Advances in finance and stochastics essays in honour of Dieter Sondermann
Gespeichert in:
| Weitere Verfasser: | , , |
|---|---|
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
Berlin, Heidelberg u.a.
Springer
2002
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| Schlagworte: |
Sondermann, Dieter
> Kapitalmarkttheorie
> Optionspreistheorie
> Finanzmathematik
> Stochastischer Prozess
> Wahrscheinlichkeitsrechnung
> Theorie
> Ökonomen
> Deutschland
> Finance
> Stochastic processes
> Mathematical models
> Aufsatzsammlung
> Festschrift
> Stochastisches Modell
> Stochastik
> Bibliografie
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| Titel | Jahr | Verfasser |
|---|---|---|
| Robust preferences and convex measures of risk | 2002 | Föllmer, Hans |
| Risk management for derivatives in illiquid markets : a simulation study | 2002 | Frey, Rüdiger |
| A simple model of liquidity effects | 2002 | Rogers, Leonard C. G. |
| Arbitrage-free interpolation in models of market observable interest rates | 2002 | Schlögl, Erik |
| The fair premium of an equity-linked life and pension insurance | 2002 | Aase Nielsen, Jørgen |
| On Bermudan options | 2002 | Schweizer, Martin |
| Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm | 2002 | Bhar, Ramaprasad |
| A barrier version of the Russian option | 2002 | Shepp, Larry A. |
| Option pricing for co-integrated assets | 2002 | Duan, Jin-Chuan |
| Factor pricing in multidate security markets | 2002 | Werner, Jan |
| Incomplete diversification and asset pricing | 2002 | Madan, Dilip B. |
| Hedging of contingent claims under transaction costs | 2002 | Kabanov, Jurij M. |