25 Results for (keywords_en:FINANCIAL MATHEMATICS)

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1. Utility maximization in an illiquid market

Vukelja, Mirjana (2014)


Doctoral and Habilitation Theses

2. Identification and forecasts of financial bubbles

Yan, Wanfeng (2011)


Doctoral and Habilitation Theses

6. Mean-variance portfolio optimisation

Czichowsky, Christoph Johannes (2011)


Doctoral and Habilitation Theses

12. Consistency problems for HJM interest rate models

Filipovic, Damir (2000)


Doctoral and Habilitation Theses

13. Pricing and hedging in a discrete-time illiquid market

Gökay, Selim (2011)


Doctoral and Habilitation Theses

15. Hedging of options in a general semimartingale model

Schweizer, Martin (1988)


Doctoral and Habilitation Theses

16. Market design for emission trading schemes

Fehr, Max (2009)


Doctoral and Habilitation Theses

19. Probabilistic risk-based LC NPV model

Girmscheid, Gerhard (2008)


Conference Contributions

24. Long-term risk management

Kaufmann, Roger (2004)


Doctoral and Habilitation Theses