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Theorie
Theory
48
Portfolio selection
44
Portfolio-Management
44
Optionspreistheorie
20
Option pricing theory
19
Stochastic process
14
Stochastischer Prozess
14
Credit risk
13
Kreditrisiko
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12
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3
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English
44
German
4
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Zagst, Rudi
45
Escobar, Marcos
19
Lichtenstern, Andreas
6
Kraus, Julia
3
Bertrand, Philippe
2
Brunner, Bernhard
2
Havrylenko, Yevhen
2
Höcht, Stephan
2
Kalin, Dieter
2
Kiesel, Ruediger
2
Kolbe, Andreas
2
Kschonnek, Michel
2
Neykova, Daniela
2
Scherer, Matthias
2
Schmid, Wolfgang
2
Spies, Ben
2
Wahl, Markus
2
Bergen, V.
1
Deelstra, Griselda
1
Frielingsdorf, Tobias
1
Gollart, Maximilian
1
Gopalan, Gita
1
Hauptmann, Johannes
1
Havrylenko, Y.
1
Heger, Julia
1
Hermann, Frank
1
Hinken, Maria
1
Höhn, Vincent
1
Krayzler, Mikhail
1
Kriebel, Paul
1
Laeven, Roger J. A.
1
Mahlstedt, Mirco
1
Milevsky, Moshe Arye
1
Min, Aleksey
1
Olivares, Pablo
1
Rieder, Ulrich
1
Rubtsov, A.
1
Scherer, Matthias A.
1
Schlösser, Anna
1
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1
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Insurance / Mathematics & economics
3
Applied mathematical finance
2
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Risks : open access journal
2
The journal of credit risk : published quarterly by Incisive Media
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of finance
1
Annals of operations research
1
Decision making and risk/return optimization in financial economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Finance research letters
1
Financial markets and portfolio management
1
Finanzmarkt und Portfolio-Management
1
Gabler Edition Wissenschaft
1
International review of financial analysis
1
Journal of risk management in financial institutions
1
Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
1
Mathematical methods of operations research : ZOR
1
Mathematik
1
OR-Spektrum : quantitative approaches in management
1
Operations research perspectives
1
Quantitative finance
1
Review of derivatives research
1
Scandinavian actuarial journal
1
Springer finance
1
The journal of asset management
1
The journal of fixed income
1
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ECONIS (ZBW)
48
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1
Analytical pricing of variable annuities
Krayzler, Mikhail
-
2017
-
1. Auflage
Persistent link: https://www.econbiz.de/10011735700
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2
Marktgerechte Bewertung von Optionen
Brunner, Bernhard
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001932584
Saved in:
3
Marktgerechte Bewertung von Power-Optionen
Steiner, Manfred
;
Brunner, Bernhard
- In:
Kapitalmarkt, Unternehmensfinanzierung und rationale …
,
(pp. 493-518)
.
2006
Persistent link: https://www.econbiz.de/10003236946
Saved in:
4
Interest-rate management
Zagst, Rudi
-
2002
Persistent link: https://www.econbiz.de/10001532032
Saved in:
5
Effiziente Value-at-Risk-Berechnung für Rentenportfolios
Zagst, Rudi
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10001227919
Saved in:
6
Portfolio optimization under volatility and shortfall constraints
Kalin, Dieter
;
Zagst, Rudi
-
1995
Persistent link: https://www.econbiz.de/10000955547
Saved in:
7
Valuation of mortgage-backed securities and mortgage dervatives : a closed-form approximation
Kolbe, Andreas
;
Zagst, Rudi
- In:
Applied mathematical finance
16
(
2009
)
5/6
,
pp. 401-427
Persistent link: https://www.econbiz.de/10003916625
Saved in:
8
Pricing distressed CDOs with stochastic recovery
Höcht, Stephan
;
Zagst, Rudi
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10008695890
Saved in:
9
The crash-NIG copula model : risk measurement and management of credit portfolios
Schlösser, Anna
;
Zagst, Rudi
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
4
,
pp. 392-418
Persistent link: https://www.econbiz.de/10009507706
Saved in:
10
Estimation of risk measures for large credit portfolios
Hauptmann, Johannes
;
Olivares, Pablo
;
Zagst, Rudi
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
2
,
pp. 3-37
Persistent link: https://www.econbiz.de/10010386001
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