Bewertung von Zinsbindungsstrategien unter dem risikoneutralen Wahrscheinlichkeitsmaß
Year of publication: |
2009 ; 1. Aufl.
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Authors: | Kunz, Ronny |
Publisher: |
Berlin : Weißensee-Verlag |
Subject: | Finanzierung | Financing | Zins | Interest rate | Indexbindung | Indexation | Entscheidung unter Unsicherheit | Decision under uncertainty | Stochastischer Prozess | Stochastic process | Kapitalmarkttheorie | Financial economics | Opportunitätskosten | Opportunity cost | Theorie | Theory | Entscheidung bei Unsicherheit |
Description of contents: | Table of Contents [gbv.de] ; Table of Contents [d-nb.info] |
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Efficient hedging in incomplete markets under model uncertainty
Kirch, Michael, (2001)
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Uncertain contour process and its application in stock model with floating interest rate
Yao, Kai, (2015)
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Portfolio management with stochastic interest rates and inflation ambiguity
Munk, Claus, (2014)
- More ...
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Kunz, Ronny, (2010)
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Kunz, Ronny, (2007)
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Kunz, Ronny, (2010)
- More ...