Katja Ignatieva - Veröffentlichungen allgemein

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EconPapers: A Hybrid Model for Pricing and Hedging of Long Dated Bonds

econpapers.repec.org

By Jan Baldeaux, Man Chung Fung, Katja Ignatieva and Eckhard Platen; Abstract: Long dated fixed income securities play an important role in asset-liability ...

Using Dynamic Copulae for Modeling Dependency in ...link.springer.com › article

link.springer.com

Katja Ignatieva ,; Eckhard Platen &; Renata Rendek. Journal of ... Katja Ignatieva. Goethe University FrankfurtGermany. Katja Ignatieva.

Antitrust & Competition Policy Blog

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EconPapers: Modelling Co-movements and Tail Dependency in the...

econpapers.repec.org

By Katja Ignatieva and Eckhard Platen; Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae.

EconPapers: The Investigation of a Forward-Rate Mortality Framework

econpapers.repec.org

By Daniel H. Alai, Katja Ignatieva and Michael Sherris; Abstract: Stochastic mortality models have been developed for a range of applications ...

EconPapers: Research Paper Series

econpapers.repec.org

Katja Ignatieva and Eckhard Platen 264: Simulation of Diversified Portfolios in a Continuous Financial Market Eckhard Platen and Renata Rendek 263: A Visual Criterion for

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Veröffentlichungen allgemein Katja Ignatieva

EconPapers: A Hybrid Model for Pricing and Hedging of Long Dated Bonds

Using Dynamic Copulae for Modeling Dependency in ...link.springer.com › article

Antitrust & Competition Policy Blog

EconPapers: Modelling Co-movements and Tail Dependency in the...

EconPapers: The Investigation of a Forward-Rate Mortality Framework

EconPapers: Research Paper Series