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Efficient hedging: cost versus...
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Derivative
Theorie
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Theory
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Hedging
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Stochastischer Prozess
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Stochastic process
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Portfolio selection
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Portfolio-Management
15
Risiko
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Risk
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Measurement
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Messung
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Stochastisches Modell
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Brownian motion
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Finanzmathematik
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Optionspreistheorie
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Volatility
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Volatilität
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stochastic volatility
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Bubbles
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Decomposition method
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Dekompositionsverfahren
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Option pricing theory
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Probability theory
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shortfall risk
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Börsenkurs
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CAPM
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Financial crisis
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Mathematical finance
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Risikomanagement
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Share price
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academic moral hazard
4
ethic responsibility of researchers
4
Definition
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Derivat
3
Deutschland
3
Dynamische Optimierung
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Dynamische Wirtschaftstheorie
3
Economic dynamics
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English
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Föllmer, Hans
3
Sondermann, Dieter
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Deutsche Forschungsgemeinschaft
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper / B
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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Probabilistic aspects of options
Föllmer, Hans
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1991
Persistent link: https://www.econbiz.de/10000828639
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Probabilistic aspects of financial risk
Föllmer, Hans
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2000
Persistent link: https://www.econbiz.de/10001550562
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Hedging of non-redundant contingent claims
Föllmer, Hans
;
Sondermann, Dieter
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1985
Persistent link: https://www.econbiz.de/10000419745
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