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~subject:"Derivat"
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Derivat
Theorie
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Pelsser, Antoon André Jean
12
Driessen, Joost
4
Jong, Frank de
4
Pelsser, Antoon
4
Bragt, David van
3
Balter, Anne
2
Francke, Marc
2
Kennedy, Joanne
2
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1
Bouwknegt, Pieter
1
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1
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Report / Erasmus Center for Financial Research, Erasmus University
4
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1
ERIM report series research in management
1
European finance review : the official journal of the European Finance Association
1
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1
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Netspar Discussion Paper
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ECONIS (ZBW)
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1
Efficient methods for valuing interest rate derivatives
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001472323
Saved in:
2
Mathematical foundation of convexity correction
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692631
Saved in:
3
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
4
Pricing and hedging in incomplete markets with model uncertainty
Balter, Anne G.
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 911-925
Persistent link: https://www.econbiz.de/10012161810
Saved in:
5
Risk-neutral valuation of real estate derivatives
Bragt, David van
;
Francke, Marc K.
;
Singor, Stefan N.
; …
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011399817
Saved in:
6
Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
European finance review : the official journal of the …
5
(
2001
)
3
,
pp. 201-237
Persistent link: https://www.econbiz.de/10001654818
Saved in:
7
Markov-functional interest rate models
Hunt, Phil J.
;
Kennedy, Joanne
;
Pelsser, Antoon André Jean
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
Saved in:
8
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001473517
Saved in:
9
A comparison of single factor Markov-functional and multi factor market models
Pietersz, Raoul
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002700972
Saved in:
10
Market value of insurance contracts with profit sharing
Bouwknegt, Pieter
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692626
Saved in:
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