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Derivatives

  • Jürgen Franke
  • Wolfgang Karl Härdle
  • Christian Matthias Hafner
Chapter
Part of the Universitext book series (UTX)

Abstract

Classic financial mathematics deals first and foremost with basic financial instruments such as stocks, foreign currencies and bonds.

References

  1. Briys, E., Bellalah, M., Mai, H., & de Varenne, F. (1998). Options, futures and exotic derivatives. Chichester: John Wiley & Sons.Google Scholar
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  3. Duffie, D. (1996). Dynamic asset pricing theory, 2nd edn. Princeton: Princeton University Press .zbMATHGoogle Scholar
  4. Hull, J. C. (2006). Options, futures and other derivatives. Prentice Hall.Google Scholar
  5. Jarrow, R. (1992). Finance theory, 2nd edn. Englewood Cliffs, NJ: Prentice-Hall.Google Scholar
  6. Neftci, S. (1996). An introduction to the mathematics of financial derivatives. San Diego: Academic Press.zbMATHGoogle Scholar
  7. Welcker, J., Kloy, J., & Schindler, K. (1992). Professionelles Optionsgeschäft. Zürich: Verlag Moderne Industrie.Google Scholar

Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Jürgen Franke
    • 1
  • Wolfgang Karl Härdle
    • 2
  • Christian Matthias Hafner
    • 3
  1. 1.Department of MathematicsTechnische Universität KaiserslauternKaiserslauternGermany
  2. 2.Ladislaus von Bortkiewicz Chair of StatisticsHumboldt-Universität BerlinBerlinGermany
  3. 3.Louvain Institute of Data Analysis and Modeling in Economics and StatisticsUCLouvainLouvain-la-NeuveBelgium

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