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~subject:"Interest rate risk"
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Interest rate risk
Theorie
69
Theory
67
Optionspreistheorie
34
Option pricing theory
33
Yield curve
31
Zinsstruktur
31
CAPM
23
Interest rate derivative
16
Zinsderivat
16
Stochastic process
14
Stochastischer Prozess
14
Derivat
13
Derivative
13
Kapitalmarkttheorie
11
Lebensversicherung
11
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10
Wirtschaftsstatistik
10
Statistik
9
Allgemeines Gleichgewicht
8
Financial economics
8
Life insurance
8
Industrial research
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Industrieforschung
7
Real options analysis
7
Realoptionsansatz
7
Stochastik
7
Finanzmathematik
6
General equilibrium
6
Hedging
6
Probability theory
6
Wahrscheinlichkeitsrechnung
6
Auktionstheorie
5
Game theory
5
Monopol
5
Monopoly
5
Nash-Gleichgewicht
5
Spieltheorie
5
Stochastisches Modell
5
Walras equilibria
5
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English
5
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Sandmann, Klaus
5
Aase Nielsen, Jørgen
2
Nielsen, J. Aase
1
Wittke, Manuel
1
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Discussion paper / B
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Oberwolfach
1
Special issue on insurance and financial risk management
1
The Geneva papers on risk and insurance theory
1
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ECONIS (ZBW)
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1
The pricing of options with an uncertain interest rate : a discrete-time approach
Sandmann, Klaus
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 201-216
Persistent link: https://www.econbiz.de/10001333344
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2
Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen
-
1994
Persistent link: https://www.econbiz.de/10000897651
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3
Uniqueness of the fair premium for equity-linked life insurance contracts
Nielsen, J. Aase
;
Sandmann, Klaus
-
1996
Persistent link: https://www.econbiz.de/10000624011
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4
Uniqueness of the fair premium for equity-linked life insurance contracts
Aase Nielsen, Jørgen
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 65-102
Persistent link: https://www.econbiz.de/10001334891
Saved in:
5
It's your choice : a unified approach to chooser options
Sandmann, Klaus
;
Wittke, Manuel
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 139-161
Persistent link: https://www.econbiz.de/10008860419
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