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~person:"Cousin, Areski"
~person:"El Karoui, Nicole"
~person:"Fabozzi, Frank J."
~type_genre:"Aufsatz im Buch"
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Cousin, Areski
El Karoui, Nicole
Fabozzi, Frank J.
Broll, Udo
11
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8
Kit, Pong Wong
5
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4
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The handbook of fixed income securities
3
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Indifference pricing : theory and applications
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
The definitive guide to CDOs : market, application, valuation and hedging
1
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ECONIS (ZBW)
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1
A bottom-up dynamic model of portfolio credit risk : part II ; common-shock interpretation, calibration and hedging issues
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 51-73)
.
2014
Persistent link: https://www.econbiz.de/10010359906
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2
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
Saved in:
3
Hedging issues for CDOs
Cousin, Areski
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 461-480)
.
2008
Persistent link: https://www.econbiz.de/10003918855
Saved in:
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
Saved in:
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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