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Die Zinsstrukturtheorie : Eine Analyse der Faktoren, Arbitrage und Volatilität für das Euro-Währungsgebiet
Stoklossa, Harald - 2010
DIE METHODISCHE GRUNDLEGUNG -- AUSGANGSBASIS: DIE BESTEHENDE ZINSSTRUKTURKURVE -- DIE ÄLTEREN THEORIEN ZUR ZINSSTRUKTUR -- DIE GRUNDMODELLE DER ZINSSTRUKTUR -- DIE DETERMINISTISCHEN FAKTOREN ZUR ZINSSTRUKTUR -- DIE SUBSTITUTIVEN ARBITRAGEPROZESSE ZUR ZINSSTRUKTUR -- DIE STOCHASTISCHEN...
Persistent link: https://www.econbiz.de/10014425190
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Real Estate Risk in Equity Returns : Empirical Evidence from U.S. Stock Markets
Michel, Gaston (contributor) - 2009
Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross-sectional variation in equity returns. He shows that an...
Persistent link: https://www.econbiz.de/10013521240
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Financial Modeling : An Introductory Guide to Excel and VBA Applications in Finance
Häcker, Joachim; Ernst, Dietmar - 2017
This book provides a comprehensive introduction to modern financial modeling using Excel, VBA, standards of financial modeling and model review. It offers guidance on essential modeling concepts around the four core financial activities in the modern financial industry today: financial...
Persistent link: https://www.econbiz.de/10012398101
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Discounting, LIBOR, CVA and Funding : Interest Rate and Credit Pricing
Kenyon, Chris; Stamm, Roland - 2012
Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book discusses pricing and hedging, funding and regulation, and interpretation, as an essential resource for quantitatively minded practitioners and researchers in...
Persistent link: https://www.econbiz.de/10012106344
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Wachstumsorientierte Bewertung von Derivaten
Ott, Andreas (contributor) - 2007
Bei vollständigen und vollkommenen Finanzmärkten lässt sich jeder derivative Finanzkontrakt mit Hilfe des …
Persistent link: https://www.econbiz.de/10014014369
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Pricing and Risk Management of Synthetic CDOs
Schlösser, Anna - 2011
Introduction -- Part I Fundamentals: Credit Derivatives and Markets -- Mathematical Preliminaries -- Part II Static Models: One Factor Gaussian Copula Model -- Normal Inverse Gaussian Factor Copula Model -- Part III: Term-Structure Models -- Large Homogeneous Cell Approximation for Factor Copula...
Persistent link: https://www.econbiz.de/10014015252
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Formelsammlung Aktien-, Zins- und Währungsderivate
Kruse, Susanne - 2015
Grundprinzipien der Finanzmathematik und der Zinsrechnung -- Bewertung von festverzinslichen Finanzinstrumenten -- Ermittlung von Zinsstrukturkurven -- Risiikoanalyse zinstragender Finanzinstrumente -- Forward- und Future-Geschäfte -- Aktienforwards und -futures -- Zinsforwards und -futures --...
Persistent link: https://www.econbiz.de/10014018193
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Modern Derivatives Pricing and Credit Exposure Analysis : Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting
Lichters, Roland - 2015
This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit exposure of a...
Persistent link: https://www.econbiz.de/10014018872
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Derivative Security Pricing : Techniques, Methods and Applications
Chiarella, Carl - 2015
Part I The Fundamentals of Derivative Security Pricing -- 1 The Stock Option Problem -- 2 Stochastic Processes for … Hedging Argument -- 8 Martingale Interpretation of No-Riskless Arbitrage -- 9 The Partial Differential Equation Approach Under … Geometric Brownian Motion -- 10 Pricing Derivative Securities - A General Approach -- 11 Applying the General Pricing Framework …
Persistent link: https://www.econbiz.de/10014019196
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Derivate im Portfoliomanagement
Bossert, Thomas - 2017
Finanzmathematische Grundlagen -- Eigenschaften und Bewertung von Derivaten -- Der Einsatz von Derivaten -- Hedging mit Derivaten -- Derivate zur Optimierung der Performance -- Risikosteuerung -- Besondere Herausforderungen beim Derivateeinsatz -- Derivate als Informationsquelle.
Persistent link: https://www.econbiz.de/10014020663