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Pricing derivative credit risk

Ammann, Manuel - 1998

Persistent link: https://www.econbiz.de/10000994013

Pricing derivative credit risk

Ammann, Manuel - 1998

Persistent link: https://www.econbiz.de/10000674017

Model risk and financial derivatives

Lhabitant, François-Serge - In: Advances in risk management, (pp. 191-212). 2007

Persistent link: https://www.econbiz.de/10003401603

Pricing Derivative Credit Risk

Ammann, Manuel - 1999

This book presents new approaches to valuing derivative securities with credit risk, focussing on options and forward contracts subject to counterparty default risk, but also treating options on credit-risky bonds and credit derivatives. The text provides detailed descriptions of the...

Persistent link: https://www.econbiz.de/10013521369

Portfolio performance : theoretical and empirical investigations on the Swiss mutual fund market

Lhabitant, François-Serge - 1994

Persistent link: https://www.econbiz.de/10000905522

Enhancing portfolio performance using options strategies : why beating the market is easy

Lhabitant, François-Serge - 1997

Persistent link: https://www.econbiz.de/10000971683

Mutual funds performance: empirical tests on the Swiss market

Lhabitant, François-Serge - In: Finanzmarkt und Portfolio-Management 9 (1995) 3, pp. 330-351

Persistent link: https://www.econbiz.de/10001221862

Essays on asset management and asset liability management

Bolla, Lidia - 2016

Die Dissertation umfasst drei Artikel aus den Bereichen Asset Liability Management und Asset Management. Im ersten Artikel entwerfen wir einen Liability Benchmark, welcher zur Beurteilung der Anlage von Pensionskassen dient. Die relative Rendite der Strategischen Asset Allokation (SAA) im...

Persistent link: https://www.econbiz.de/10011451658

Is governance related to investment performance and asset allocation? : empirical evidence from Swiss pension funds

Ammann, Manuel; Ehmann, Christian - In: Essays on institutional asset management and financial …, (pp. 23-48). 2016

Persistent link: https://www.econbiz.de/10011574850

Is governance related to investment performance and asset allocation? empirical evidence from Swiss pension funds

Ammann, Manuel; Ehmann, Christian - In: Swiss journal of economics and statistics 153 (2017) 3, pp. 293-339

Persistent link: https://www.econbiz.de/10011756343