November 2013
Intermediate to advanced
354 pages
8h 46m
English
Content preview from Quantitative FinanceBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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References
Abramowitz, M. and Stegun, I. A. (eds) (1964), Handbook of Mathematical Functions, National Bureau of Standards.
Adams, K. J. and van Deventer, D. R. (1994), Fitting Yield Curves and Forward Rate Curves with Maximum Smoothness, The Journal of Fixed Income 4(1), 52–62.
Arrow, K. (1964), The Role of Securities in the Optimal Allocation of Risk–Bearing, Review of Economic Studies 31, 91–96.
Ash, R. B. and Doléans-Dade, C. A. (2000), Probability and Measure Theory, 2nd edn, Harcourt Academic Press.
Bahra, B. (1997), Implied Risk–Neutral Probability Density Functions from Option Prices: Theory and Application, Bank of England, working paper.
Bajeux-Besnainou, I. and Portait, R. (1997), The Numeraire Portfolio: A New Perspective on Financial ...
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