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Year of publication
Subject
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Stochastischer Prozess 6 Stochastic process 5 Theorie 5 Theory 5 Derivat 3 Derivative 3 Hedging 3 Stochastisches Modell 3 Derivat <Wertpapier> 2 Finanzmathematik 2 Finanzwirtschaft 2 Martingal 2 Martingale 2 Modellierung 2 Option trading 2 Optionsgeschäft 2 Portfolio selection 2 Portfolio-Management 2 Probability theory 2 Scientific modelling 2 Wahrscheinlichkeitsrechnung 2 Anleihe 1 Arbitrage 1 Bewertung 1 Bond 1 EU countries 1 EU-Staaten 1 Econometric model 1 Energiemarkt 1 Energy market 1 Entropie 1 Entropy 1 Financial market 1 Finanzierungstheorie 1 Finanzmarkt 1 Forecasting model 1 Incomplete market 1 Interest rate 1 Investition 1 Investitionsrisiko 1
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Type of publication
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Book / Working Paper 8
Type of publication (narrower categories)
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Lehrbuch 2 Textbook 1
Language
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English 8
Author
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Benth, Fred Espen 2 Saltyte Benth, Jurate 2 Širjaev, Alʹbert N. 2 Albrecher, Hansjörg 1 Asmussen, Søren 1 Barndorff-Nielsen, Ole E. 1 Davis, Mark H. A. 1 Koekebakker, Steen 1 Lleo, Sébastien 1 Privault, Nicolas 1 Rheinländer, Thorsten 1 Sexton, Jenny 1
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Published in...
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Advanced series on statistical science & applied probability 8
Source
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ECONIS (ZBW) 8
Showing 1 - 8 of 8
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Stochastic interest rate modeling with fixed income derivative pricing
Privault, Nicolas - 2022 - 3rd edition
"It is a fairly complete introduction accessible to advanced undergraduates; Also covers more advanced aspects of interest rate modeling; Includes many graphs and code illustrating the modeling of interest rates; Each chapter is accompanied with exercises and their complete solutions."
Persistent link: https://www.econbiz.de/10012658653
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Risk-sensitive investment management
Davis, Mark H. A.; Lleo, Sébastien - 2015
Persistent link: https://www.econbiz.de/10013421582
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Modeling and pricing in financial markets for weather derivatives
Benth, Fred Espen; Saltyte Benth, Jurate - 2013
Persistent link: https://www.econbiz.de/10009718581
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Hedging derivatives
Rheinländer, Thorsten; Sexton, Jenny - 2011
Persistent link: https://www.econbiz.de/10009233654
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Ruin probabilities
Asmussen, Søren; Albrecher, Hansjörg - 2010 - 2. ed.
Persistent link: https://www.econbiz.de/10008760401
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Change of time and change of measure
Barndorff-Nielsen, Ole E.; Širjaev, Alʹbert N. - 2010
Persistent link: https://www.econbiz.de/10009237173
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Stochastic modelling of electricity and related markets
Benth, Fred Espen; Saltyte Benth, Jurate; Koekebakker, Steen - 2008
Persistent link: https://www.econbiz.de/10003676692
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Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N. - 1999
Persistent link: https://www.econbiz.de/10001375629
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