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An empirical comparison of alternative stochastic volatility models
Belledin, Michael; Schlag, Christian - 1999 - Current version: June 1, 1999
Persistent link: https://www.econbiz.de/10004001222
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Der Einsatz der Optionspreistheorie zur Bewertung von Softwareentwicklungsprojekten
Stickel, Eberhard - 1997
Persistent link: https://www.econbiz.de/10000983543
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Die Bewertung von IV-Entwicklungsprojekten mit Methoden der Optionspreistheorie
Stickel, Eberhard - In: Electronic business engineering, (pp. 685-707). 1999
Persistent link: https://www.econbiz.de/10001408181
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Bankrisiko, Fristentransformation und flexibles Futures-Hedging
Kürsten, Wolfgang - In: Operations research proceedings 1997 : selected papers …, (pp. 359-364). 1998
Persistent link: https://www.econbiz.de/10001256542
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Realoptionen zur Bewertung von IV-Investitionen
Stickel, Eberhard - In: Selected papers of the Symposium on Operations Research …, (pp. 359-364). 1998
Persistent link: https://www.econbiz.de/10001323312
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Impact of requirements volatility and flexible management on GSD project success : a study based on the dimensions of requirements volatility
Shameem, Mohammad; Chandra, Bibhas; Kumar, Chiranjeev; … - In: International journal of agile systems and management : … 12 (2019) 3, pp. 199-227
Persistent link: https://www.econbiz.de/10012144818
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Financial instrument pricing using C++
Duffy, Daniel J. - 2018 - Second edition
Persistent link: https://www.econbiz.de/10011844650
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Financial Instrument Pricing Using C++
Duffy, Daniel J. - 2018 - 2nd ed
Intro -- Financial Instrument Pricing Using C++ 2e -- Contents -- 1 A Tour of C++ and Environs -- 1.1 Introduction and Objectives -- 1.2 What is C++? -- 1.3 C++ as a Multiparadigm Programming Language -- 1.4 The Structure and Contents of this Book: Overview -- 1.5 A Tour of C++11: Black-Scholes...
Persistent link: https://www.econbiz.de/10011910113
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Using Microsoft Excel and decision trees to demonstrate the binominal option pricing model
Lee, John C. - In: Advances in investment analysis and portfolio … 8 (2001), pp. 303-329
Persistent link: https://www.econbiz.de/10001640906
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Financial instrument pricing using C++
Duffy, Daniel J. - 2005 - Repr. with corr
Persistent link: https://www.econbiz.de/10002710408