Mathematical and Statistical Methods for Actuarial Sciences and Finance
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Fair costs of guaranteed minimum death benefit contracts

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-1481-7_29 ◽

2010 ◽

pp. 283-293

Author(s):

François Quittard-Pinon ◽

Rivo Randrianarivony

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Binomial algorithms for the evaluation of options on stocks with fixed per share dividends

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-1481-7_23 ◽

2010 ◽

pp. 225-234 ◽

Cited By ~ 1

Author(s):

Martina Nardon ◽

Paolo Pianca

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Nonlinear cointegration in financial time series

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-1481-7_27 ◽

2010 ◽

pp. 263-271

Author(s):

Claudio Pizzi

Keyword(s):

Time Series ◽

Financial Time Series ◽

Financial Time

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Optimal dynamic asset allocation in a non—Gaussian world

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-1481-7_28 ◽

2010 ◽

pp. 273-282

Author(s):

Gianni Pola

Keyword(s):

Asset Allocation ◽

Dynamic Asset Allocation ◽

Optimal Dynamic ◽

Non Gaussian

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The relation between implied and realised volatility in the DAX index options market

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-1481-7_22 ◽

2010 ◽

pp. 215-224 ◽

Cited By ~ 2

Author(s):

Silvia Muzzioli

Keyword(s):

Options Market ◽

Index Options ◽

Realised Volatility

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A Monte Carlo approach to value exchange options using a single stochastic factor

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-1481-7_31 ◽

2010 ◽

pp. 305-314

Author(s):

Giovanni Villani

Keyword(s):

Monte Carlo ◽

Monte Carlo Approach ◽

Stochastic Factor ◽

Exchange Options

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On efficient optimisation of the CVaR and related LP computable risk measures for portfolio selection

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-1481-7_25 ◽

2010 ◽

pp. 245-252

Author(s):

Włodzimierz Ogryczak ◽

Tomasz Śliwiński

Keyword(s):

Portfolio Selection ◽

Risk Measures

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Financial time series and neural networks in a minority game context

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-1481-7_16 ◽

2010 ◽

pp. 153-162

Author(s):

Luca Grilli ◽

Massimo Alfonso Russo ◽

Angelo Sfrecola

Keyword(s):

Neural Networks ◽

Time Series ◽

Financial Time Series ◽

Minority Game ◽

Financial Time ◽

Game Context

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Impact of interest rate risk on the Spanish banking sector

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-1481-7_1 ◽

2010 ◽

pp. 1-11 ◽

Cited By ~ 1

Author(s):

Laura Ballester ◽

Román Ferrer ◽

Cristóbal Gonález

Keyword(s):

Interest Rate ◽

Banking Sector ◽

Interest Rate Risk ◽

Rate Risk

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Assessing risk perception by means of ordinal models

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-88-470-1481-7_8 ◽

2010 ◽

pp. 75-83 ◽

Cited By ~ 1

Author(s):

Paola Cerchiello ◽

Maria Iannario ◽

Domenico Piccolo

Keyword(s):

Risk Perception

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Mathematical and Statistical Methods for Actuarial Sciences and FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Milan

Fair costs of guaranteed minimum death benefit contracts

Binomial algorithms for the evaluation of options on stocks with fixed per share dividends

Nonlinear cointegration in financial time series

Optimal dynamic asset allocation in a non—Gaussian world

The relation between implied and realised volatility in the DAX index options market

A Monte Carlo approach to value exchange options using a single stochastic factor

On efficient optimisation of the CVaR and related LP computable risk measures for portfolio selection

Financial time series and neural networks in a minority game context

Impact of interest rate risk on the Spanish banking sector

Assessing risk perception by means of ordinal models

Mathematical and Statistical Methods for Actuarial Sciences and Finance
Latest Publications