Option pricing : mathematical models and computation
Year of publication: |
1993
|
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Authors: | Wilmott, Paul ; Dewynne, Jeff ; Howison, Sam |
Publisher: |
Oxford : Oxford Financial Press |
Subject: | Optionspreistheorie | Mathematisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco, (2000)
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Pricing options with futures-style margining : a genetic adaptive neural network approach
White, A. Jay, (1999)
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Volatility and correlation : in the pricing of equity, FX and interest rate options
Rebonato, Riccardo, (1999)
- More ...
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The mathematics of financial derivatives : a student introduction
Wilmott, Paul, (2009)
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The mathematics of financial derivatives : a student introduction
Wilmott, Paul, (1997)
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Option pricing : mathematical models and computation
Wilmott, Paul, (1995)
- More ...