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Year of publication
Subject
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Theorie 201 Theory 201 Portfolio selection 124 Portfolio-Management 124 Stochastic process 70 Stochastischer Prozess 70 Risiko 68 Risk 68 Option pricing theory 52 Optionspreistheorie 52 Mathematical programming 45 Mathematische Optimierung 45 CAPM 34 Risikomaß 31 Risk measure 31 Game theory 29 Spieltheorie 29 Measurement 27 Messung 27 Volatility 26 Volatilität 26 Börsenkurs 25 Share price 25 Decision under uncertainty 22 Entscheidung unter Unsicherheit 22 Incomplete market 22 Arbitrage 21 Financial market 21 Finanzmarkt 21 Risikomanagement 21 Risk management 21 Unvollkommener Markt 21 Erwartungsnutzen 20 Expected utility 20 Nutzen 20 Nutzenfunktion 20 Utility 20 Utility function 20 Derivat 19 Derivative 19
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Online availability
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Undetermined 186 Free 51
Type of publication
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Article 375 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 367 Aufsatz in Zeitschrift 367 Article 15 Collection of articles of several authors 6 Sammelwerk 6 Aufsatzsammlung 2 Conference proceedings 2 Konferenzschrift 2 Festschrift 1
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Language
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English 385
Author
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Jarrow, Robert A. 7 Ferrari, Giorgio 5 Madan, Dilip B. 5 Meyer-Brandis, Thilo 5 Munari, Cosimo-Andrea 5 Schenk-Hoppé, Klaus Reiner 5 Assa, Hirbod 4 Bayraktar, Erhan 4 Criens, David 4 Cvitanić, Jakša 4 Ekeland, Ivar 4 Evstigneev, Igor V. 4 Flåm, Sjur D. 4 Horst, Ulrich 4 Jouini, Elyès 4 Malamud, Semyon 4 Moreno-Bromberg, Santiago 4 Muhle-Karbe, Johannes 4 Rogers, Leonard C. G. 4 Rosazza Gianin, Emanuela 4 Rudloff, Birgit 4 Biagini, Francesca 3 Brignone, Riccardo 3 Capponi, Agostino 3 Carlier, Guillaume 3 Federico, Salvatore 3 Fu, Guanxing 3 Ghossoub, Mario 3 Hens, Thorsten 3 Jeon, Junkee 3 Koch Medina, Pablo 3 Larsen, Kasper 3 Lehalle, Charles-Albert 3 Liang, Zongxia 3 Lütkebohmert, Eva 3 Maggis, Marco 3 Park, Hyungbin 3 Pirvu, Traian A. 3 Riedel, Frank 3 Schachermayer, Walter 3
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Institution
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International Conference Stochastic Economics and Finance <2011, Bergen, Norwegen> 2
Published in...
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Mathematics and financial economics 368 Mathematics and Financial Economics 15 This is a pre-print of an article published in Mathematics and Financial Economics (2011) 1 To appear in Mathematics and Financial Economics 1
Source
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ECONIS (ZBW) 370 EconStor 15
Showing 251 - 260 of 385
Cover Image
Modeling and estimating commodity prices : copper prices
Wets, Roger J.-B.; Rios, Ignacio - In: Mathematics and financial economics 9 (2015) 4, pp. 247-270
Persistent link: https://www.econbiz.de/10011378100
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Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model
Liang, Gechun; Lütkebohmert, Eva; Wei, Wei - In: Mathematics and financial economics 9 (2015) 4, pp. 271-302
Persistent link: https://www.econbiz.de/10011378101
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Envelope theorems in Banach lattices and asset pricing
Battauz, Anna; De Donno, Marzia; Ortu, Fulvio - In: Mathematics and financial economics 9 (2015) 4, pp. 303-323
Persistent link: https://www.econbiz.de/10011378102
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Non-concave utility maximisation on the positive real axis in discrete time
Carassus, Laurence; Rásonyi, Miklós; Rodrigues, Andrea M. - In: Mathematics and financial economics 9 (2015) 4, pp. 325-349
Persistent link: https://www.econbiz.de/10011378104
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Nonmyopic optimal portfolios in viable markets
Cvitanić, Jakša; Malamud, Semyon - In: Mathematics and financial economics 8 (2014) 1, pp. 71-108
Persistent link: https://www.econbiz.de/10010235416
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Event risk, contingent claims and the temporal resolution of uncertainty
Collin-Dufresne, Pierre; Hugonnier, Julien - In: Mathematics and financial economics 8 (2014) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10010235418
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Asymptotic power utility-based pricing and hedging
Kallsen, Jan; Muhle-Karbe, Johannes; Vierthauer, Richard - In: Mathematics and financial economics 8 (2014) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10010235420
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A simple model for market booms and crashes
Çetin, Umut; Sheynzon, Ilya - In: Mathematics and financial economics 8 (2014) 3, pp. 291-319
Persistent link: https://www.econbiz.de/10010365554
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Bid and ask prices as non-linear continuous time G-expectations based on distortions
Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; … - In: Mathematics and financial economics 8 (2014) 3, pp. 265-289
Persistent link: https://www.econbiz.de/10010365556
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Walrasian foundations for equilibria in segmented markets
Rahi, Rohit; Zigrand, Jean-Pierre - In: Mathematics and financial economics 8 (2014) 3, pp. 249-264
Persistent link: https://www.econbiz.de/10010365566
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