scientific article; zbMATH DE number 5761787

zbMATH Open1198.91011MaRDI QIDQ3575419FDOQ3575419

Authors:

Publication date: 27 July 2010

Title of this publication is not available (Why is that?)

Recommendations

• Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’
• Swap Pricing with Two-Sided Default Risk in a Rating-Based Model *
• Special issue dedicated to the 3rd Humboldt-Princeton workshop on mathematical finance, Berlin, Germany, October 26--29, 2011
• scientific article; zbMATH DE number 5970706
• Preface to the special issue on computational methods in quantitative finance
• Paris-Princeton lectures on mathematical finance 2002
• Paris-Princeton lectures on mathematical finance 2013
• scientific article; zbMATH DE number 1234544
• scientific article; zbMATH DE number 1234539

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial science and mathematical finance (91Gxx)

Cited In (5)

• Paris-Princeton lectures on mathematical finance 2002
• Paris-Princeton lectures on mathematical finance 2013
• Paris-Princeton lectures on mathematical finance 2004.
• Title not available (Why is that?)
• Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3575419)