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Risk analysis in finance and insurance
Melʹnikov, Aleksandr V. - 2011 - 2. ed.
Persistent link: https://www.econbiz.de/10009382162
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Risk analysis in finance and insurance
Melʹnikov, Aleksandr V. - 2004
Persistent link: https://www.econbiz.de/10013432840
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Risk analysis in finance and insurance
Melʹnikov, Aleksandr V. - 2011 - Second edition.
1. Introductory concepts of financial risk management and related mathematical tools -- 2. Financial risk management in the binomial model -- 3. Advanced analysis of financial risks : discrete time models -- 4. Analysis of risks : continuous time models -- 5. Fixed income securities : modeling...
Persistent link: https://www.econbiz.de/10015069129
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Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.; Tong, Shuo - In: Risk and decision analysis 4 (2013) 3, pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
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Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.; Nosrati, Amir - In: International journal of theoretical and applied finance 18 (2015) 7, pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
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Dynamic hedging of conditional value-at-risk
Melnikov, Alexander; Smirnov, Ivan - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 182-190
Persistent link: https://www.econbiz.de/10009558142
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On RVaR-based optimal partial hedging
Melnikov, Alexander; Wan, Hongxi - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 2, pp. 349-366
Persistent link: https://www.econbiz.de/10013342143
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Risk analysis in finance and insurance
Mel¤nikov, Aleksandr V. - 2004
Persistent link: https://www.econbiz.de/10004834475
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Risk analysis in finance and insurance
Mel¤nikov, Aleksandr V. - 2011 - 2. ed.
Persistent link: https://www.econbiz.de/10009610945