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Derivate, Arbitrage und Portfolio-Selection : stochastische Finanzmarktmodelle und ihre Anwendungen
Hausmann, Wilfried; Diener, Kathrin; Käsler, Joachim - 2002 - 1. Auflage
Persistent link: https://www.econbiz.de/10014012257
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Performancemessung von Optionsportfolios und deren Anwendung zur Margenschätzung bei strukturierten Finanzprodukten
Wessels, Sebastian - 2021
Persistent link: https://www.econbiz.de/10012584118
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Investment Management : A Modern Guide to Security Analysis and Stock Selection
Krishnamurti, Chandrasekhar (contributor);  … - 2009
compendium on the financial theory, the empirical evidence and the mathematical tools that form the underlying principles of …
Persistent link: https://www.econbiz.de/10013521150
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Essays on asset allocation with derivatives and model estimation
Breuer, Beate - 2009
Persistent link: https://www.econbiz.de/10003823672
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Investment management : a modern guide to security analysis and stock selection
Vishwanath, S. Ramanna (ed.);  … - 2009
Persistent link: https://www.econbiz.de/10003758646
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Optionspreise und optimale Portfolios auf unvollständigen Kapitalmärkten
Knobloch, Alois Paul - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002538823
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Mathematical methods for the efficient assessment of market and credit risk
Reiß, Oliver (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001820960
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Some new aspects of optimal portfolios and option pricing
Krekel, Martin (contributor) - 2003
Persistent link: https://www.econbiz.de/10001790257
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Finanzmathematik in diskreter Zeit
Bäuerle, Nicole; Rieder, Ulrich - 2017
Persistent link: https://www.econbiz.de/10011592801
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Portefeuille- und Real-Optionspreis-Theorie und forstliche Entscheidungen
Weber, Matthias-Wilbur - 2002
Persistent link: https://www.econbiz.de/10001656634