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Valuation of a CDO and an n -th to Default CDS Without Monte Carlo Simulation

, and . The Journal of Derivatives, 12 (2): 8--23 (Nov 30, 2004)
DOI: 10.3905/jod.2004.450964

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Options, futures, and other derivatives. Pearson Prentice Hall, Upper Saddle River, NJ u.a., 6. ed., Pearson internat. ed edition, (2006)Einführung in Futures- und Optionsmärkte. Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften Oldenbourg, München u.a., 3. Aufl edition, (2001)Options, futures, and other derivative securities. Prentice-Hall, Englewood Cliffs, NJ u.a., 2. ed. edition, (1993)Valuation of a CDO and an n -th to Default CDS Without Monte Carlo Simulation, and . The Journal of Derivatives, 12 (2): 8--23 (Nov 30, 2004)Options, futures, & other derivatives. Prentice-Hall international editions Prentice-Hall International, Upper Saddle River, NJ u.a., 5. ed., internat. ed edition, (2003)Fundamentals of futures and options markets. Pearson/Prentice Hall, Upper Saddle River, NJ, 5. ed., internat. ed. edition, (2005)Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models, and . Journal of Derivatives, (1994)Options, Futures, and other Derivatives. Pearson, Seventh edition, (October 2010)Options, futures, and other derivatives. Prentice Hall, Upper Saddle River, NJ u.a., 3. ed., internat. ed edition, (1997)Optionen, Futures und andere Derivative. Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften Oldenbourg, München u.a., 4. Aufl. edition, (2001)