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Credit risk and credit derivatives : special issue
Brenner, Menachem (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10001497906
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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus - 2001 - 2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
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A Three-factor defaultable term structure model
Schmid, Bernd; Zagst, Rudi - In: The journal of fixed income 10 (2000) 2, pp. 63-79
Persistent link: https://www.econbiz.de/10001530347
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Credit risk modelling and credit derivatives
Schönbucher, Philipp J. - 2000
Persistent link: https://www.econbiz.de/10001449548
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Stock index dynamics and derivatives pricing with stochastic interest rates
Sørensen, Carsten - In: Review of derivatives research 2 (1999) 4, pp. 261-285
Persistent link: https://www.econbiz.de/10001445799
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Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco - 2000
Persistent link: https://www.econbiz.de/10001403079
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A universal lattice
Chen, Ren-Raw; Yang, Tyler T. - In: Review of derivatives research 3 (1999) 2, pp. 115-133
Persistent link: https://www.econbiz.de/10001484568
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Stock index dynamics and the valuation of stock index derivatives in a general equilibrium model with stochastic interest rates
Sørensen, Carsten - 1996
Persistent link: https://www.econbiz.de/10000950913
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Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
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Estimating the term structure of volatility and fixed-income derivative pricing
Gonçalves, Franklin de O. - In: The journal of fixed income 6 (1996) 1, pp. 32-39
Persistent link: https://www.econbiz.de/10001205427