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~subject:"Portfolio selection"
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A Systematic Approach to Prici...
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Portfolio selection
Theorie
45
Theory
43
Hedging
28
Optionspreistheorie
21
Option pricing theory
18
Volatilität
15
Portfolio-Management
13
CAPM
12
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12
Kreditrisiko
10
Credit risk
9
Stochastischer Prozess
9
Black-Scholes model
8
Economic statistics
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Stochastic process
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Wirtschaftsstatistik
8
Zinsstruktur
8
Black-Scholes-Modell
7
Incomplete information
7
Risikomanagement
7
Statistik
7
Yield curve
7
Option trading
6
Optionsgeschäft
6
Unvollkommene Information
6
Derivat
5
Derivative
5
Markov chain
5
Markov-Kette
5
Risk management
5
Börsenkurs
4
Devisenmarkt
4
Emissionsgeschäft
4
Foreign exchange market
4
Interest rate risk
4
Share price
4
Wahrscheinlichkeitsrechnung
4
Zeitreihenanalyse
4
Zinsrisiko
4
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Forschungsbericht
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English
13
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Frey, Rüdiger
13
Stremme, Alexander
3
Runggaldier, Wolfgang J.
2
Seydel, Roland C.
2
Colaneri, Katia
1
Eksi, Zehra
1
Gabih, Abdelali
1
Hledik, Juraj
1
Popp, Monika
1
Schmidt, Thorsten
1
Szolgyenyi, Michaela
1
Weber, Stefan
1
Wunderlich, Ralf
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Discussion paper / B
2
Finance and stochastics
2
Discussion paper series / LSE Financial Markets Group
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
Risks : open access journal
1
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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Risk minimization with incomplete information in a model for high-frequency data
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10002177564
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2
Risk-minimizing hedging strategies under restricted information : the case of stochastic volatility models observable only at discrete random times
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 339-350
Persistent link: https://www.econbiz.de/10001428847
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3
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
-
1993
Persistent link: https://www.econbiz.de/10000873425
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4
Portfolio insurance and volatility
Frey, Rüdiger
;
Stremme, Alexander
-
1994
Persistent link: https://www.econbiz.de/10000891385
Saved in:
5
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
6
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
7
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
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8
Optimal securitization of credit portfolios via impulse control
Frey, Rüdiger
;
Seydel, Roland C.
- In:
Mathematics and financial economics
4
(
2010
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10008807103
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9
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
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10
An approximation for credit portfolio losses
Frey, Rüdiger
;
Popp, Monika
;
Weber, Stefan
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
1
,
pp. 3-20
Persistent link: https://www.econbiz.de/10003745393
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