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Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael - 2004
Persistent link: https://www.econbiz.de/10004832143
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Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10004299305
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Black-Scholes and beyond : option pricing models
Chriss, Neil - 1997
Persistent link: https://www.econbiz.de/10004310028
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DTB-Optionsanalyse
Müller, Thomas; Flemisch, Marcus - 1993 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004243424
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Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified
Wilhelm, Jochen - 1999
Persistent link: https://www.econbiz.de/10004550475
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An introduction to mathematical finance : options and other topics
Ross, Sheldon M. - 1999
Persistent link: https://www.econbiz.de/10004552383
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Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX index options market
Rieken, Sascha - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004601510
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Bewertung von DAX-Optionsscheinen : eine empirische Analyse zur Validität des Black/Scholes-Modells
Hagl, Stefan - 2007
Persistent link: https://www.econbiz.de/10004883402
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Tools for computational finance
Seydel, Rüdiger - 2009 - 4. [rev. and extended] ed.
Persistent link: https://www.econbiz.de/10004948103
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Tools for computational finance
Seydel, Rüdiger - 2006 - 3. ed.
Persistent link: https://www.econbiz.de/10004874009