Arbitrage theory in continuous time
Gardado en:
Autor Principal: | Björk, Tomas |
---|---|
Autor Corporativo: | ebrary, Inc |
Formato: | Electrónico eBook |
Idioma: | inglés |
Publicado: |
Oxford :
Oxford University Press,
2009.
|
Edición: | 3rd ed. |
Series: | Oxford finance series
|
Subjects: | |
Acceso en liña: | An electronic book accessible through the World Wide Web; click to view |
Tags: |
Engadir etiqueta
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|
Títulos similares
Financial derivatives pricing selected works of Robert Jarrow /
por: Jarrow, Robert A.
Publicado: (2008)
por: Jarrow, Robert A.
Publicado: (2008)
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
por: Gregory, Jon, Ph. D.
Publicado: (2012)
por: Gregory, Jon, Ph. D.
Publicado: (2012)
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
por: Gregory, Jon
Publicado: (2014)
por: Gregory, Jon
Publicado: (2014)
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
por: Tang, Yi
Publicado: (2007)
por: Tang, Yi
Publicado: (2007)
Arbitrage, hedging, and speculation the foreign exchange market /
por: Clark, Ephraim, professor
Publicado: (2004)
por: Clark, Ephraim, professor
Publicado: (2004)
Hedging derivatives
por: Rheinländer, Thorsten
Publicado: (2011)
por: Rheinländer, Thorsten
Publicado: (2011)
Counterparty credit risk the new challenge for global financial markets /
por: Gregory, Jon, Ph. D.
Publicado: (2010)
por: Gregory, Jon, Ph. D.
Publicado: (2010)
The xVA challenge : counterparty credit risk, funding, collateral, and capital /
por: Gregory, Jon, 1971-
Publicado: (2015)
por: Gregory, Jon, 1971-
Publicado: (2015)
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
por: Rebonato, Riccardo
Publicado: (2009)
por: Rebonato, Riccardo
Publicado: (2009)
Forecasting volatility in the financial markets
Publicado: (2007)
Publicado: (2007)
Advanced derivatives pricing and risk management theory, tools and hands-on programming application /
por: Albanese, Claudio
Publicado: (2006)
por: Albanese, Claudio
Publicado: (2006)
Implementing models of financial derivatives object oriented applications with VBA /
por: Webber, Nick
Publicado: (2011)
por: Webber, Nick
Publicado: (2011)
Calendar anomalies and arbitrage
por: Ziemba, W. T.
Publicado: (2012)
por: Ziemba, W. T.
Publicado: (2012)
Pricing and hedging financial derivatives and structured products : an introductory guide /
por: Marroni, Leonardo, 1980-
Publicado: (2014)
por: Marroni, Leonardo, 1980-
Publicado: (2014)
An arbitrage guide to financial markets
por: Dubil, Robert
Publicado: (2004)
por: Dubil, Robert
Publicado: (2004)
Fourier transform methods in finance
Publicado: (2010)
Publicado: (2010)
Financial engineering and arbitrage in the financial markets
por: Dubil, Robert
Publicado: (2011)
por: Dubil, Robert
Publicado: (2011)
Mathematical techniques in finance tools for incomplete markets /
por: Černý, Aleš, 1971-
Publicado: (2009)
por: Černý, Aleš, 1971-
Publicado: (2009)
Nonlinear models in mathematical finance new research trends in option pricing /
Publicado: (2008)
Publicado: (2008)
The Black-Scholes model
por: Capi�nski, Marek, 1951-
Publicado: (2012)
por: Capi�nski, Marek, 1951-
Publicado: (2012)
Option trading pricing and volatility strategies and techniques /
por: Sinclair, Euan, 1969-
Publicado: (2010)
por: Sinclair, Euan, 1969-
Publicado: (2010)
The use (and abuse) of CDS spreads during distress
por: Siṃha, Manamohana
Publicado: (2009)
por: Siṃha, Manamohana
Publicado: (2009)
Financial derivative and energy market valuation theory and implementation in MATLAB /
por: Mastro, Michael A., 1975-
Publicado: (2013)
por: Mastro, Michael A., 1975-
Publicado: (2013)
Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Publicado: (2011)
Publicado: (2011)
Derivative instruments a guide to theory and practice /
por: Eales, Brian Anthony
Publicado: (2003)
por: Eales, Brian Anthony
Publicado: (2003)
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
por: Chan-Lau, Jorge A.
Publicado: (2006)
por: Chan-Lau, Jorge A.
Publicado: (2006)
Managing risks with derivatives
Publicado: (2007)
Publicado: (2007)
Derivatives demystified a step-by-step guide to forwards, futures, swaps and options /
por: Chisholm, Andrew, 1959-
Publicado: (2010)
por: Chisholm, Andrew, 1959-
Publicado: (2010)
Derivatives : principles and practice /
por: Sundaram, Rangarajan K.
Publicado: (2011)
por: Sundaram, Rangarajan K.
Publicado: (2011)
Clearing and settlement of derivatives
por: Loader, David
Publicado: (2005)
por: Loader, David
Publicado: (2005)
Derivatives demystified : a step by step guide to forwards, futures, swaps and options /
por: Chisholm, Andrew
Publicado: (2010)
por: Chisholm, Andrew
Publicado: (2010)
Advanced equity derivatives : volatility and correlation /
por: Bossu, Sébastien
Publicado: (2014)
por: Bossu, Sébastien
Publicado: (2014)
Derivatives essentials : an introduction to forwards, futures, options and swaps /
por: Gottesman, Aron
Publicado: (2016)
por: Gottesman, Aron
Publicado: (2016)
Global derivative debacles from theory to malpractice /
por: Jacque, Laurent L.
Publicado: (2010)
por: Jacque, Laurent L.
Publicado: (2010)
Financial derivatives : pricing application and mathematics /
por: Baz, Jamil
Publicado: (2004)
por: Baz, Jamil
Publicado: (2004)
Counterparty risk in the over-the-counter derivates market /
por: Segoviano Basurto, Miguel A.
Publicado: (2008)
por: Segoviano Basurto, Miguel A.
Publicado: (2008)
The credit risk transfer market and stability implications for U.K. financial institutions
por: Chan-Lau, Jorge A.
Publicado: (2006)
por: Chan-Lau, Jorge A.
Publicado: (2006)
An introduction to equity derivatives theory and practice /
por: Bossu, Sébastien
Publicado: (2012)
por: Bossu, Sébastien
Publicado: (2012)
The Heston model and its extensions in Matlab and C#
por: Rouah, Fabrice, 1964-
Publicado: (2013)
por: Rouah, Fabrice, 1964-
Publicado: (2013)
Swaps and other derivatives
por: Flavell, Richard
Publicado: (2010)
por: Flavell, Richard
Publicado: (2010)
Títulos similares
-
Financial derivatives pricing selected works of Robert Jarrow /
por: Jarrow, Robert A.
Publicado: (2008) -
Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
por: Gregory, Jon, Ph. D.
Publicado: (2012) -
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
por: Gregory, Jon
Publicado: (2014) -
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
por: Tang, Yi
Publicado: (2007) -
Arbitrage, hedging, and speculation the foreign exchange market /
por: Clark, Ephraim, professor
Publicado: (2004)