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Martingale
Theorie
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Theory
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Optionspreistheorie
21
Option pricing theory
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Credit risk
18
Kreditrisiko
16
Hedging
12
Derivat
10
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Stochastischer Prozess
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Interest rate derivative
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Option trading
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Optionsgeschäft
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Financial crisis
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Rutkowski, Marek
3
Jeanblanc, Monique
2
Bielecki, Tomasz R.
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Gapeev, Pavel V.
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Li, Libo
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Musiela, Marek
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Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
Stochastic modelling and applied probability
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ECONIS (ZBW)
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Martingale methods in financial modelling
Musiela, Marek
;
Rutkowski, Marek
-
2005
-
2. ed
Persistent link: https://www.econbiz.de/10001928235
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2
Modeling and valuation of credit risk
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 27-126)
.
2004
Persistent link: https://www.econbiz.de/10002526431
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3
Constructing random times with given survival processes and applications to valuation of credit derivatives
Gapeev, Pavel V.
;
Jeanblanc, Monique
;
Li, Libo
; …
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 255-280)
.
2010
Persistent link: https://www.econbiz.de/10008749243
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