Author of the publication

The Risk Management of Minimum Return Guarantees

, and . BuR - Business Research, 1 (1): 55-76 (2008)pdf-file with fulltext.

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

The Risk Management of Minimum Return Guarantees, and . BuR - Business Research, 1 (1): 55-76 (2008)pdf-file with fulltext.Estimation When Both Covariance and Precision Matrices are Sparse., , and . WSC, page 1-11. IEEE, (2021)A simulation study of binomial term structure models, and . Discussion Paper / Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn SFB 303, Bonn, (1993)A Control Variate Method for Monte Carlo Simulations of Heath--Jarrow--Morton Models with Jumps, , and . Applied Mathematical Finance, 14 (5): 365--399 (2007)Interest rate factor models. Bonn, (1997)A square root interest rate model fitting discrete initial term structure data, and . Applied Mathematical Finance, 7 (3): 183--209 (2000)Quantitative finance. Taylor & Francis, New York, (2006)