Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Rich, Don R."'
Autor:
Rich, Don R.
The valuation of many types of financial contracts and contingent claim agreements is complicated by the possibility that one party will default on their contractual obligations. This dissertation develops a general model that prices Black-Scholes op
Externí odkaz:
http://hdl.handle.net/10919/38470
http://scholar.lib.vt.edu/theses/available/etd-06062008-171359/
http://scholar.lib.vt.edu/theses/available/etd-06062008-171359/
Autor:
Rich, Don R., Leuthold, Raymond M.
Publikováno v:
Journal of Futures Markets. Aug93, Vol. 13 Issue 5, p497-514. 18p. 6 Charts.
Autor:
Chance, Don M., Rich, Don R.
Publikováno v:
Journal of Derivatives; Summer96, Vol. 3 Issue 4, p64-77, 14p
Publikováno v:
Die Betriebswirtschaft. sep/oct2008, Vol. 68 Issue 5, p545-567. 23p. 7 Charts.
The conference was focused especially on the current issues related to the impacts of the financial crisis on financial and non-financial institutions, new regulation rules and procedures on financial markets, new accounting and tax challenges and tr
Autor:
Yuh-Dauh Lyuu
Students and professionals intending to work in any area of finance must master not only advanced concepts and mathematical models but also learn how to implement these models computationally. This comprehensive text, first published in 2002, combine
Autor:
Peter Buchen
In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial diff