Argitaratua: (2003)

Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
nork: Chan-Lau, Jorge A.
Argitaratua: (2006)

Derivatives demystified a step-by-step guide to forwards, futures, swaps and options /
nork: Chisholm, Andrew, 1959-
Argitaratua: (2010)

Managing risks with derivatives
Argitaratua: (2007)

Derivatives : principles and practice /
nork: Sundaram, Rangarajan K.
Argitaratua: (2011)

Derivatives demystified : a step by step guide to forwards, futures, swaps and options /
nork: Chisholm, Andrew
Argitaratua: (2010)

Clearing and settlement of derivatives
nork: Loader, David
Argitaratua: (2005)

Advanced equity derivatives : volatility and correlation /
nork: Bossu, Sébastien
Argitaratua: (2014)

Derivatives essentials : an introduction to forwards, futures, options and swaps /
nork: Gottesman, Aron
Argitaratua: (2016)

Global derivative debacles from theory to malpractice /
nork: Jacque, Laurent L.
Argitaratua: (2010)

Financial derivatives : pricing application and mathematics /
nork: Baz, Jamil
Argitaratua: (2004)

Counterparty risk in the over-the-counter derivates market /
nork: Segoviano Basurto, Miguel A.
Argitaratua: (2008)

The credit risk transfer market and stability implications for U.K. financial institutions
nork: Chan-Lau, Jorge A.
Argitaratua: (2006)

An introduction to equity derivatives theory and practice /
nork: Bossu, Sébastien
Argitaratua: (2012)

The Heston model and its extensions in Matlab and C#
nork: Rouah, Fabrice, 1964-
Argitaratua: (2013)

The Chinese Yuan internationalization and financial products in China /
nork: Zhang, Peter G.
Argitaratua: (2011)