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~isPartOf:"Applied mathematical finance"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Option pricing theory"
~subject:"Theory"
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Option pricing theory
Theory
Interest rate risk
12
Zinsrisiko
12
Theorie
6
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5
Interest rate
5
Lebensversicherung
5
Life insurance
5
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Bacinello, Anna Rita
1
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Dai, Tian-Shyr
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Dierkes, Thomas
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1
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1
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1
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1
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Applied mathematical finance
Insurance / Mathematics & economics
Journal of banking & finance
29
Competence Center Finanz- und Bankmanagement : ccfb
5
Europäische Hochschulschriften / 5
5
NBER Working Paper
5
NBER working paper series
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4
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4
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4
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Advanced bond portfolio management : best practices in modeling and strategies
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Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
3
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Economic research
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3
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3
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3
Neue betriebswirtschaftliche Studienbücher
3
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The Geneva papers on risk and insurance theory
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Der Bankensektor im Wandel : Festschrift zum 65. Geburtstag von Professor Dr. Erich Priewasser
2
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Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry
;
El Karoui, Nicole
;
Loisel, Stéphane
; …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
Saved in:
2
Valuation and risk assessment of participating life insurance in the presence of credit risk
Eckert, Johanna
;
Gatzert, Nadine
;
Martin, Michael
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 382-393
Persistent link: https://www.econbiz.de/10011630886
Saved in:
3
Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality
Ignatieva, Ekaterina
;
Song, Andrew
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 286-300
Persistent link: https://www.econbiz.de/10011597296
Saved in:
4
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr
;
Yang, Sharon S.
;
Liu, Liang-Chih
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
Saved in:
5
On the efficient utilisation of duration
Dierkes, Thomas
;
Ortmann, Karl Michael
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 29-37
Persistent link: https://www.econbiz.de/10010484840
Saved in:
6
A new immunization inequality for random streams of assets, liabilities and interest rates
Gajek, Lesław
;
Krajewska, Elżbieta
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 624-631
Persistent link: https://www.econbiz.de/10010227919
Saved in:
7
Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates
Bacinello, Anna Rita
;
Ortu, Fulvio
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 293-312
Persistent link: https://www.econbiz.de/10001517818
Saved in:
8
A systematic approach to pricing and hedging international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates
Frey, Rüdiger
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 295-317
Persistent link: https://www.econbiz.de/10001217786
Saved in:
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