//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Finance and stochastics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Portfolio-Management"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Mathematical finance"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Stochastic process
Finanzmathematik
31
Mathematical finance
31
Theorie
16
Theory
16
Stochastischer Prozess
8
Option pricing theory
6
Optionspreistheorie
6
Risiko
6
Risk
6
Incomplete market
5
Unvollkommener Markt
5
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Financial market
3
Finanzmarkt
3
Mathematics
3
Mathematik
3
Portfolio selection
3
Probability theory
3
Rational expectations
3
Rationale Erwartung
3
Simulation
3
Wahrscheinlichkeitsrechnung
3
Black-Scholes model
2
Black-Scholes-Modell
2
Derivat
2
Derivative
2
Financial markets
2
Financial mathematics
2
Hedging
2
Mathematical programming
2
Mathematische Optimierung
2
Measurement
2
Messung
2
Risikomanagement
2
Risk management
2
Allgemeines Gleichgewicht
1
Altersgrenze
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Larsen, Kasper
2
Barrieu, Pauline
1
Baños, D.
1
Björk, Tomas
1
Cheridito, Patrick
1
Delbaen, Freddy
1
Duedahl, S.
1
El Karoui, Nicole
1
Hult, Henrik
1
Kabanov, Jurij M.
1
Kupper, Michael
1
Meyer-Brandis, T.
1
Milevsky, Moshe Arye
1
Muroi, Yoshifumi
1
Musiela, Marek
1
Pergamenshchikov, Serguei
1
Pirvu, Traian A.
1
Proske, Frank
1
Shreve, Steven E.
1
Soner, Halil Mete
1
Tütüncü, Reha
1
Young, Virginia R.
1
Žitković, Gordan
1
more ...
less ...
Published in...
All
Finance and stochastics
Journal of economic dynamics & control
Insurance / Mathematics & economics
34
Lecture notes in economics and mathematical systems : LNEMS
12
Chapman & Hall/CRC financial mathematics series
11
SpringerLink / Bücher
11
The Frank J. Fabozzi series
11
The Wiley Finance Ser
9
Wiley finance
9
Wiley finance series
9
New developments in financial modelling
8
Risks : open access journal
8
International journal of financial engineering
7
Universitext
7
Risk management in emerging markets
6
Springer finance
6
A Chapman & Hall book
5
Quantitative finance
5
Springer Finance
5
Springer Texts in Business and Economics
5
Advanced series on statistical science & applied probability
4
European journal of operational research : EJOR
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
SFB 649 discussion paper
4
Scandinavian actuarial journal
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Astin bulletin : the journal of the International Actuarial Association
3
Chapman and Hall/CRC Financial Mathematics Ser
3
Frank J. Fabozzi Ser
3
International journal of theoretical and applied finance
3
International review of financial analysis
3
Journal of mathematical finance
3
Mathematics of operations research
3
NBER working paper series
3
Springer eBook Collection
3
Springer eBook Collection / Mathematics and Statistics
3
Springer texts in business and economics
3
Springer-Lehrbuch
3
Stochastic modelling and applied probability
3
Studienbücher Wirtschaftsmathematik
3
Studium
3
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
2
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
Saved in:
3
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
4
In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
Saved in:
5
Annuitization and asset allocation
Milevsky, Moshe Arye
;
Young, Virginia R.
- In:
Journal of economic dynamics & control
31
(
2007
)
9
,
pp. 3138-3177
Persistent link: https://www.econbiz.de/10003516396
Saved in:
6
Satisfying convex risk limits by trading
Larsen, Kasper
;
Pirvu, Traian A.
;
Shreve, Steven E.
; …
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 177-195
Persistent link: https://www.econbiz.de/10002747136
Saved in:
7
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
Saved in:
8
Inf-convolution of risk measures and optimal risk transfer
Barrieu, Pauline
;
El Karoui, Nicole
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10002747208
Saved in:
9
Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick
;
Delbaen, Freddy
;
Kupper, Michael
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 369-387
Persistent link: https://www.econbiz.de/10002946711
Saved in:
10
Pricing contingent claims with credit risk : asymptotic expansion approach
Muroi, Yoshifumi
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 415-427
Persistent link: https://www.econbiz.de/10002946754
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->