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~subject:"Derivat"
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Derivat
Theorie
38
Theory
38
Optionspreistheorie
27
Option pricing theory
25
Credit risk
18
Kreditrisiko
16
Derivative
14
Hedging
14
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14
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9
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8
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7
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7
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7
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Swap
6
Financial economics
4
Interest rate derivative
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Kapitalmarkttheorie
4
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4
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4
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Zinsderivat
4
BSDE
3
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3
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3
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3
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3
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3
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3
Heston's model
3
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Rutkowski, Marek
10
Musiela, Marek
4
Jeanblanc, Monique
3
Bielecki, Tomasz R.
2
Christopeit, Norbert
2
Li, Libo
2
Zariphopoulou-Souganidis, Thaleia
2
Baldeaux, Jan
1
Bickersteth, Matthew
1
Brigo, Damiano
1
Buescu, C.
1
Crépey, Stéphane
1
Gapeev, Pavel V.
1
Sokolova, E.
1
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Applied mathematical finance
2
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2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Finance and stochastics
1
Financial engineering
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research letters
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
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ECONIS (ZBW)
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1
On the existence of arbitrage : free measures in contingent claim valuation
Christopeit, Norbert
-
1991
Persistent link: https://www.econbiz.de/10000834041
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2
On the existence and characterization of arbitrage free measures in contingent claim valuation
Christopeit, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000840393
Saved in:
3
A valuation algorithm for indifference prices in incomplete markets
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10002130322
Saved in:
4
Forward exponential indifference valuation in an incomplete binomial model
Musiela, Marek
;
Sokolova, E.
;
Zariphopoulou-Souganidis, …
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 277-302)
.
2016
Persistent link: https://www.econbiz.de/10011800382
Saved in:
5
Static replication of forward-start claims and realized variance swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10003975324
Saved in:
6
PDE approach to the valuation and hedging of basket credit derivatives
Rutkowski, Marek
;
Yousiph, Khan
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1261-1285
Persistent link: https://www.econbiz.de/10003632076
Saved in:
7
Valuation of basket credit derivatives in the credit migrations environment
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Financial engineering
,
(pp. 471-507)
.
2008
Persistent link: https://www.econbiz.de/10003567710
Saved in:
8
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
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9
Constructing random times with given survival processes and applications to valuation of credit derivatives
Gapeev, Pavel V.
;
Jeanblanc, Monique
;
Li, Libo
; …
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 255-280)
.
2010
Persistent link: https://www.econbiz.de/10008749243
Saved in:
10
Modeling and valuation of credit risk
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 27-126)
.
2004
Persistent link: https://www.econbiz.de/10002526431
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