Books

2 results found
Title Authors Description OpenBook ID
Pricing of derivatives on mean-reverting assets Pricing of derivatives on mean-reverting assets Björn Lutz The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives. For this class of assets, conven… OL15896414W
Credit risk pricing models Credit risk pricing models Bernd Schmid Credit Risk Pricing Models - now in its second edition - gives a deep insight into the latest basic and advanced credit risk modelling techniques covering not only the standard structural, reduced fo… OL19838542W