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~person:"Wilmott, Paul"
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Optionspreistheorie
28
Option pricing theory
26
Theorie
11
Theory
11
Finanzmathematik
7
Hedging
6
Portfolio selection
6
Portfolio-Management
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Wilmott, Paul
Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Härdle, Wolfgang
63
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
51
Elliott, Robert J.
48
Jacobs, Kris
45
Hull, John
42
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
35
Kim, Young Shin
33
Schlögl, Erik
33
Chesney, Marc
32
Fusai, Gianluca
32
Christoffersen, Peter F.
31
Korn, Ralf
31
Siu, Tak Kuen
31
Wang, Xingchun
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Schwartz, Eduardo S.
30
Barone-Adesi, Giovanni
29
Platen, Eckhard
29
Račev, Svetlozar T.
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Schoenmakers, John
28
Wong, Hoi Ying
28
Wystup, Uwe
28
Yang, Zhaojun
28
Alghalith, Moawia
27
Glasserman, Paul
27
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Mathematical finance
5
International journal of theoretical and applied finance
3
Advances in futures and options research : a research annual
2
New directions in mathematical finance
2
Applied mathematical finance
1
Asia-Pacific financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The professional risk managers' guide to finance theory and application
1
Wilmott collection
1
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ECONIS (ZBW)
26
USB Cologne (EcoSocSci)
2
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1
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
2
Frequently asked questions in quantitative finance : including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry list...
Wilmott, Paul
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003840784
Saved in:
3
The mathematics of financial derivatives : a student introduction
Wilmott, Paul
;
Howison, Sam
;
Dewynne, Jeff
-
2009
-
15. print.
Persistent link: https://www.econbiz.de/10009536272
Saved in:
4
Basic principles of option pricing
Wilmott, Paul
- In:
The professional risk managers' guide to finance theory …
,
(pp. 229-253)
.
2008
Persistent link: https://www.econbiz.de/10003677843
Saved in:
5
On trading American options
Ahn, Hyungsok
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009581675
Saved in:
6
Pricing and hedging convertible bonds under non-probabilistic interest rates
Epstein, David
;
Haber, Richard
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582828
Saved in:
7
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Oztukel, Asli
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582829
Saved in:
8
The value of market research when a firm is learning : real option pricing and optimal filtering
Mayor, Nick
;
Schönbucher, Philipp J.
;
Wilmott, Paul
; …
-
1999
Persistent link: https://www.econbiz.de/10009582833
Saved in:
9
Optimal hedging of options with small but arbitrary transaction cost structure
Whalley, A. E.
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582836
Saved in:
10
Frequently asked questions in quantitative finance : including key models, important formulæ, common contracts, a history of quantitative finance, sundry lists, brainteasers and mo...
Wilmott, Paul
-
2007
Persistent link: https://www.econbiz.de/10003357542
Saved in:
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