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CAPM
Theorie
52
Theory
52
Credit risk
36
Kreditrisiko
34
Portfolio selection
32
Portfolio-Management
32
Optionspreistheorie
27
Option pricing theory
26
Stochastischer Prozess
21
Stochastic process
20
Hedging
16
Derivat
15
Derivative
15
Markov chain
14
Markov-Kette
14
Martingal
14
Martingale
14
Credit derivative
12
Kreditderivat
12
Risikomanagement
10
Risk management
10
Arbitrage
9
Insolvency
7
Insolvenz
7
Arbitrage Pricing
6
Arbitrage pricing
6
Risiko
6
Risikomaß
6
Risk
6
Risk measure
6
Asset-Backed Securities
5
Asset-backed securities
5
Black-Scholes model
5
Black-Scholes-Modell
5
Kreditgeschäft
5
Dividend
4
Dividende
4
Dynamic programming
4
Financial economics
4
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2
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2
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English
9
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Jeanblanc, Monique
7
Bielecki, Tomasz R.
4
Cialenco, Igor
2
Rodriguez, Rodrigo
2
Bellamy, N.
1
Coculescu, Delia
1
Elliott, Robert J. R.
1
Gapeev, Pavel V.
1
Iyigunler, Ismail
1
Leniec, Marta
1
Rutkowski, Marek
1
Yor, Marc
1
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International journal of theoretical and applied finance
3
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Indifference pricing : theory and applications
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
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ECONIS (ZBW)
9
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1
Modeling and valuation of credit risk
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 27-126)
.
2004
Persistent link: https://www.econbiz.de/10002526431
Saved in:
2
Indifference pricing of defaultable claims
Bielecki, Tomasz R.
;
Jeanblanc, Monique
- In:
Indifference pricing : theory and applications
,
(pp. 211-240)
.
2009
Persistent link: https://www.econbiz.de/10003807588
Saved in:
3
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
4
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
5
Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.
;
Jeanblanc, Monique
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 209-222
Persistent link: https://www.econbiz.de/10001487034
Saved in:
6
On models of default risk
Elliott, Robert J. R.
;
Jeanblanc, Monique
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 179-195
Persistent link: https://www.econbiz.de/10002177437
Saved in:
7
Pricing of contingent claims in a two-dimensional model with random dividends
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1091-1104
Persistent link: https://www.econbiz.de/10003946574
Saved in:
8
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
9
Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices
Coculescu, Delia
;
Jeanblanc, Monique
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 397-421
Persistent link: https://www.econbiz.de/10012023743
Saved in:
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