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Refinado por: tipo de recurso: Dissertações remover
Result Number Material Type Add to My Shelf Action Record Details and Options
1
Market Pricing of Longevity-linked Securities
Market Pricing of Longevity-linked Securities
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Market Pricing of Longevity-linked Securities

Tang, Sixian ; Li, Jackie ; Jackie Li

2019

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2
Conditional asset pricing models in the conventional and downside frameworks
Conditional asset pricing models in the conventional and downside frameworks
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Conditional asset pricing models in the conventional and downside frameworks

Nurjannah

2009

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3
Testing asset pricing models using market expectations / Jozef Drienko
Testing asset pricing models using market expectations / Jozef Drienko
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Testing asset pricing models using market expectations / Jozef Drienko

Drienko, Jozef

2013

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4
Pricing methods and bounds for average options in exponential Lé́vy models / Catriona March
Pricing methods and bounds for average options in exponential Lé́vy models / Catriona March
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Pricing methods and bounds for average options in exponential Lé́vy models / Catriona March

March, Catriona Glenton

2009

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5
Hedge portfolios for options on several assets under jump-diffusion processes
Hedge portfolios for options on several assets under jump-diffusion processes
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Hedge portfolios for options on several assets under jump-diffusion processes

Mina, Karl Friedrich

2015

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6
GARCH models : an application in the development of a stochastic mortality model with the pricing and hedging of insurance products / by Celeste Ming Hui Chai
GARCH models : an application in the development of a stochastic mortality model with the pricing and hedging of insurance products / by Celeste Ming Hui Chai
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GARCH models : an application in the development of a stochastic mortality model with the pricing and hedging of insurance products / by Celeste Ming Hui Chai

Chai, Ming Hui Celeste

2013

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7
Essays on jumps and common jumps in financial volatility / Yin Liao
Essays on jumps and common jumps in financial volatility / Yin Liao
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Essays on jumps and common jumps in financial volatility / Yin Liao

Liao, Yin

2011

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8
Arbitrage-free models for VIX and equity derivatives
Arbitrage-free models for VIX and equity derivatives
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Arbitrage-free models for VIX and equity derivatives

Badran, Alexander

2014

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9
Bayesian analysis of stochastic volatility models : modelling and applicatons
Bayesian analysis of stochastic volatility models : modelling and applicatons
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Bayesian analysis of stochastic volatility models : modelling and applicatons

Wang, Joanne Jia Jia

2012

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10
Term structure modelling using the Nelson-Siegel framework / Rui Chen
Term structure modelling using the Nelson-Siegel framework / Rui Chen
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Term structure modelling using the Nelson-Siegel framework / Rui Chen

Chen, Rui

2012

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