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11 |
Calculation of Monte-Carlo Sensitivities for a portfolio of time coupled options and application to conventional power plants
Raabe, Wolfgang. - Duisburg : Universitätsbibliothek Duisburg-Essen, 2015
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12 |
Stochastische Modelle für Energiemärkte
Nazarova, Anna. - Duisburg : Universitätsbibliothek Duisburg-Essen, 2014
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13 |
Defaultable term structure models: macroeconomic impact and valuation of complex credit- and inflation-linked derivatives
Ilg, Melanie. - München : Universitätsbibliothek der TU München, 2013
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14 |
Pricing Energy, Weather and Emission Derivatives under Future Information
Hess, Markus. - Duisburg : Universitätsbibliothek Duisburg-Essen, 2013
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15 |
Robust Risk Management in the Context of Solvency II Regulations
Rühlicke, Robin. - Duisburg : Universitätsbibliothek Duisburg-Essen, 2013
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16 |
The Information Premium on Electricity Markets
Biegler-König, Richard. - Duisburg : Universitätsbibliothek Duisburg-Essen, 2013
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17 |
Pricing and Hedging under High-Dimensional Jump-Diffusion Models using Partial Differential Equations
Hepperger, Peter Thomas. - München : Universitätsbibliothek der TU München, 2011
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18 |
Risk neutral valuation
Bingham, Nicholas H.. - London : Springer, 2004, 2. ed.
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19 |
Risk neutral valuation
Bingham, Nicholas H.. - London : Springer, 2000, 3., printing, with corr.
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20 |
Risk neutral valuation
Bingham, Nicholas H.. - London : Springer, 1998
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