Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827): Difference between revisions

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+Catastrophe Risk Bonds
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+Valuation of structured risk management products
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+Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
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+Extreme Value Theory as a Risk Management Tool
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+Martingales and stochastic integrals in the theory of continuous trading
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+Option pricing when underlying stock returns are discontinuous
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