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Derivat
Theorie
74
Theory
72
Optionspreistheorie
31
Option pricing theory
30
Portfolio selection
29
Portfolio-Management
29
Zinsstruktur
21
Yield curve
20
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16
Stochastischer Prozess
16
Hedging
15
Derivative
14
Incomplete market
13
Optionsgeschäft
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Unvollkommener Markt
13
Volatility
13
Volatilität
13
Altersvorsorge
12
Interest rate derivative
12
Option trading
12
Retirement provision
12
Zinsderivat
12
Risiko
11
Risk
11
Interest rate
10
Zins
10
Insurance
9
Intertemporal choice
9
Intertemporale Entscheidung
9
Swap
9
Versicherung
9
Actuarial mathematics
8
Versicherungsmathematik
8
Betriebliche Altersversorgung
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Occupational pension plan
7
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7
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7
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English
14
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Pelsser, Antoon André Jean
14
Driessen, Joost
4
Jong, Frank de
4
Bragt, David van
3
Francke, Marc
2
Kennedy, Joanne
2
Balter, Anne G.
1
Bouwknegt, Pieter
1
Francke, Marc K.
1
Hunt, Phil J.
1
Hunt, Philip A.
1
Kramer, Bert
1
Kramer, Bodine
1
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1
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Report / Erasmus Center for Financial Research, Erasmus University
4
Discussion paper / Center for Economic Research, Tilburg University
1
ERIM report series research in management
1
European finance review : the official journal of the European Finance Association
1
European journal of operational research : EJOR
1
Finance and stochastics
1
ORTEC Technical Paper
1
Review of derivatives research
1
Springer finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Mathematical foundation of convexity correction
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692631
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2
Efficient methods for valuing interest rate derivatives
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001472323
Saved in:
3
Markov-functional interest rate models
Hunt, Phil J.
;
Kennedy, Joanne
;
Pelsser, Antoon André Jean
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
Saved in:
4
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001473517
Saved in:
5
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
6
Market value of insurance contracts with profit sharing
Bouwknegt, Pieter
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692626
Saved in:
7
Libor market models verus swap market models for pricing interest rate derivatives: an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692635
Saved in:
8
Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
European finance review : the official journal of the …
5
(
2001
)
3
,
pp. 201-237
Persistent link: https://www.econbiz.de/10001654818
Saved in:
9
A comparison of single factor Markov-functional and multi factor market models
Pietersz, Raoul
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002700972
Saved in:
10
On the information in the interest rate term structure and option prices
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 99-127
Persistent link: https://www.econbiz.de/10003153989
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