Narrow search
Showing 1 - 10 of 15,140
Cover Image
Interest rates and coupon bonds in quantum finance
Baaquie, Belal E. - 2010 - 1. publ.
"The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical concepts to describe and price financial instruments. Focusing almost exclusively on interest rates and coupon bonds, this book does not employ stochastic calculus - the bedrock of the present...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003848623
Cover Image
Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan; Alles, Lakshman - 2000
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001509334
Cover Image
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 995-996
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001497491
Cover Image
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus - 2001 - 2., verbesserte und erweiterte Auflage
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001498159
Cover Image
A mathematical programming with equilibrium constraints approach to the implied volatility surface of American options
Huang, Jacqueline; Pang, Jong-Shi - In: The journal of computational finance 4 (2000) 1, pp. 21-56
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001528153
Cover Image
Kapitalkostenermittlung im Shareholder Value-Konzept mit Hilfe optionspreistheoretischer Ansätze
Ritter, Michael - 2000
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001532581
Cover Image
Derivatbewertung aus theoretischer und praktischer Sicht
Wolter, Hans-Jürgen - In: Aufgaben von Wissenschaft und Praxis im nächsten …, (pp. 249-279). 2000
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001536824
Cover Image
Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1999
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001448004
Cover Image
Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco; Buff, Robert - In: Applied mathematical finance 6 (1999) 1, pp. 1-18
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001449223
Cover Image
An asymptotic expansion approach to pricing financial contingent claims
Takahashi, Akihiko - In: Asia-Pacific financial markets 6 (1999) 2, pp. 115-151
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001449307