Projections of the stochastic discount factor and optimal volatility derivatives
Year of publication: |
2019
|
---|---|
Authors: | Dyachenko, Artem |
Institutions: | Universität Trier (degree granting) |
Publisher: |
Trier |
Subject: | Derivat | Derivative | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Strukturiertes Produkt | Structured product | Stochastische Volatilität | Stochastic volatility | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | Derivat <Wertpapier> | Risikomanagement | Kapitalmarkttheorie |
Description of contents: | Table of Contents [gbv.de] |
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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus, (2001)
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Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen
Sandmann, Klaus, (1999)
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Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus, (2010)
- More ...
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The asset allocation of defined benefit pension plans: the role of sponsor contributions
Dyachenko, Artem, (2022)
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Optimal Volatility Dependent Derivatives in the Stochastic Volatility Model
Dyachenko, Artem, (2020)
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Volatility dependent structured products
Dyachenko, Artem, (2019)
- More ...