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The estimation of financial markets by means of a regime-switching model
Schwendener, Alvin - 2010
Persistent link: https://www.econbiz.de/10008667177
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The journal of operational risk
London : Infopro Digital; früher: London : Incisive Media - 1.2006 -
Persistent link: https://www.econbiz.de/10008697708
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Dynamic portfolio choice with deferred annuities
Horneff, Wolfram J.; Maurer, Raimond; Rogalla, Ralph - In: Journal of banking & finance 34 (2010) 11, pp. 2652-2664
Persistent link: https://www.econbiz.de/10008858851
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Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
Hlawatsch, Stefan; Reichling, Peter - 2010
Persistent link: https://www.econbiz.de/10008902555
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Practical and theoretical aspects of market-consistent valuation and hedging of insurance liabilities
Delong, Łukasz - In: Bank i kredyt 42 (2011) 1, pp. 49-78
Persistent link: https://www.econbiz.de/10008906090
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Security markets : stochastic models
Duffie, Darrell - 1988
Persistent link: https://www.econbiz.de/10008731013
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A benchmark approach to quantitative finance
Platen, Eckhard; Heath, David C. - 2010 - Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
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Quantitative methods in finance
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003690818
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Portfolio mathematics
Glasserman, Paul - In: The professional risk managers' guide to finance theory …, (pp. 55-102). 2008
Persistent link: https://www.econbiz.de/10003677812
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The role of longevity bonds in optimal portfolios
Menoncin, Francesco - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 343-358
Persistent link: https://www.econbiz.de/10003682489