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Management eines Mehrwährungen-Portfolios
Hunziker, Jean-Pierre - 1994
Persistent link: https://www.econbiz.de/10000894774
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Risiko-Controlling des Einsatzes derivativer Finanzinstrumente in der Kapitalanlage von Versicherungsunternehmen
Bährle, Hermann F. W. - 1997
Persistent link: https://www.econbiz.de/10000630496
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Risikomanagement mit Zins-Futures und Futures-Optionen
Fiebach, Günter - 1994
Persistent link: https://www.econbiz.de/10000412300
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Risk management issues for mandatory private retirement provision : roles for options
Bateman, Hazel - 1995
Persistent link: https://www.econbiz.de/10000151389
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Analytische Auswertung und Steuerung von Optionspositionen
Möller, Matthias - 1997
Persistent link: https://www.econbiz.de/10000958452
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Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.; Damgaard, Anders - 1997
Persistent link: https://www.econbiz.de/10000960751
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Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon - In: Finance and stochastics 12 (2008) 2, pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
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Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S. - In: Finance and stochastics 11 (2007) 4, pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
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Optioned portfolio selection : models and analysis
Liang, Jianfeng; Zhang, Shuzhong; Li, Duan - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
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Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger; Steffensen, Mogens - In: Mathematical methods of operations research 63 (2006) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10003285476