//--> //--> //--> //-->
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:"Insurance / Mathematics & economics"
~subject:"Option pricing theory"
~subject:"Risikomodell"
~subject:"Risk management"
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:"Futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Risikomodell
Risk management
Derivat
25
Derivative
25
Optionspreistheorie
14
Theorie
10
Theory
10
Mortality
8
Risikomanagement
8
Sterblichkeit
8
Hedging
7
Stochastic process
6
Stochastischer Prozess
6
Lebensversicherung
5
Life insurance
5
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risk
4
Swap
4
Incomplete market
3
Markov chain
3
Markov-Kette
3
Risk model
3
Unvollkommener Markt
3
Weather
3
Wetter
3
Bayes-Statistik
2
Bayesian inference
2
CAPM
2
Credit derivative
2
Credit risk
2
Estimation
2
Kreditderivat
2
Kreditrisiko
2
Leibrente
2
Life annuity
2
Measurement
2
Messung
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Bravo, Jorge Miguel Ventura
2
Goovaerts, Marc J.
2
Tunaru, Radu
2
Ahčan, Aleš
1
Badescu, Alexandru
1
Braun, Alexander
1
Budhi Arta Surya
1
Cantia, Catalin
1
Carbonneau, Alexandre
1
Cheng, Hung-wen
1
Chi, Yichun
1
Dhaene, Jan
1
Elliott, Robert J.
1
Hainaut, Donatien
1
Hu, Tao
1
Huang, Yu-lieh
1
Huang, Yuxia
1
Härdle, Wolfgang
1
Kaas, R.
1
Laeven, Roger J. A.
1
Li, Danping
1
López Cabrera, Brenda
1
Major, John A.
1
Mamon, Rogemar
1
Mekkaoui-de Freitas, Najat el-
1
Nga, Andrew
1
Nunes, Joaõ Pedro Vidal
1
Palmowski, Z.
1
Quaye, Enoch
1
Shang, Zhaoning
1
Shen, Yang
1
Sherris, Michael
1
Sviščuk, Anatolij
1
Teng, Huei-Wen
1
Tertychnyi, Maksym
1
Tsai, Jeffrey Tzuhao
1
Wang, Ting
1
Wei, Pengyu
1
Weng, Chengguo
1
Xue, Xiaole
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
International journal of theoretical and applied finance
107
Applied mathematical finance
64
Review of derivatives research
47
Quantitative finance
45
Journal of banking & finance
44
The journal of futures markets
44
Energy economics
40
European journal of operational research : EJOR
35
The journal of computational finance
33
Journal of mathematical finance
32
International journal of financial engineering
26
The European journal of finance
26
Risks : open access journal
25
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
SpringerLink / Bücher
22
The North American journal of economics and finance : a journal of financial economics studies
22
Finance and stochastics
21
The journal of derivatives : JOD
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Finance research letters
20
International review of economics & finance : IREF
18
International review of financial analysis
18
Computational economics
16
Journal of econometrics
16
Applied economics
15
Wiley finance series
15
Annals of finance
14
Applied economics letters
13
Journal of risk and financial management : JRFM
12
SFB 649 discussion paper
11
Journal of financial economics
10
Lecture notes in economics and mathematical systems : LNEMS
10
Mathematical finance
10
NBER working paper series
10
Research paper series / Swiss Finance Institute
10
Economic modelling
9
International Journal of Financial Studies : open access journal
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
2
On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Badescu, Alexandru
;
Quaye, Enoch
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 119-138
Persistent link: https://www.econbiz.de/10013198331
Saved in:
3
Pricing longevity derivatives via Fourier transforms
Bravo, Jorge Miguel Ventura
;
Nunes, Joaõ Pedro Vidal
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 81-97
Persistent link: https://www.econbiz.de/10012482752
Saved in:
4
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
5
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.
;
Budhi Arta Surya
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
Saved in:
6
Derivatives trading for insurers
Xue, Xiaole
;
Wei, Pengyu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 40-53
Persistent link: https://www.econbiz.de/10011990431
Saved in:
7
Hedging of crop harvest with derivatives on temperature
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10011990451
Saved in:
8
An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks
Zhao, Yixing
;
Mamon, Rogemar
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011825060
Saved in:
9
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
10
Valuation of longevity-linked life annuities
Bravo, Jorge Miguel Ventura
;
Mekkaoui-de Freitas, Najat el-
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 212-229
Persistent link: https://www.econbiz.de/10011825268
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->