Finanzmathematische Grundlagen -- Eigenschaften und Bewertung von Derivaten -- Der Einsatz von Derivaten -- Hedging mit … Bewertung von Derivaten • Hedging • Derivate zur Optimierung der Performance • Feinsteuerung des Risikoprofils • Besondere … Union Investment Institutional und für das Ressort Portfoliomanagement zuständig. Zuvor war er in Frankfurt, London und New …

of numerical methods for pricing, hedging, and risk management of financial instruments. …

Finance: Interest rates, Discounting, Investments, Loans -- 3 The Money Market and its Interbank Segment -- 4 The Bond Markets …, hybrids and credit derivatives), portfolio theory and management, and risk assessment and hedging of individual positions as …

arbitrage-free bond market under volatility uncertainty. The uncertainty about the volatility is modeled by a G-Brownian motion … of the expectations hypothesis and a valuation method for bond options. With these tools, we derive robust pricing rules …