Over the rainbow : developments in exotic options and complex swaps
Year of publication: |
1995
|
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Other Persons: | Jarrow, Robert A. (contributor) |
Publisher: |
London : Risk Publ. |
Subject: | Optionspreistheorie | Risikomanagement | Exotic options | Swap | Aufsatzsammlung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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An introduction to derivatives and risk management
Chance, Don M., (2004)
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An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume, (2016)
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Bermudan swaption model risk analysis : a local volatility approach
Jabłecki, Juliusz, (2018)
- More ...
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Modelling fixed income securities and interest rate options
Jarrow, Robert A., (1996)
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Jarrow, Robert A., (1999)
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A characterization theorem for unique risk neutral probability measures
Jarrow, Robert A., (1986)
- More ...