Narrow search
Showing 1 - 10 of 50
Cover Image
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000975624
Cover Image
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000976110
Cover Image
Introduction to futures and options markets
Hull, John - 1991 - 1. [print.]
Persistent link: https://www.econbiz.de/10000817711
Cover Image
Options, futures & other derivatives
Hull, John - 2000 - 4. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001388329
Cover Image
Hedging the risks from writing foreign currency options
Hull, John - In: Journal of international money and finance 6 (1987) 2, pp. 131-152
Persistent link: https://www.econbiz.de/10001043751
Cover Image
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 2, pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
Cover Image
Pricing interest-rate-derivative securities
Hull, John - In: The review of financial studies 3 (1990) 4, pp. 573-592
Persistent link: https://www.econbiz.de/10001105890
Cover Image
An analysis of the bias in option pricing caused by a stochastic volatility
Hull, John - In: Advances in futures and options research : a research annual 3 (1988), pp. 29-61
Persistent link: https://www.econbiz.de/10001081739
Cover Image
Valuing derivative securities using the explicit finite difference method
Hull, John - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10001082512
Cover Image
The use of the control variate technique in option pricing
Hull, John - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 3, pp. 237-251
Persistent link: https://www.econbiz.de/10001056078