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Financial engineering
Management science : journal of the Institute for Operations Research and the Management Sciences
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Department of Economics discussion paper series / University of Oxford
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Achieving financial stability : challenges to prudential regulation
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Annual review of financial economics
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Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
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Jump-diffusion models for asset pricing in financial engineering
Kou, Steven
- In:
Financial engineering
,
(pp. 73-116)
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2008
Persistent link: https://www.econbiz.de/10003567095
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Discrete barrier and lookback options
Kou, Steven
- In:
Financial engineering
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(pp. 343-373)
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2008
Persistent link: https://www.econbiz.de/10003567639
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Calculating portfolio credit risk
Glasserman, Paul
- In:
Financial engineering
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(pp. 437-470)
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2008
Persistent link: https://www.econbiz.de/10003567702
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