//--> //--> //--> //-->
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
~person:"Melʹnikov, Aleksandr V."
~subject:"Hedge fund"
~subject:"Portfolio-Management"
~subject:"Theorie"
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: subject_exact:"Financial+hedging"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedge fund
Portfolio-Management
Theorie
Hedging
18
Option pricing theory
14
Optionspreistheorie
14
Portfolio selection
11
Lebensversicherung
10
Life insurance
10
Financial investment
8
Kapitalanlage
8
Stochastic process
6
Stochastischer Prozess
6
Derivat
5
Derivative
5
Quantile hedging
4
Theory
4
Actuarial mathematics
3
Option trading
3
Optionsgeschäft
3
Versicherungsmathematik
3
Black-Scholes
2
Dividend
2
Dividende
2
Efficient hedging
2
Insolvency
2
Insolvenz
2
equity-linked life insurance contract
2
Absorbing barrier
1
Adjusted hedging volatility
1
Analysis
1
Bachelier model
1
Black-Scholes model
1
Black-Scholes-Modell
1
Call option
1
Clark-Ocone representation
1
Comparison theorem
1
Conditional value-at-risk based hedging
1
Constant elasticity of variance model
1
Credit risk
1
Default
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
9
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
1
Graue Literatur
1
Lehrbuch
1
Non-commercial literature
1
Textbook
1
Working Paper
1
more ...
less ...
Language
All
English
13
Author
All
Melʹnikov, Aleksandr V.
Broll, Udo
151
Kit, Pong Wong
59
Lien, Da-hsiang Donald
57
Wahl, Jack E.
57
Zilcha, Itzhak
32
Hull, John
23
Platen, Eckhard
23
Lo, Andrew W.
21
Eckwert, Bernhard
19
Agarwal, Vikas
18
Engle, Robert F.
17
Frey, Rüdiger
17
Giglio, Stefano
17
Hammoudeh, Shawkat
17
Schweizer, Martin
17
Adam-Müller, Axel F. A.
16
Kohlmann, Michael
16
Guirguis, Michel
15
Madan, Dilip B.
15
Acharya, Viral V.
14
Bhansali, Vineer
14
Bouri, Elie
14
Brown, Stephen J.
14
Kelly, Bryan T.
14
Dhaene, Jan
13
Föllmer, Hans
13
McAleer, Michael
13
Cotter, John
12
Lioui, Abraham
12
Mensi, Walid
12
Pham, Huyên
12
Welzel, Peter
12
Alghalith, Moawia
11
Bali, Turan G.
11
Cvitanić, Jakša
11
Kallsen, Jan
11
Kang, Sang Hoon
11
Koutsokostas, Drosos
11
Liang, Bing
11
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
2
International journal of theoretical and applied finance
2
Risk and decision analysis
2
A Chapman & Hall book
1
Annals of finance
1
Chapman & Hall/CRC financial mathematics series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Mathematics and financial economics
1
Scandinavian actuarial journal
1
Translations of mathematical monographs
1
Working paper / Bank of Canada
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantile hedging in a defaultable market with life insurance applications
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 248-265
Persistent link: https://www.econbiz.de/10012500262
Saved in:
2
On modifications of the Bachelier model
Melʹnikov, Aleksandr V.
;
Wan, Hongxi
- In:
Annals of finance
17
(
2021
)
2
,
pp. 187-214
Persistent link: https://www.econbiz.de/10012585516
Saved in:
3
Quantile hedging in models with dividends and application to equity-linked life insurance contracts
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10012240110
Saved in:
4
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
5
Equity-linked life insurance : partial hedging methods
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
-
2018
Persistent link: https://www.econbiz.de/10011702306
Saved in:
6
Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10011743830
Saved in:
7
On mean-variance hedging under partial observations and terminal wealth constraints
Makogin, Vitalii
;
Melʹnikov, Aleksandr V.
;
Mišura, …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734050
Saved in:
8
Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
Saved in:
9
Quantile hedging on equity-linked life insurance contracts with transaction costs
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 77-88
Persistent link: https://www.econbiz.de/10010437626
Saved in:
10
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->