//--> //--> //-->
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
~subject:"Derivat"
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:"Jiao, Ying"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
Theorie
11
Theory
11
Portfolio selection
8
Portfolio-Management
8
Asymmetric information
7
Asymmetrische Information
5
Credit risk
4
Derivative
4
Dynamic programming
4
Kreditrisiko
4
Optimal investment
4
Risiko
4
Risk
4
Counterparty risk
3
Duality
3
Option pricing theory
3
Optionspreistheorie
3
Yield curve
3
Zinsstruktur
3
Aktienmarkt
2
Asset-Backed Securities
2
Asset-backed securities
2
Asset-liability management
2
CAPM
2
Enlargement of filtrations
2
Public bond
2
Risikomaß
2
Risk measure
2
Securities trading
2
Stochastic process
2
Stochastischer Prozess
2
Stock market
2
Wertpapierhandel
2
asset allocation
2
asset-liability management
2
default threshold
2
enlargement of filtrations
2
liquidity risk
2
pricing of credit derivatives
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
4
Author
All
Jiao, Ying
4
El Karoui, Nicole
2
Hillairet, Caroline
2
Kurtz, David
2
Réveillac, Anthony
1
Published in...
All
Applied quantitative finance
1
International journal of theoretical and applied finance
1
Série des documents de travail
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing formulae for derivatives in insurance using the Malliavin calculus
Hillairet, Caroline
;
Jiao, Ying
;
Réveillac, Anthony
-
2017
Persistent link: https://www.econbiz.de/10012200216
Saved in:
2
Information asymmetry in pricing of credit derivatives
Hillairet, Caroline
;
Jiao, Ying
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 611-633
Persistent link: https://www.econbiz.de/10009298523
Saved in:
3
Valuation and VaR computation for CDOs using Stein's method
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
Applied quantitative finance
,
(pp. 161-189)
.
2009
Persistent link: https://www.econbiz.de/10003746015
Saved in:
4
Gaussian and Poisson approximation : applications to CDOs tranche pricing
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
The journal of computational finance
12
(
2008/09
)
2
,
pp. 31-58
Persistent link: https://www.econbiz.de/10009534632
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->