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~institution:"Johns Hopkins University / Department of Economics"
~institution:"Universität Ulm"
~subject:"Capital income"
~subject:"Optionspreistheorie"
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Capital income
Optionspreistheorie
Kapitaleinkommen
2
Volatility
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Volatilität
2
1993-1998
1
Altersvorsorge
1
Behavioral rsik
1
Börsenkurs
1
Finanzmathematik
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Grundrente
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Guaranteed lifetime withdrawal benefits
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Hedge performance
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Hedging
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Interest rate
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Lebensversicherung
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Life insurance
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Mathematical finance
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Measurement
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Messung
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Option pricing theory
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Portfolio selection
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Portfolio-Management
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Preisbildung
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Private Altersvorsorge
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Private retirement provision
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Risikomanagement
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Risk management
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Risk-based capital requirements
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Share price
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Stochastic equity volatility
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Stochastic interest rates
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Stochastischer Prozess
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Theorie
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Theory
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USA
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United States
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Variable annuities
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Ebens, Heiko
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Ruez, Frederik
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Johns Hopkins University / Department of Economics
Universität Ulm
National Bureau of Economic Research
84
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Institut für Schweizerisches Bankwesen <Zürich>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Svenska Handelshögskolan <Helsinki>
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University of Canterbury / Dept. of Economics and Finance
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Federal Reserve Bank of St. Louis
3
Gottfried Wilhelm Leibniz Universität Hannover
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Institute of Finance and Accounting <London>
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Rodney L. White Center for Financial Research
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The Wharton Financial Institutions Center
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of Cleveland
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Judge Institute of Management Studies
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National Centre of Competence in Research - Financial Valuation and Risk Management
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William Davidson Institute <Ann Arbor, Mich.>
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Banca nazionale del lavoro / Ufficio studi
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Banco Central do Brasil
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Berliner Wissenschafts-Verlag
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Center for Economic Research <Tilburg>
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Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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Conference on Realized Volatility <2006, Montréal>
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Danmarks Nationalbank
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Econometrisch Instituut <Rotterdam>
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Risk management of variable annuities
Ruez, Frederik
-
2017
Persistent link: https://www.econbiz.de/10012659889
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Realized stock volatility
Ebens, Heiko
(
contributor
)
-
1999
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001513129
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