European University Institute Library
Derivative securities + Mathematical models
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http://bibfra.me/vocab/lite/Concept
Label
Derivative securities + Mathematical models
Name
Derivative securities + Mathematical models
Focus
Derivative securities + Mathematical models
Sub focus
Mathematical models
Derivative securities
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Incoming Resources
Subject of
16
Martingale methods in financial modelling, Marek Musiela, Marek Rutkowski
The mathematics of financial derivatives, a student introduction, Paul Wilmott, Sam Howison, Jeff Dewynne
Binomial models in finance, John van der Hoek and Robert J. Elliott
Mathematical asset management, Thomas Höglund
Counterparty credit risk, the new challenge for global financial markets, Jon Gregory
Equity derivatives and hybrids, markets, models and methods, Oliver Brockhaus
The time-discrete method of lines for options and bonds, A PDE approach, Gunter H. Meyer
The xVA challenge, counterparty credit risk, funding, collateral, and capital, Jon Gregory
An engine, not a camera, how financial models shape markets, Donald MacKenzie
Implementing derivatives models, Les Clewlow and Chris Strickland
Financial engineering and computation, principles, mathematics, algorithms, Yuh-Dauh Lyuu
Mathematical models of financial derivatives, Yue-Kuen Kwok
Arbitrage theory in continuous time, Tomas Björk
Counterparty credit risk and credit value adjustment, a continuing challenge for global financial markets, Jon Gregory
C++ design patterns and derivatives pricing, Mark S. Joshi
Paul Wilmott on quantitative finance
Outgoing Resources
Focus
1
Derivative securities + Mathematical models
Sub focus
2
Mathematical models
Derivative securities
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