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~subject:"Derivat"
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Derivat
Theorie
178
Theory
177
Option pricing theory
73
Optionspreistheorie
73
Risiko
45
Portfolio selection
43
Portfolio-Management
43
Risk
43
Risikomodell
35
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35
Stochastischer Prozess
34
Stochastic process
32
Messung
31
Hedging
30
Measurement
30
Risikomaß
29
Risk measure
29
Versicherungsmathematik
25
Actuarial mathematics
21
Derivative
21
Finanzmathematik
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Volatilität
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Probability theory
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Risk management
19
Statistical distribution
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Statistische Verteilung
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Wahrscheinlichkeitsrechnung
19
Option trading
17
Optionsgeschäft
17
Versicherungstechnik
17
Black-Scholes model
16
Credit risk
16
Lebensversicherung
16
Life insurance
16
Mathematical finance
16
Black-Scholes-Modell
15
CAPM
14
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11
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English
21
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Schoutens, Wim
18
Madan, Dilip B.
6
De Spiegeleer, Jan
5
Reyners, Sofie
4
Jönsson, Henrik
3
Dhaene, Jan
2
Goovaerts, Marc J.
2
Höcht, Stephan
2
Linders, Daniël
2
Verschueren, Eva
2
Barbachan, José Santiago Fajardo
1
Cariboni, Jessica
1
Chen, Bingzheng
1
Chen, Ze
1
Corcuera, José Manuel
1
Davis, Jesse
1
Devos, Laurens
1
Guillaume, Florence
1
Junike, Gero
1
Kaas, R.
1
Laeven, Roger J. A.
1
Leoni, Peter
1
Masol, Viktoriya
1
Shang, Zhaoning
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Insurance / Mathematics & economics
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AFI
1
Annals of finance
1
EURANDOM reports
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Journal of banking & finance
1
Quantitative finance
1
Review of derivatives research
1
Risks : open access journal
1
Scandinavian actuarial journal
1
The journal of computational finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
21
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A recursive approach to mortality-linked derivative pricing
Shang, Zhaoning
;
Goovaerts, Marc J.
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 240-248
Persistent link: https://www.econbiz.de/10009242028
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2
Decision principles derived from risk measures
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 294-302
Persistent link: https://www.econbiz.de/10008747061
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3
Fair dynamic valuation of insurance liabilities : a loss averse convex hedging approach
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2020
(
2020
)
9
,
pp. 792-818
Persistent link: https://www.econbiz.de/10012313738
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4
Lévy processes in finance : pricing financial derivatives
Schoutens, Wim
-
2003
Persistent link: https://www.econbiz.de/10001728004
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5
Lévy processes in credit risk
Schoutens, Wim
;
Cariboni, Jessica
-
2009
Persistent link: https://www.econbiz.de/10003825519
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6
Comparing some alternative Lévy base correlation models for pricing and hedging CDO tranches
Masol, Viktoriya
;
Schoutens, Wim
-
2008
Persistent link: https://www.econbiz.de/10003709746
Saved in:
7
Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
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8
Basket option pricing and implied correlation in a Lévy copula model
Linders, Daniël
;
Schoutens, Wim
-
2014
Persistent link: https://www.econbiz.de/10010422208
Saved in:
9
Close form pricing formulas for Coupon Cancellable CoCos
Corcuera, José Manuel
;
De Spiegeleer, Jan
;
Barbachan, …
- In:
Journal of banking & finance
42
(
2014
),
pp. 339-351
Persistent link: https://www.econbiz.de/10010408370
Saved in:
10
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003829573
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