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~person:"Anson, Mark J. P."
~person:"El Karoui, Nicole"
~person:"Fabozzi, Frank J."
~type_genre:"Aufsatz im Buch"
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1
Pricing, hedging, and designing derivatives with risk measures
Barrieu, Pauline
;
El Karoui, Nicole
- In:
Indifference pricing : theory and applications
,
(pp. 77-146)
.
2009
Persistent link: https://www.econbiz.de/10003807579
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2
Hedge funds
Anson, Mark J. P.
-
2008
Persistent link: https://www.econbiz.de/10003763851
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3
Volatility regimes and hedge fund management
Anson, Mark J. P.
;
Ho, Ho
;
Silberstein, Kurt W.
- In:
Hedge funds : insights in performance measurement, risk …
,
(pp. 437-452)
.
2005
Persistent link: https://www.econbiz.de/10003138521
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4
Hedging interest-rate risk with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
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5
Pricing futures and portfolio applications
Fabozzi, Frank J.
;
Pitts, Mark
;
Collins, Bruce M.
- In:
The handbook of fixed income securities
,
(pp. 1187-1200)
.
2005
Persistent link: https://www.econbiz.de/10003055273
Saved in:
6
Controlling interest-rate risk with futures and options
Fabozzi, Frank J.
;
Ramamurthy, Shrikant
;
Pitts, Mark
- In:
The handbook of fixed income securities
,
(pp. 1301-1335)
.
2005
Persistent link: https://www.econbiz.de/10003055336
Saved in:
7
Non-linear pricing theory and backward stochastic differential equations
El Karoui, Nicole
- In:
Financial mathematics : held in Bressanone, Italy, July …
,
(pp. 191-246)
.
1997
Persistent link: https://www.econbiz.de/10001321236
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