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1
Econometrics of Financial High-Frequency Data
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2
Bubbles and Crashes in Experimental Asset Markets
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6
Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
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7
Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
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8
Option Pricing in Fractional Brownian Markets
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9
Pricing of Derivatives on Mean-Reverting Assets
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10
Risk Management in Credit Portfolios Concentration Risk and Basel II /
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11
Term Structure Modeling and Estimation in a State Space Framework
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12
Financial Economics A Concise Introduction to Classical and Behavioral Finance /
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13
Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications /
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14
Asset Prices, Booms and Recessions Financial Economics from a Dynamic Perspective /
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15
Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice /
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16
Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice /
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17
The Economics of Foreign Exchange and Global Finance
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18
Computational Methods in Financial Engineering Essays in Honour of Manfred Gilli /
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19
The Economics of Foreign Exchange and Global Finance
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20
Sovereign Default Risk Valuation Implications of Debt Crises and Bond Restructurings /
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