Risk and portfolio analysis : principles and methods
Year of publication: |
2012
|
---|---|
Authors: | Hult, Henrik |
Publisher: |
New York, NY [u.a.] : Springer |
Subject: | Portfoliomanagement | Risikomanagement | Hedging |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Deep equal risk pricing of financial derivatives with non-translation invariant risk measures
Carbonneau, Alexandre, (2023)
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The use of derivatives in Nordic firms
Brunzell, Tor, (2011)
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Fan, John Hua, (2014)
- More ...
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A note on Wick products and the fractional Black-Scholes model
Björk, Tomas, (2005)
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A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS
HULT, HENRIK, (2013)
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Extremal behavior of regularly varying stochastic processes
Hult, Henrik, (2005)
- More ...