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~subject:"Kapitalmarkttheorie"
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Kapitalmarkttheorie
Theorie
39
Theory
38
Portfolio selection
28
Portfolio-Management
28
Credit risk
20
Kreditrisiko
18
Markov chain
13
Markov-Kette
13
Derivat
12
Derivative
12
Credit derivative
9
Hedging
9
Kreditderivat
9
Option pricing theory
9
Optionspreistheorie
9
Transaction costs
7
Transaktionskosten
7
Dynamic programming
6
Dynamische Optimierung
6
Stochastic process
6
Stochastischer Prozess
6
Asset-Backed Securities
5
Asset-backed securities
5
CAPM
5
Risikomanagement
5
Risk management
5
Financial economics
4
Insolvency
4
Insolvenz
4
Robustes Verfahren
4
USA
4
United States
4
transaction costs
4
Arbitrage Pricing
3
Arbitrage pricing
3
Control theory
3
Financial services
3
Finanzdienstleistung
3
Finanzmathematik
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Language
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English
4
Author
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Bielecki, Tomasz R.
2
Pliska, Stanley R.
2
Rutkowski, Marek
2
Back, Kerry E.
1
Geman, Hélyette
1
Jeanblanc, Monique
1
Madan, Dilip B.
1
Vorst, Ton
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Bachelier Finance Society
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Springer finance
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Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
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Finance and stochastics
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ECONIS (ZBW)
4
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Hedging of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 541-572
Persistent link: https://www.econbiz.de/10009303111
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2
Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.
;
Rutkowski, Marek
-
2002
Persistent link: https://www.econbiz.de/10001621020
Saved in:
3
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
Geman, Hélyette
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001597059
Saved in:
4
Discrete versus continuous trading in securities markets with net worth constraints
Back, Kerry E.
;
Pliska, Stanley R.
-
1986
Persistent link: https://www.econbiz.de/10000996046
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