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~subject:"Derivat"
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Derivat
Optionspreistheorie
42
Theorie
41
Option pricing theory
40
Theory
38
Yield curve
35
Zinsstruktur
35
Portfolio-Management
30
Portfolio selection
27
Stochastischer Prozess
23
Derivative
21
Stochastic process
21
Volatilität
17
Hedging
16
Volatility
16
Interest rate
14
Interest rate derivative
14
Zins
14
Zinsderivat
14
Commodity derivative
11
Lebensversicherung
11
Risikomanagement
11
Rohstoffderivat
11
Risiko
10
Risk
10
Black-Scholes-Modell
9
Life insurance
9
Option trading
9
Optionsgeschäft
9
Risk management
8
Modellierung
7
Scientific modelling
7
robust hedging
7
Anlageverhalten
6
Black-Scholes model
6
Capital income
6
Garantie
6
Kapitaleinkommen
6
Swap
6
Behavioural finance
5
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14
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14
Article
7
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English
21
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Schlögl, Erik
17
Cheng, Benjamin
9
Nikitopoulos, Christina Sklibosios
7
Mahayni, Antje
4
Sklibosios Nikitopoulos, Christina
4
Chiarella, Carl
2
Schlögl, Lutz
2
Branger, Nicole
1
Karlsson, Patrik
1
Lubos, Oliver
1
Muck, Matthias
1
Offermann, Sascha
1
Pilz, Kay Frederik
1
Schwake, Daniel
1
Yang, Chang
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Applied mathematical finance
2
Review of derivatives research
2
FIRN Research Paper
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Journal of banking & finance
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ECONIS (ZBW)
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Tractable hedging with additional hedge instruments
Branger, Nicole
;
Mahayni, Antje
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
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2
Minimum return rate guarantees under default risk : optimal design of quantile guarantees
Mahayni, Antje
;
Lubos, Oliver
;
Offermann, Sascha
- In:
Review of managerial science : RMS
15
(
2021
)
7
,
pp. 1821-1848
Persistent link: https://www.econbiz.de/10012659881
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3
Market and counterparty credit risk : selected computational and managerial aspects
Schwake, Daniel
-
2016
Persistent link: https://www.econbiz.de/10012384955
Saved in:
4
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
Mahayni, Antje
;
Muck, Matthias
- In:
Review of derivatives research
20
(
2017
)
3
,
pp. 281-308
Persistent link: https://www.econbiz.de/10011936007
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5
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
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6
Factor distributions implied by quoted CDO spreads
Schlögl, Erik
;
Schlögl, Lutz
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 217-234)
.
2009
Persistent link: https://www.econbiz.de/10003787605
Saved in:
7
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000649190
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8
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
9
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2005
Persistent link: https://www.econbiz.de/10003194455
Saved in:
10
A square root interest rate model fitting discrete initial term structure data
Schlögl, Erik
;
Schlögl, Lutz
- In:
Applied mathematical finance
7
(
2000
)
3
,
pp. 183-209
Persistent link: https://www.econbiz.de/10001590502
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