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Risk management of a bond portfolio using options
Annaert, Jan; Deelstra, Griselda; Heyman, Dries; … - 2007
Persistent link: https://www.econbiz.de/10003476828
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A multi-curve HJM factor model for pricing and risk management
Bienek, Tobias; Deelstra, Griselda; Lichtenstern, Andreas; … - In: Quantitative finance 23 (2023) 11, pp. 1659-1675
Persistent link: https://www.econbiz.de/10014419185
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Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; … - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
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Conditional dominance criteria : definition and application to risk-management
Deelstra, Griselda; Grasselli, Martino; Koehl, … - 1999
Persistent link: https://www.econbiz.de/10001355592