December 2008
Intermediate to advanced
696 pages
21h 40m
English
Content preview from Principles of Financial Engineering, 2nd Edition
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References
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2. Aït-Sahalia Y. “Testing Continuous-Time Models of the Spot Interest Rate,”. Review of Financial Studies. 1996, 9(2):385–426.
3. Avellaneda M, Buff R, Friedman C, Grandchamp N, Kruk L, Newman J. “Weighted Monte Carlo: A New Technique for Calibrating Asset-Pricing Models,”. International Journal of Theoretical and Applied Finance. 2001, 4(1):91–119.
4. Barone-Adesi G, Whaley RE. “Efficient Analytic Approximation of American Option Values,”. Journal of Finance. 1987, 42(2):301–320.
5. Bielecki TR, Rutkowski M. Credit Risk. Berlin Heidelberg New York: Springer-Verlag; 2001.
6. Black F, Derman E, ...
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