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Yvonne Kreis. Systemic Risk in a Structural Model of Bank Default Lin…
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Eesti Pank – August © Kreis Systemic Risk in a Structural Model of Bank Default Linkages Yvonne Kreis Gutenberg University Mainz Dietmar Leisen Guten…
Studie Honorarberatung der Unternehmensberatung MC4MS ...de.slideshare.net › WiwiUniMainz
de.slideshare.net
Dr. Dietmar Leisen, Lehrstuhlfür Bankbetriebslehre, Johannes Gutenberg- Universität Mainz. „Privatkundensind seit verstärkt zu ...
[ ] Investing for the Long Run - arXivarxiv.org › q-fin
arxiv.org
· Authors:Dietmar Leisen, Eckhard Platen. Download a PDF of the paper titled Investing for the Long Run, by Dietmar Leisen and Eckhard Platen.
Does Bonus Deferral Reduce Risk Taking? by Dietmar Leisen :: SSRN
papers.ssrn.com
We characterize continuous-time risk taking and show that the introduction of deferral increases risk taking at any time when the realized asset value is large
Analytical American Option Pricing: The Flat‐barrier Lower Boundonlinelibrary.wiley.com › doi › abs
onlinelibrary.wiley.com
· ... Dietmar Leisen, Dilip Madan, Pierre Mella-Barral, Greg Pawlina, Hans Schumacher, Fabio Trojani, Raman Uppal, Bas Werker, the participants of ...
BFS Abstracts: Leisen_Dietmar-58www.bacheliercongress.com › abstracts › bfs2002_a...
www.bacheliercongress.com
Dietmar Leisen, Kenneth Judd. Open interest in a financial contract describes the total number that are held long. This information is quoted at the end of ...
Investing for the Long Run by Dietmar Leisen, Eckhard Platen, Jin Sun...
papers.ssrn.com
A major problem in financial engineering is investing on financial markets for long horizons. At infinite horizons, dynamic versions of the Kelly strategy are m
Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricingwww.banqueducanada.ca › › document-de...
www.banqueducanada.ca
von F Chabi-Yo · · Zitiert von: 14 — Fousseni Chabi-Yo, Dietmar Leisen, Eric Renault. Août Disponible en format(s) : PDF. Les chocs asymétriques sont des phénomènes courants sur les ...
A Partial Equilibrium Model of Option Markets by Dietmar Leisen,...
papers.ssrn.com
This paper addresses the questions who is buying and who is selling options on a stock, the optimal position to hold, and how this affects the price. The indivi
A Perturbation Approach to Continuous-Time Portfolio Selection by...
papers.ssrn.com
This paper studies portfolio selection in continuous-time models with stochastic investment opportunities. We consider asset allocation problems where preferenc
[PDF] Convergence of Three Binomial Models into Black Scholes Model in ...www.bircu-journal.com › index.php › birci › article › download › pdf
www.bircu-journal.com
Harrow and Andrew. Rudd (Jarrow and Rudd, 1983) formulated the Jarrow-Rudd model (JR). Next, in 1996,. Dietmar Leisen and Matthias Reimer (Leisen and Reimer, ...
Contract and Asset Values in Venture Capital Financings by Dietmar...
papers.ssrn.com
In venture capital financings a venture capitalist buys some fraction of a company, for a stated amount of money, through preferred shares. It is common practic
[PDF] Leisen+Reimer+Binomial+tree.pdf - dxFeeddownloads.dxfeed.com › specifications › dxLibOptions › Leisen+Rei...
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DIETMAR LEISEN AND MATTHIAS REIMER. Abstract. Binomial models, which rebuild the continuous setup in the limit, serve for approximative valuation of options ...
Valuation of Barrier Options in a Black-Scholes Setup with Jump Riskpapers.ssrn.com › sol3 › papers
papers.ssrn.com
von D Leisen · · Zitiert von: 20 — Dietmar Leisen. Johannes Gutenberg University Mainz - Department of Banking. Multiple version icon There are 2 versions of this paper ...
Bank Risk Governance - SSRN Paperspapers.ssrn.com › sol3 › papers
papers.ssrn.com
· Bank Risk Governance · Dietmar Leisen · Peter L. Swan · Do you have a job opening that you would like to promote on SSRN? · Paper statistics.
[PDF] conference program - Financial Management Associationwww.fma.org › assets › docs › Melbourne
www.fma.org
· Dietmar Leisen, Johannes Gutenberg. University. Peter L. Swan, University of New South. Wales. Presenter: Dietmar Leisen. Discussant: Shams ...
A Top-Down Method for Long-Term Investing - SSRN Paperspapers.ssrn.com › sol3 › papers
papers.ssrn.com
· Dietmar Leisen · Eckhard Platen · Do you have a job opening that you would like to promote on SSRN? · Paper statistics · Related eJournals.
Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk...
papers.ssrn.com
This paper discusses the pitfalls in the pricing of barrier options using approximations of the underlying continuous processes via discrete lattice models. To
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