//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Insurance / Mathematics & economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"TUNARU, RADU"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Derivat
2
Derivative
2
Aktienindex
1
Basket options
1
CAPM
1
CDS pricing
1
Credit derivative
1
Credit index pricing
1
Credit risk
1
Derivatives pricing
1
Displaced log-normal jump-diffusion process
1
Equity release mortgages
1
Estimation
1
Exponential linear pricing kernel
1
GARCH-MIDAS
1
Hedging
1
Hermite polynomials
1
House price risk
1
Hypothek
1
Immobilienpreis
1
Index
1
Index futures
1
Index number
1
Index-Futures
1
Kreditderivat
1
Kreditrisiko
1
Mean-reverting process with jumps
1
Moment matching
1
Mortgage
1
Non-negative equity guarantee
1
Option trading
1
Optionsgeschäft
1
Quasi-analytical pricing
1
Real estate price
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Statistical distribution
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Tunaru, Radu
3
Badescu, Alexandru
1
Cantia, Catalin
1
Leccadito, Arturo
1
Paletta, Tommaso
1
Quaye, Enoch
1
Published in...
All
Insurance / Mathematics & economics
Working papers / University of Kent, Kent Business School
6
Journal of empirical finance
4
The journal of portfolio management : a publication of Institutional Investor
4
European financial management : the journal of the European Financial Management Association
3
Journal of banking & finance
3
Quantitative Finance
3
The European journal of finance
3
European journal of operational research : EJOR
2
Frontiers in Finance and Economics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance
2
International review of financial analysis
2
Investment management and financial innovations
2
Journal of economic dynamics & control
2
Journal of financial stability
2
Journal of international money and finance
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Research paper series / Swiss Finance Institute
2
SUERF Studies
2
The journal of derivatives : JOD
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of futures markets
2
Valuation, financial modeling, and quantitative tools
2
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
1
Annals of Economics and Finance
1
Annals of economics and finance
1
Applied Financial Economics Letters
1
Applied financial economics letters
1
Bank of Finland Research Discussion Paper
1
Bank of Finland Research Discussion Papers
1
Bank of Finland research discussion papers
1
CEA_372Cass working paper series
1
Computational Management Science
1
Discussion paper / LSE Financial Markets Group
1
EFMA 2001 Lugano Meetings
1
Financial crises, sovereign risk and the role of institutions
1
Global financial markets : issues and strategies
1
Handbook of Research Methods and Applications in Empirical Finance
1
Handbook of research methods and applications in empirical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Badescu, Alexandru
;
Quaye, Enoch
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 119-138
Persistent link: https://www.econbiz.de/10013198331
Saved in:
2
A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches
Cantia, Catalin
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 21-35
Persistent link: https://www.econbiz.de/10011691492
Saved in:
3
Pricing and hedging basket options with exact moment matching
Leccadito, Arturo
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 59-69
Persistent link: https://www.econbiz.de/10011530924
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->