Liquidity risk and arbitrage pricing theory
limiting foreign exchange exposure through hedging: the australian
Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
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Free boundary regularity close to initial state and
Fourier transform algorithms for pricing and hedging discretely
forward contract
forward contract
Forward and Futures Contracts
Foreign Currency Transactions and Hedging
Foreign Currency Options II
Forecasting Stock Market Volatility and the Informational Efficiency
Floating Rate Notes-3
Fixed Income Securities Mark-Ups
Financial Reporting for Derivatives and Risk Management Activities
Financial modeling with Lévy processes
FINANCIAL MARKETS AND INSTITIUTIONS: A Modern Perspective
FINANCIAL ENGINEERING AND ANALYTICS
Financial Derivatives and Hedging
Financial Derivatives - William & Mary Mathematics
