- Language
-
Englisch
- Identifier
-
1206809779
Subject
Wirtschaft; Portfolio Insurance; Portfolio Selection; Portfoliomanagement; Hedging; Optionspreistheorie; Stochastischer Prozess
Contributor
- DOI
-
10.18452/3475
- URN
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
26.01.2023, 1:57 PM CET
Object type
- Monografie
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The Risk Management of Minimum Return Guarantees
Essays on continuous-time portfolio optimization and credit risk
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Rational hedging and valuation with utility based preferences
Some new aspects of optimal portfolios and option pricing
Probabilistic Aspects of Financial Risk
Quantile Hedging
Option valuation, optimization and excursions of commodity indices
The Risk Management of Minimum Return Guarantees
Essays on continuous-time portfolio optimization and credit risk
Essays on continuous-time portfolio optimization and credit risk
Mean-Variance Hedging under Additional Market Information
Modell zur Untersuchung von Investitionsentscheidungen unter Unsicherheit in Stromerzeugungstechnologien
Quantifying the Value of Initial Investment Information
Hedging and Portfolio Optimization in Illiquid Financial Markets
Rational hedging and valuation with utility based preferences
Some new aspects of optimal portfolios and option pricing
Probabilistic Aspects of Financial Risk
Quantile Hedging
Option valuation, optimization and excursions of commodity indices
The Risk Management of Minimum Return Guarantees
Essays on continuous-time portfolio optimization and credit risk
Essays on continuous-time portfolio optimization and credit risk
Mean-Variance Hedging under Additional Market Information
Modell zur Untersuchung von Investitionsentscheidungen unter Unsicherheit in Stromerzeugungstechnologien