17 Result(s)

Pricing of Bond Options

Unspanned Stochastic Volatility and Random Field Models

Dr. Detlef Repplinger in Lecture Notes in Economics and Mathematical Systems (2008)

Bond Portfolio Optimization

Dr. Michael Puhle in Lecture Notes in Economics and Mathematical Systems (2008)

Fuzzy Portfolio Optimization

Theory and Methods

Doctor Yong Fang, Professor Kin Keung Lai… in Lecture Notes in Economics and Mathematical Systems (2008)

Pricing Interest-Rate Derivatives

A Fourier-Transform Based Approach

Dr. Markus Bouziane in Lecture Notes in Economics and Mathematical Systems (2008)

A Structural Framework for the Pricing of Corporate Securities

Economic and Empirical Issues

Dr. Michael Genser in Lecture Notes in Economics and Mathematical Systems (2006)

Market-Conform Valuation of Options

Tobias Herwig in Lecture Notes in Economics and Mathematical Systems (2006)

Strategic Trading in Illiquid Markets

Burkart Mönch in Lecture Notes in Economics and Mathematical Systems (2005)

Default Risk in Bond and Credit Derivatives Markets

Christoph Benkert in Lecture Notes in Economics and Mathematical Systems (2004)

Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets

Dr. Holger Kraft in Lecture Notes in Economics and Mathematical Systems (2004)

Portfolio Selection and Asset Pricing

Shouyang Wang, Yusen **a in Lecture Notes in Economics and Mathematical Systems (2002)

Design of Master Agreements for OTC Derivatives

Dr. Dietmar Franzen in Lecture Notes in Economics and Mathematical Systems (2001)

Financial Pricing Models in Continuous Time and Kalman Filtering

Dr. B. Philipp Kellerhals in Lecture Notes in Economics and Mathematical Systems (2001)

Modular Pricing of Options

An Application of Fourier Analysis

Dr. Jianwei Zhu in Lecture Notes in Economics and Mathematical Systems (2000)

Pricing Derivative Credit Risk

Dr. Manuel Ammann in Lecture Notes in Economics and Mathematical Systems (1999)

A Game Theory Analysis of Options

Contributions to the Theory of Financial Intermediation in Continuous Time

Alexandre Ziegler in Lecture Notes in Economics and Mathematical Systems (1999)

Volume and the Nonlinear Dynamics of Stock Returns

Dr. Chiente Hsu in Lecture Notes in Economics and Mathematical Systems (1998)

Interest Rate Dynamics, Derivatives Pricing, and Risk Management

Lin Chen in Lecture Notes in Economics and Mathematical Systems (1996)