Search Results - "Lecture notes in economics and mathematical systems ;"
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1
Strategic Trading in Illiquid Markets
Published 2005“…Lecture Notes in Economics and Mathematical Systems,…”
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2
Term Structure Modeling and Estimation in a State Space Framework
Published 2006“…Lecture Notes in Economics and Mathematical Systems,…”
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3
Real Options Valuation The Importance of Interest Rate Modelling in Theory and Practice /
Published 2005“…Lecture Notes in Economics and Mathematical Systems,…”
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4
A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues /
Published 2006“…Lecture Notes in Economics and Mathematical Systems,…”
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5
Market-Conform Valuation of Options
Published 2006“…Lecture Notes in Economics and Mathematical Systems,…”
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6
Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfolios /
Published 2006“…Lecture Notes in Economics and Mathematical Systems,…”
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7
Sovereign Default Risk Valuation Implications of Debt Crises and Bond Restructurings /
Published 2006“…Lecture Notes in Economics and Mathematical Systems,…”
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8
Real Options and Intellectual Property Capital Budgeting Under Imperfect Patent Protection /
Published 2007“…Lecture Notes in Economics and Mathematical Systems,…”
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9
Networks, Topology and Dynamics Theory and Applications to Economics and Social Systems /
Published 2009“…Lecture Notes in Economics and Mathematical Systems,…”
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10
Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
Published 2008“…Lecture Notes in Economics and Mathematical Systems,…”
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11
Bond Portfolio Optimization
Published 2008“…Lecture Notes in Economics and Mathematical Systems,…”
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12
Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
Published 2008“…Lecture Notes in Economics and Mathematical Systems,…”
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13
Portfolios of Real Options
Published 2008“…Lecture Notes in Economics and Mathematical System,…”
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14
Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications /
Published 2008“…Lecture Notes in Economics and Mathematical System,…”
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15
The Value of Information Updating in New Product Development
Published 2009“…Lecture Notes in Economics and Mathematical Systems,…”
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16
Option Pricing in Fractional Brownian Markets
Published 2009“…Lecture Notes in Economics and Mathematical Systems,…”
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17
Forecasting and Hedging in the Foreign Exchange Markets
Published 2009“…Lecture Notes in Economics and Mathematical Systems,…”
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18
Bubbles and Crashes in Experimental Asset Markets
Published 2009“…Lecture Notes in Economics and Mathematical Systems,…”
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19
Pricing of Derivatives on Mean-Reverting Assets
Published 2010“…Lecture Notes in Economics and Mathematical Systems,…”
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20
Pricing and Risk Management of Synthetic CDOs
Published 2011“…Lecture Notes in Economics and Mathematical Systems,…”
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