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My journey through finance and stochastics

Musiela, Marek - In: Finance and stochastics 26 (2022) 1, pp. 33-58

Persistent link: https://www.econbiz.de/10012796468

Alternative methods to derive option pricing models : review and comparison

Lee, Cheng F.; Chen, Yibing; Lee, John - 2024

Persistent link: https://www.econbiz.de/10015045614

Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk

Poncet, Patrice; Portait, Roland; Toder, Igor - 2022

Persistent link: https://www.econbiz.de/10012628654

Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk

Poncet, Patrice; Portait, Roland; Toder, Igor - 2022

Options on Interest Rates -- 18 Elements of Stochastic Calculus -- 19 *The Mathematical Framework of Financial Markets Theory … asset valuation, risk assessment and measurement. Background in financial mathematics, particularly stochastic calculus, is …

Persistent link: https://www.econbiz.de/10013441427

Electricity and natural gas prices sharing the long-term trend : some evidence from the Spanish market

Furió, Dolores; Población, Javier - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 173-180

Persistent link: https://www.econbiz.de/10011951836

International investment with exchange rate risk

Fei, Chen; Fei, Weiyin; Rui, Yayun; Yan, Litan - In: Asia-Pacific journal of accounting & economics : … 28 (2021) 2, pp. 225-241

Persistent link: https://www.econbiz.de/10012440113

Simplified stochastic calculus with applications in economics and finance

Černý, Aleš; Ruf, Johannes - In: European journal of operational research : EJOR 293 (2021) 2, pp. 547-560

Persistent link: https://www.econbiz.de/10012513216

A valuation model for callable eurobonds

Hooper, Vincent J.; Pointon, John - In: Inventi impact: microfinance & banking (2020) 1, pp. 43-50

Persistent link: https://www.econbiz.de/10012653615

A valuation model for the variable rate demand obligation

Hooper, Vincent J.; Pointon, John - In: Journal of mathematical finance 9 (2019) 3, pp. 388-393

Persistent link: https://www.econbiz.de/10012210314

A valuation model for callable eurobonds

Hooper, Vincent J.; Pointon, John - In: Journal of mathematical finance 9 (2019) 3, pp. 394-401

Persistent link: https://www.econbiz.de/10012210334

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