Recursions for Convolutions and Compound Distributions with Insurance Applications
Electronic resource. English.
Published Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg 2009
3540928995 9783540929000 9783540928997 3540929002
Market-Consistent Actuarial Valuation
Electronic resource. English.
Published Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg 2010
9783642148521 3642148522 9783642148514 3642148514
Quantitative Assessment of Securitisation Deals
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer 2013
9783642297212 3642297218
The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate...
Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis
eBook. English.
Published Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer 2013
9783642349256 3642349250
The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization...
Private Equity Exits: Divestment Process Management for Leveraged Buyouts
Electronic resource. English.
Published Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg 2007
3540709533 9783540709534 9783540709541 3540709541
The Market Approach to Comparable Company Valuation
Electronic resource. English.
Published Heidelberg : Physica-Verlag Heidelberg 2006
9783790817225 9783790817232 3790817228 3790817236
Semiparametric Modeling of Implied Volatility
Electronic resource. English.
Published Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg 2005
3540305912 3540262342 9783540262343 9783540305910
A Course in Credibility Theory and its Applications
Electronic resource. English.
Published Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg 2005
354029273X 9783540257530 9783540292739 3540257535
Market-Conform Valuation of Options
Electronic resource. English.
Published Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg 2006
3540308377 3540308385 9783540308386 9783540308379
Strategic Trading in Illiquid Markets
Electronic resource. English.
Published Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg 2005
3540250395 3540263152 9783540263159 9783540250395
