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~type_genre:"Aufsatz im Buch"
~isPartOf:"Computational methods in financial engineering : essays in honour of Manfred Gilli"
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Option pricing theory
3
Optionspreistheorie
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Theorie
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Theory
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1997-2003
1
Analysis
1
Ausreißer
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Börsenkurs
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Großbritannien
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Mathematical analysis
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Nichtlineare Optimierung
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Nonlinear programming
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Outliers
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Aufsatz im Buch
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Alentorn, Amadeo
1
Chiarella, Carl
1
Dalakouras, Georgios V.
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Hassan, Nadima el
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Kucera, Adam
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Kwon, Roy H.
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Computational methods in financial engineering : essays in honour of Manfred Gilli
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Advanced mathematical methods for finance
10
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
10
Options : classic approaches to pricing and modelling
10
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
9
Numerical methods in finance
9
Numerical methods in finance : Bordeaux, June 2010
9
Valuation, financial modeling, and quantitative tools
9
Financial derivatives : pricing and risk management
8
Mathematical modeling and numerical methods in finance : special volume
8
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
7
Financial engineering
7
Nonlinear models in mathematical finance : new research trends in option pricing
7
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
7
Applied quantitative finance
6
Advances in finance and stochastics : essays in honour of Dieter Sondermann
5
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advances of OR in commodities and financial modeling
4
Application of operations research to financial markets
4
Empirical research on the German capital market : with 60 tables
4
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
4
Handbook of financial time series
4
New methods in fixed income modeling : fixed income modeling
4
The handbook of fixed income securities
4
The handbook of mortgage-backed securities
4
Advances in financial risk management : corporates, intermediaries and portfolios
3
Aspects of mathematical finance
3
Credit risk : models, derivatives, and management
3
Energy, natural resources and environmental economics
3
Essays on equity options
3
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
3
Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993
3
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
3
Hedging frictions and option values
3
Indifference pricing : theory and applications
3
Investment management and financial management
3
Mathematical control theory and finance
3
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
3
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Generalized extreme value distribution and extreme economic value at risk (EE-VaR)
Alentorn, Amadeo
;
Markose, Sheri M.
- In:
Computational methods in financial engineering : essays …
,
(pp. 47-71)
.
2008
Persistent link: https://www.econbiz.de/10003669439
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2
Semidefinite programming approaches for bounding Asian option prices
Dalakouras, Georgios V.
;
Kwon, Roy H.
;
Pardalos, Panos M.
- In:
Computational methods in financial engineering : essays …
,
(pp. 103-116)
.
2008
Persistent link: https://www.econbiz.de/10003669466
Saved in:
3
The evaluation of dicrete barrier options in a path integral framework
Chiarella, Carl
;
Hassan, Nadima el
;
Kucera, Adam
- In:
Computational methods in financial engineering : essays …
,
(pp. 117-144)
.
2008
Persistent link: https://www.econbiz.de/10003669615
Saved in:
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