Haku "quantitative business valuation"

Benth, Fred Espen - Quantitative Energy Finance, e-kirja

Quantitative Energy Finance

Benth, Fred Espen


Fourier-Based Valuation Methods in Mathematical Finance
Ernst Eberlein
4. Mathematics of Swing Options: A Survey
Jukka Lempa
Part II. Energy Spot Modelling
5. Inference for Markov Regime-Switching Models of Electricity Spot Prices
Joanna Janczura,

Garrido, José - Actuarial Sciences and Quantitative Finance, e-kirja

Actuarial Sciences and Quantitative Finance

Garrido, José


Bermudan Option Valuation Under State-Dependent Models
Anastasia Borovykh, Andrea Pascucci, Cornelis W. Oosterlee
7. Option-Implied Objective Measures of Market Risk with Leverage
Matthias Leiss, Heinrich H. Nax
8. The Sustainable Black-Scholes Equations

Chiarella, Carl - Contemporary Quantitative Finance, e-kirja

Contemporary Quantitative Finance

Chiarella, Carl


Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives
Pavel V. Gapeev, Monique Jeanblanc, Libo Li, Marek Rutkowski
15. Representation of American Option Prices Under Heston Stochastic Volatility Dynamics