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~subject:"Zinsrisiko"
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Zinsrisiko
Theorie
40
Theory
40
Optionspreistheorie
24
Option pricing theory
23
Yield curve
22
Zinsstruktur
22
CAPM
17
Interest rate derivative
14
Zinsderivat
14
Stochastic process
10
Stochastischer Prozess
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Derivat
9
Derivative
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Kapitalmarkttheorie
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Lebensversicherung
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Portfolio selection
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Portfolio-Management
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Stochastik
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Wirtschaftsstatistik
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Arbitrage Pricing
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Arbitrage pricing
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Interest rate risk
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Statistik
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forward risk adjusted measure
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Actuarial mathematics
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Anleihe
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Asian option
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Black-Scholes model
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Black-Scholes-Modell
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Hedging
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English
5
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Sandmann, Klaus
5
Aase Nielsen, Jørgen
2
Nielsen, J. Aase
1
Wittke, Manuel
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Discussion paper / B
1
International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Oberwolfach
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The Geneva papers on risk and insurance theory
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ECONIS (ZBW)
5
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1
Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen
-
1994
Persistent link: https://www.econbiz.de/10000897651
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2
Uniqueness of the fair premium for equity-linked life insurance contracts
Aase Nielsen, Jørgen
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 65-102
Persistent link: https://www.econbiz.de/10001334891
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3
The pricing of options with an uncertain interest rate : a discrete-time approach
Sandmann, Klaus
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 201-216
Persistent link: https://www.econbiz.de/10001333344
Saved in:
4
It's your choice : a unified approach to chooser options
Sandmann, Klaus
;
Wittke, Manuel
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 139-161
Persistent link: https://www.econbiz.de/10008860419
Saved in:
5
Uniqueness of the fair premium for equity-linked life insurance contracts
Nielsen, J. Aase
;
Sandmann, Klaus
-
1996
Persistent link: https://www.econbiz.de/10000624011
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