Number of items: 5.
Webber, Nick
(2011)
Implementing models of financial derivatives : object oriented applications with VBA.
Chichester ; Hoboken, NJ: Wiley.
ISBN 9780470712207
Webber, Nick
(2011)
Implementing models of financial derivatives: object oriented applications with VBA.
Hoboken, N.J: Wiley-Blackwell Publishing Ltd..
ISBN 978-0-470-71220-7
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.
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).
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 Jun 18 17:19:57 2013 BST.