Number of items: 4.
Webber, Nick
(2011)
Implementing models of financial derivatives : object oriented applications with VBA.
Chichester ; Hoboken, NJ: Wiley.
ISBN 9780470712207
Park, F. C., Chun, C. M., Han, C. W. and Webber, Nick
(2011)
Interest rate models on lie groups.
Quantitative Finance, Vol.11
(No.4).
pp. 559-572.
doi:10.1080/14697680903468963
ISSN 1469-7688.
Ribeiro, C. (Claudia) and Webber, Nick
(2002)
Valuing path dependent options in the variance-gamma model by Monte Carlo with a gamma bridge.
Working Paper.
Coventry:
Warwick Business School, Financial Econometrics Research Centre.
Working papers (Warwick Business School. Financial Econometrics Research Centre)
(No.02-).
James, Jessica and Webber, Nick
(2000)
Interest Rate Modelling.
United Kingdom: Wiley-Blackwell Publishing Ltd..
ISBN 978-0-471-97523-6
This list was generated on Tue Apr 23 07:01:24 2024 BST.