//--> //--> //-->
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
~person:"Duan, J."
~person:"He, Ting"
~subject:"Option pricing theory"
~type:"article"
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:"Interest-rate elasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Interest rate risk
2
Optionspreistheorie
2
Theorie
2
Theory
2
Zinsrisiko
2
Actuarial mathematics
1
Asset-liability management
1
Bilanzstrukturmanagement
1
Financial investment
1
Hedging
1
Kapitalanlage
1
Lebensversicherung
1
Life insurance
1
Measurement
1
Messung
1
Versicherungsmathematik
1
more ...
less ...
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Duan, J.
He, Ting
Sandmann, Klaus
3
Augros, Jean-Claude
2
Tong, Shuo
2
Yang, Sharon S.
2
Aase Nielsen, Jørgen
1
Ballestra, Luca Vincenzo
1
Baños, David
1
Belhaj, Riadh
1
Breeden, Douglas T.
1
Brooks, Robert
1
Caramellino, Lucia
1
Chen, Fen-Ying
1
Dai, Tian-Shyr
1
Djamen, Idriss Tchapda
1
Dym, Steven I.
1
Décamps, Jean-Paul
1
Ekern, Steinar
1
Frey, Rüdiger
1
Fushimi, Takahiro
1
Gao, Quansheng
1
Gilkeson, James H.
1
Gramatke, Wolf Christoph
1
Gup, Benton E.
1
Huang, Hong Chih
1
Ignatieva, Ekaterina
1
Inglis, Michael
1
Iovino, Maria Gabriella
1
Jung, Mookwon
1
Klein, Peter
1
Kogure, Atsuyuki
1
Lagunas-Merino, Marc
1
Lee, Sangki
1
Liu, Liang-Chih
1
Longstaff, Francis A.
1
Melnikov, Alexander
1
Melʹnikov, Aleksandr V.
1
Nawalkha, Sanjay K.
1
Ohnishi, Masamitsu
1
more ...
less ...
Published in...
All
Economic modelling
1
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
Gao, Quansheng
;
He, Ting
;
Zhang, Chi
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 147-156
Persistent link: https://www.econbiz.de/10009270040
Saved in:
2
Managing banks' duration gaps when interest rates are stochastic and equity has limited liability
Duan, J.
;
Sealey, C. W.
;
Yan, Y.
- In:
International review of economics & finance : IREF
8
(
1999
)
3
,
pp. 253-265
Persistent link: https://www.econbiz.de/10001427865
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->