Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models / by Repplinger, Detlef

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Private Equity Exits Divestment Process Management for Leveraged Buyouts / by Povaly, Stefan

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Modern Actuarial Risk Theory Using R / by Kaas, Rob

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Bond Portfolio Optimization by Puhle, Michael

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Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach / by Bouziane, Markus

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Computational Methods in Financial Engineering Essays in Honour of Manfred Gilli / by Kontoghiorghes, Erricos J.

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Portfolios of Real Options by Brosch, Rainer

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Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications / by Ardia, David

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Complex and Chaotic Nonlinear Dynamics Advances in Economics and Finance, Mathematics and Statistics / by Vialar, Thierry

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Bubbles and Crashes in Experimental Asset Markets by Palan, Stefan

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Pricing of Derivatives on Mean-Reverting Assets by Lutz, Bjrn

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Hidden Collective Factors in Speculative Trading A Study in Analytical Economics / by Roehner, Bertrand M.

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Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice / by Schulmerich, Marcus

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Pricing and Risk Management of Synthetic CDOs by Schlsser, Anna

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The Basel II Risk Parameters Estimation, Validation, Stress Testing - with Applications to Loan Risk Management / by Engelmann, Bernd

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Asset Prices, Booms and Recessions Financial Economics from a Dynamic Perspective / by Semmler, Willi

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Econometrics of Financial High-Frequency Data by Hautsch, Nikolaus

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Financial Derivatives Modeling by Ekstrand, Christian

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Real Estate Investment A Value Based Approach / by Goddard, G Jason

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The Market Approach to Comparable Company Valuation by Meitner, Matthias

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