Pricing and hedging of derivative securities
Year of publication: |
1999
|
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Authors: | Nielsen, Lars Tyge |
Publisher: |
Oxford [u.a.] : Oxford Univ.-Pr. |
Subject: | Derivat <Wertpapier> | Preistheorie | Kurssicherung | Stochastische Analysis | Martingaltheorie |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Finanzmathematik : die Bewertung von Derivaten
Irle, Albrecht, (2012)
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Financial derivatives in theory and practice
Hunt, Phil J., (2000)
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Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre, (2000)
- More ...
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Pareto optima, non-convexities and regulated market equilibria
Nielsen, Lars Tyge, (1983)
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Common knowledge: The case of linear regression
Nielsen, Lars Tyge, (1996)
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Aggregation of Expectations, Common Information, and Revealing Rational Expectations Equilibrium
Nielsen, Lars Tyge, (1988)
- More ...