Options, Futures and Other Derivative Securities (Book).
- Published in:
- 1994
- By:
- Publication type:
- Book Review
Works in Applied Mathematical Finance, 1994, Vol 1, Issue 1
Results: 7
1
2
Option Pricing (Book).
- Published in:
- 1994
- By:
- Publication type:
- Book Review
3
Optimal pricing, use and exploration of uncertain natural resources.
- Published in:
- Applied Mathematical Finance, 1994, v. 1, n. 1, p. 87, doi. 10.1080/13504869400000005
- By:
- Publication type:
- Article
4
Stochastic equity volatility related to the leverage effect.
- Published in:
- Applied Mathematical Finance, 1994, v. 1, n. 1, p. 63, doi. 10.1080/13504869400000004
- By:
- Publication type:
- Article
5
Simulations of transaction costs and optimal rehedging.
- Published in:
- Applied Mathematical Finance, 1994, v. 1, n. 1, p. 49, doi. 10.1080/13504869400000003
- By:
- Publication type:
- Article
6
Delta, gamma and bucket hedging of interest rate derivatives.
- Published in:
- Applied Mathematical Finance, 1994, v. 1, n. 1, p. 21, doi. 10.1080/13504869400000002
- By:
- Publication type:
- Article
7
Hedging quantos, differential swaps and ratios.
- Published in:
- Applied Mathematical Finance, 1994, v. 1, n. 1, p. 1, doi. 10.1080/13504869400000001
- By:
- Publication type:
- Article