//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Zinsstruktur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Understanding, modelling and m...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zinsstruktur
Theorie
57
Theory
57
Portfolio selection
23
Portfolio-Management
23
Option pricing theory
19
Optionspreistheorie
19
Risiko
14
Risk
14
Risk management
14
Mortality
13
Risikomanagement
13
Sterblichkeit
13
Hedging
10
Stochastic process
10
Stochastischer Prozess
10
Risikomodell
9
Risk model
9
Asymmetric information
8
Derivat
8
Derivative
8
Insurance
8
Risikomaß
8
Yield curve
8
Reinsurance
7
Risk measure
7
Versicherung
7
Asymmetrische Information
6
CAPM
6
Interest rate
6
Risikoaversion
6
Risk aversion
6
Rückversicherung
6
Zins
6
Decision theory
5
Entscheidungstheorie
5
Forecasting model
5
Lebensversicherung
5
Life insurance
5
Prognoseverfahren
5
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Graue Literatur
2
Non-commercial literature
2
Amtsdruckschrift
1
Arbeitspapier
1
Government document
1
Working Paper
1
more ...
less ...
Language
All
English
7
Author
All
El Karoui, Nicole
6
Frachot, Antoine
2
Geman, Hélyette
2
Hillairet, Caroline
2
Mrad, Mohamed
2
Barrieu, Pauline
1
Chen, Yining
1
Lacoste, Vincent
1
Makariou, Despoina
1
more ...
less ...
Published in...
All
Decisions in economics and finance : a journal of applied mathematics
1
Insurance / Mathematics & economics
1
Journal of financial engineering
1
Review of derivatives research
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Affine long term yield curves : an application of the Ramsey rule with progressive utility
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010508124
Saved in:
2
Ramsey rule with forward/backward utility for long-term yield curves modeling
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 375-414
Persistent link: https://www.econbiz.de/10013380575
Saved in:
3
A random forest based approach for predicting spreads in the primary catastrophe bond market
Makariou, Despoina
;
Barrieu, Pauline
;
Chen, Yining
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 140-162
Persistent link: https://www.econbiz.de/10012793915
Saved in:
4
Multifactor models of the term structure of interest rates
El Karoui, Nicole
;
Lacoste, Vincent
-
1992
Persistent link: https://www.econbiz.de/10000875966
Saved in:
5
The pricing and hedging of interest rate claims
El Karoui, Nicole
(
contributor
)
-
1991
Persistent link: https://www.econbiz.de/10000875970
Saved in:
6
A note on the behavior of long zero coupon rates in a no-arbitrage framework
El Karoui, Nicole
;
Frachot, Antoine
;
Geman, Hélyette
-
1996
Persistent link: https://www.econbiz.de/10000936717
Saved in:
7
On the behavior of long zero coupon rates in a no arbitrage framework
El Karoui, Nicole
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 351-369
Persistent link: https://www.econbiz.de/10001238755
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->