`Finem Lauda' or the risks in swaps (Q751146): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/0167-6687(90)90008-2 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2001067450 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Term structure of interest rates: The martingale approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3773148 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5641856 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3711437 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3319574 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3811988 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3994411 / rank
 
Normal rank

Latest revision as of 12:46, 21 June 2024

scientific article
Language Label Description Also known as
English
`Finem Lauda' or the risks in swaps
scientific article

    Statements

    `Finem Lauda' or the risks in swaps (English)
    0 references
    0 references
    0 references
    1990
    0 references
    0 references
    compensator
    0 references
    description of risk
    0 references
    evaluation of risk
    0 references
    intensity process
    0 references
    interest rate risk
    0 references
    martingale
    0 references
    optimal stopping
    0 references
    predictable process
    0 references
    premium
    0 references
    price of risk
    0 references
    reserve
    0 references
    swap
    0 references
    interest rate swaps
    0 references
    swaptions
    0 references
    credit insurance
    0 references
    level premiums
    0 references
    0 references