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Empirische Analyse der Geldpolitik des Federal Reserve Boards der USA : die Taylor-Regel und flexiblere Ansätze
Schäfer, Christian H. - 2006
Persistent link: https://www.econbiz.de/10003389057
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Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
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Derivate im Portfoliomanagement
Bossert, Thomas - 2017
Persistent link: https://www.econbiz.de/10011648924
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Zinsderivate : Modelle und Bewertung
Branger, Nicole; Schlag, Christian - 2004
Persistent link: https://www.econbiz.de/10001950067
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Stochastic interest rate modeling with fixed income derivative pricing
Privault, Nicolas - 2022 - 3rd edition
"It is a fairly complete introduction accessible to advanced undergraduates; Also covers more advanced aspects of interest rate modeling; Includes many graphs and code illustrating the modeling of interest rates; Each chapter is accompanied with exercises and their complete solutions."
Persistent link: https://www.econbiz.de/10012658653
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Zinsderivate : Modelle und Bewertung
Branger, Nicole; Schlag, Christian - 2004
: Arbitragebewertung Derivatebewertung Derivative Finanzinstrumente Finance Zinsderivate Zinsmodelle Zinsstrukturen …
Persistent link: https://www.econbiz.de/10013504781
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Volatility : new estimation techniques for pricing derivatives
Jarrow, Robert A. (ed.) - 1998
Persistent link: https://www.econbiz.de/10000665248
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Fundamentals and advanced techniques in derivatives hedging
Bouchard, Bruno; Chassagneux, Jean-François - 2016
Persistent link: https://www.econbiz.de/10011531565
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The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools
Larcher, Gerhard - 2023
Volatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options … volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in …
Persistent link: https://www.econbiz.de/10014239929
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Understanding central banking : the new era of activism
Jones, David Milton - 2014
Persistent link: https://www.econbiz.de/10010393680