Volume 15; Issue 1

Applied Mathematical Finance

Volume 15; Issue 1
1

Multiscale Intensity Models for Single Name Credit Derivatives

Year:
2008
Language:
english
File:
PDF, 893 KB
english, 2008
2

Market Influence of Portfolio Optimizers

Year:
2008
Language:
english
File:
PDF, 434 KB
english, 2008
4

Valuation of Performance‐Dependent Options

Year:
2008
Language:
english
File:
PDF, 603 KB
english, 2008