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~subject:"Derivat <Wertpapier>"
~subject:"Mathematical models"
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Derivat <Wertpapier>
Mathematical models
Mathematisches Modell
2,284
Theorie
743
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733
Finanzmathematik
190
Mathematical finance
137
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126
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124
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94
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93
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92
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88
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83
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78
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76
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72
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Rebonato, Riccardo
5
Schmid, Bernd
4
Wilmott, Paul
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3
Cvitanić, Jakša
3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Tang, Yi
2
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2
White, Richard
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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USB Cologne (EcoSocSci)
101
ECONIS (ZBW)
36
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1
XVA : credit, funding and capital valuation adjustments
Green, Andrew
-
2016
Persistent link: https://www.econbiz.de/10011381463
Saved in:
2
SABR and SABR LIBOR market models in practice : with examples implemented in Python
Crispoldi, Christian
;
Wigger, Gérald
;
Larkin, Peter
-
2015
Persistent link: https://www.econbiz.de/10011374239
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3
The time-discrete method of lines for options and bonds : a PDE approach
Meyer, Gunter H.
-
2015
Persistent link: https://www.econbiz.de/10010489029
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4
Interest rate derivatives : valuation, calibration and sensitivity analysis
Beyna, Ingo
-
2013
Persistent link: https://www.econbiz.de/10009722049
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5
Managerial decision modeling with spreadsheets
Balakrishnan, Nagraj Raju
;
Render, Barry
;
Stair, Ralph M.
-
2013
-
3. ed., internat. ed.
Persistent link: https://www.econbiz.de/10009498239
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6
The mathematics of derivatives securities with applications in MATLAB
Cerrato, Mario
-
2012
Persistent link: https://www.econbiz.de/10009509273
Saved in:
7
Management science modeling
Albright, Samuel Christian
;
Winston, Wayne L.
-
2012
-
4. ed., internat. ed.
Persistent link: https://www.econbiz.de/10009139191
Saved in:
8
The Mathematics of Derivatives Securities with Applications in MATLAB.
Cerrato, Mario
-
2012
-
1st ed.
Quantitative Finance is expanding rapidly. One of the aspects of the recent financial crisis is that, given the complexity of financial products, the demand for people with high numeracy skills is likely to grow and this means more recognition will be given to Quantitative Finance in existing...
Persistent link: https://www.econbiz.de/10012166475
Saved in:
9
Hedging derivatives
Rheinländer, Thorsten
;
Sexton, Jenny
-
2011
Persistent link: https://www.econbiz.de/10009233654
Saved in:
10
Hedging Derivatives.
Sexton, Jenny
-
2011
Key Features:Unique focus on hedging and optimal martingale measuresIncludes new developments about static and dynamic hedging schemesTreatment of popular models for asset prices like exponential Lévy processes and stochastic volatility models.
Persistent link: https://www.econbiz.de/10012689402
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