Frontiers in quantitative finance : volatility and credit risk modeling
Year of publication: |
2009
|
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Other Persons: | Cont, Rama (contributor) |
Publisher: |
Hoboken, NJ : Wiley |
Subject: | Mathematisches Modell | Kreditrisiko | Optionspreis | Volatilität | Aufsatzsammlung | Finance | Mathematical models | Derivative securities |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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The SABR/LIBOR market model : pricing, calibrating and hedging for complex interest-rate derivatives
Rebonato, Riccardo, (2009)
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The mathematics of derivatives : tools for designing numerical algorithms
Navin, Robert L., (2007)
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The LIBOR market model in practice
Gatarek, Dariusz, (2006)
- More ...
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Detlefsen, Kai, (2007)
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The End of the Waterfall: Default Resources of Central Counterparties
Cont, Rama, (2015)
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Fire Sales, Indirect Contagion and Systemic Stress Testing
Cont, Rama, (2017)
- More ...