Hochschulschrift
The pricing and hedging of barrier options and their applications in finance and life insurance
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Dimensions
-
21 cm
- Extent
-
133 S.
- Language
-
Englisch
- Notes
-
graph. Darst.
Bonn, Univ., Diss., 2008
- Keyword
-
Optionspreistheorie
Black-Scholes-Modell
Portfolio Selection
Hedging
Lebensversicherung
Katastrophenrisiko
Änderungsrisiko
- Creator
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 1:34 PM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
Other Objects (12)
Hedging barrier options: Current methods and alternatives
Pricing and hedging American-style options with deep learning
Pricing and Hedging Guaranteed Annuity Options via Static Option Replication
Essays on the pricing, hedging and informational content of options
Pricing and hedging index options under stochastic volatility: an empirical examination
Martingale approach in pricing and hedging European options under regime-switching
Cryptocurrency Market: Hedging, Options, and Loans
Martingale approach in pricing and hedging
Pricing Double Barrier Options: An Analytical Approach
Pricing and Hedging in rough volatility models
Application of the Heath-Platen Estimator in Pricing Barrier and Bond Options
Simple formulas for pricing and hedging European options in the finite moment log-stable model
Hedging barrier options: Current methods and alternatives
Pricing and hedging American-style options with deep learning
Pricing and Hedging Guaranteed Annuity Options via Static Option Replication
Essays on the pricing, hedging and informational content of options
Pricing and hedging index options under stochastic volatility: an empirical examination
Martingale approach in pricing and hedging European options under regime-switching
Cryptocurrency Market: Hedging, Options, and Loans
Martingale approach in pricing and hedging
Pricing Double Barrier Options: An Analytical Approach
Pricing and Hedging in rough volatility models
Application of the Heath-Platen Estimator in Pricing Barrier and Bond Options
Simple formulas for pricing and hedging European options in the finite moment log-stable model
Hedging barrier options: Current methods and alternatives
Pricing and hedging American-style options with deep learning
Pricing and Hedging Guaranteed Annuity Options via Static Option Replication
Essays on the pricing, hedging and informational content of options
Pricing and hedging index options under stochastic volatility: an empirical examination
Martingale approach in pricing and hedging European options under regime-switching
Cryptocurrency Market: Hedging, Options, and Loans
Martingale approach in pricing and hedging
Pricing Double Barrier Options: An Analytical Approach
Pricing and Hedging in rough volatility models
Application of the Heath-Platen Estimator in Pricing Barrier and Bond Options