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Advanced Mathematical Methods for Finance · Study

BookAdvanced Mathematical Methods for Finance

Griselda Deelstra2011

OA

Bookgreen2011

Advanced Mathematical Methods for Finance

Griselda Deelstra · Jan Dhaene · Michèle Vanmaele

115 citations·0/0 files stored·Springer eBooks

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Probability and Risk Models Insurance and Financial Risk Management Stochastic processes and financial applications

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2012The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets 2016Risk-consistent conditional systemic risk measures 2017Discrete-Time Mean-CVaR Portfolio Selection and Time-Consistency Induced Term Structure of the CVaR 2014A new characterization of comonotonicity and its application in behavioral finance 2018Dynamically consistent investment under model uncertainty: the robust forward criteria 2012FIX: The Fear Index—Measuring Market Fear 2019Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency 2014Limit theorems for power variations of ambit fields driven by white noise

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Year2011

Typebook

Published2011-01-01

VenueSpringer eBooks

Languageen

Citations115

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1007/978-3-642-18412-3

openalex_workW565584636

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