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Martingal
Theorie
26
Theory
26
Optionspreistheorie
21
Option pricing theory
19
Credit risk
18
Kreditrisiko
16
Hedging
11
Derivat
10
Derivative
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Zinsstruktur
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Stochastischer Prozess
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CAPM
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Interest rate derivative
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Portfolio selection
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Preismanagement
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Pricing strategy
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Zinsderivat
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Credit derivative
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Kreditderivat
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Markov chain
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Markov-Kette
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Martingale
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Risikomaß
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Russland
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English
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Rutkowski, Marek
3
Jeanblanc, Monique
2
Bielecki, Tomasz R.
1
Gapeev, Pavel V.
1
Li, Libo
1
Musiela, Marek
1
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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
Stochastic modelling and applied probability
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ECONIS (ZBW)
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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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2
Martingale methods in financial modelling
Musiela, Marek
;
Rutkowski, Marek
-
2005
-
2. ed
Persistent link: https://www.econbiz.de/10001928235
Saved in:
3
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
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