Springer Finance - Mathematical Finance — Bachelier Congress 2000
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Published By Springer Berlin Heidelberg

9783642087295, 9783662124291

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The Theory of Good-Deal Pricing in Financial Markets

Springer Finance - Mathematical Finance — Bachelier Congress 2000 ◽

10.1007/978-3-662-12429-1_9 ◽

2002 ◽

pp. 175-202 ◽

Cited By ~ 19

Author(s):

Aleš Černý ◽

Stewart Hodges

Keyword(s):

Financial Markets ◽

Good Deal

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Theory and Calibration of HJM with Shape Factors

Springer Finance - Mathematical Finance — Bachelier Congress 2000 ◽

10.1007/978-3-662-12429-1_19 ◽

2002 ◽

pp. 407-426 ◽

Cited By ~ 2

Author(s):

Andrea Roncoroni ◽

Paolo Guiotto

Keyword(s):

Shape Factors

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Markov Chains and the Potential Approach to Modelling Interest Rates and Exchange Rates

Springer Finance - Mathematical Finance — Bachelier Congress 2000 ◽

10.1007/978-3-662-12429-1_18 ◽

2002 ◽

pp. 375-406 ◽

Cited By ~ 3

Author(s):

L. C. G. Rogers ◽

F. A. Yousaf

Keyword(s):

Markov Chains ◽

Exchange Rates ◽

Interest Rates ◽

Potential Approach

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Using the Hull and White Two Factor Model in Bank Treasury Risk Management

Springer Finance - Mathematical Finance — Bachelier Congress 2000 ◽

10.1007/978-3-662-12429-1_13 ◽

2002 ◽

pp. 269-280

Author(s):

Robert J. Elliott ◽

John van der Hoek

Keyword(s):

Risk Management ◽

Factor Model

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Spread Option Valuation and the Fast Fourier Transform

Springer Finance - Mathematical Finance — Bachelier Congress 2000 ◽

10.1007/978-3-662-12429-1_10 ◽

2002 ◽

pp. 203-220 ◽

Cited By ~ 36

Author(s):

M. A. H. Dempster ◽

S. S. G. Hong

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Option Valuation ◽

Spread Option

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Utility-Based Derivative Pricing in Incomplete Markets

Springer Finance - Mathematical Finance — Bachelier Congress 2000 ◽

10.1007/978-3-662-12429-1_15 ◽

2002 ◽

pp. 313-338 ◽

Cited By ~ 14

Author(s):

Jan Kallsen

Keyword(s):

Incomplete Markets ◽

Derivative Pricing

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Evaluating Investments in Disruptive Technologies

Springer Finance - Mathematical Finance — Bachelier Congress 2000 ◽

10.1007/978-3-662-12429-1_21 ◽

2002 ◽

pp. 463-486 ◽

Cited By ~ 3

Author(s):

Eduardo S. Schwartz ◽

Carlos Zozaya-Gorostiza

Keyword(s):

Disruptive Technologies

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Modern Finance Theory Within One Lifetime

Springer Finance - Mathematical Finance — Bachelier Congress 2000 ◽

10.1007/978-3-662-12429-1_2 ◽

2002 ◽

pp. 41-45 ◽

Cited By ~ 5

Author(s):

Paul Samuelson

Keyword(s):

Finance Theory

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The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures

Springer Finance - Mathematical Finance — Bachelier Congress 2000 ◽

10.1007/978-3-662-12429-1_12 ◽

2002 ◽

pp. 245-267 ◽

Cited By ~ 95

Author(s):

Ernst Eberlein ◽

Karsten Prause

Keyword(s):

Risk Measures ◽

Financial Derivatives ◽

Hyperbolic Model

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On the Term Structure of Futures and Forward Prices

Springer Finance - Mathematical Finance — Bachelier Congress 2000 ◽

10.1007/978-3-662-12429-1_7 ◽

2002 ◽

pp. 111-149 ◽

Cited By ~ 14

Author(s):

Tomas Björk ◽

Camilla Landén

Keyword(s):

Term Structure ◽

Forward Prices

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Springer Finance - Mathematical Finance — Bachelier Congress 2000Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

The Theory of Good-Deal Pricing in Financial Markets

Theory and Calibration of HJM with Shape Factors

Markov Chains and the Potential Approach to Modelling Interest Rates and Exchange Rates

Using the Hull and White Two Factor Model in Bank Treasury Risk Management

Spread Option Valuation and the Fast Fourier Transform

Utility-Based Derivative Pricing in Incomplete Markets

Evaluating Investments in Disruptive Technologies

Modern Finance Theory Within One Lifetime

The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures

On the Term Structure of Futures and Forward Prices

Springer Finance - Mathematical Finance — Bachelier Congress 2000
Latest Publications