Springer Texts in Business and Economics - Derivatives
Latest Publications

TOTAL DOCUMENTS

8

(FIVE YEARS 0)

H-INDEX

0

(FIVE YEARS 0)

Published By Springer International Publishing

9783030517502, 9783030517519

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Interest Rate Derivatives

Springer Texts in Business and Economics - Derivatives ◽

10.1007/978-3-030-51751-9_3 ◽

2020 ◽

pp. 43-75

Author(s):

Jiří Witzany

Keyword(s):

Interest Rate ◽

Interest Rate Derivatives

Introduction

Springer Texts in Business and Economics - Derivatives ◽

10.1007/978-3-030-51751-9_1 ◽

2020 ◽

pp. 1-18

Author(s):

Jiří Witzany

Option Markets, Valuation, and Hedging

Springer Texts in Business and Economics - Derivatives ◽

10.1007/978-3-030-51751-9_4 ◽

2020 ◽

pp. 77-140

Author(s):

Jiří Witzany

Keyword(s):

Option Markets

Forwards and Futures

Springer Texts in Business and Economics - Derivatives ◽

10.1007/978-3-030-51751-9_2 ◽

2020 ◽

pp. 19-42

Author(s):

Jiří Witzany

Exotic Options, Volatility Smile, and Alternative Stochastic Models

Springer Texts in Business and Economics - Derivatives ◽

10.1007/978-3-030-51751-9_8 ◽

2020 ◽

pp. 289-345

Author(s):

Jiří Witzany

Keyword(s):

Stochastic Models ◽

Exotic Options ◽

Volatility Smile

Interest Rate Models

Springer Texts in Business and Economics - Derivatives ◽

10.1007/978-3-030-51751-9_7 ◽

2020 ◽

pp. 261-287

Author(s):

Jiří Witzany

Keyword(s):

Interest Rate ◽

Interest Rate Models

Stochastic Interest Rates and the Standard Market Model

Springer Texts in Business and Economics - Derivatives ◽

10.1007/978-3-030-51751-9_6 ◽

2020 ◽

pp. 223-259

Author(s):

Jiří Witzany

Keyword(s):

Interest Rates ◽

Market Model ◽

Stochastic Interest Rates ◽

Stochastic Interest

Market Risk Measurement and Management

Springer Texts in Business and Economics - Derivatives ◽

10.1007/978-3-030-51751-9_5 ◽

2020 ◽

pp. 141-222

Author(s):

Jiří Witzany

Keyword(s):

Market Risk ◽

Risk Measurement