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1
المؤلفون: Bermin, Hans Peter, Holm, Magnus
المصدر: Decisions in Economics and Finance. 47(1):83-120
مصطلحات موضوعية: Geometry, Jensen’s alpha, Kelly criterion, Market price of risk, Option pricing, Samhällsvetenskap, Ekonomi och näringsliv, Nationalekonomi, Social Sciences, Economics and Business, Economics
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2
المؤلفون: Bermin, Hans Peter, Holm, Magnus
المصدر: Journal of Futures Markets. 41(7):987-1006
مصطلحات موضوعية: Hansen–Jagannathan bound, incomplete markets, Kelly indifference price, minimal martingale measure, option pricing, Samhällsvetenskap, Ekonomi och näringsliv, Nationalekonomi, Social Sciences, Economics and Business, Economics
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3
المؤلفون: Bermin, Hans Peter, Holm, Magnus
المصدر: International Journal of Theoretical and Applied Finance. 26(1)
مصطلحات موضوعية: fractional Kelly, Kelly criterion, market equilibrium, Portfolio theory, Samhällsvetenskap, Ekonomi och näringsliv, Nationalekonomi, Social Sciences, Economics and Business, Economics
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4Report
المؤلفون: Bermin, Hans-Peter, Kohatsu-Higa, Arturo, Perello, Josep
المصدر: Physica A 355 (2005) 152-157.
مصطلحات موضوعية: Condensed Matter - Other Condensed Matter, Physics - Physics and Society, Quantitative Finance - Pricing of Securities
URL الوصول: http://arxiv.org/abs/cond-mat/0409319
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5
المؤلفون: Bermin, Hans-Peter, Kohatsu-Higa, Arturo
المساهمون: Menendez, Santiago Carrillo, Editor
المصدر: Seminario de Matemática Financiera. 3:113-134
مصطلحات موضوعية: Samhällsvetenskap, Ekonomi och näringsliv, Nationalekonomi, Social Sciences, Economics and Business, Economics
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6
المؤلفون: Bermin, Hans-Peter
المصدر: Review of Finance. 3(3):343-345
مصطلحات موضوعية: Samhällsvetenskap, Ekonomi och näringsliv, Nationalekonomi, Social Sciences, Economics and Business, Economics
PDF النص الكاملURL الوصول: https://lup.lub.lu.se/record/936e72f7-050b-4114-a898-7366af32bd8a
http://dx.doi.org/10.1023/A:1009865221699 -
7Academic Journal
المؤلفون: Bermin, Hans-Peter
المصدر: Applied Mathematical Finance ; volume 19, issue 6, page 513-534 ; ISSN 1350-486X 1466-4313
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8Academic Journal
المؤلفون: Bermin, Hans‐Peter, Buchen, Peter, Konstandatos, Otto
المصدر: Applied Mathematical Finance ; volume 15, issue 4, page 387-402 ; ISSN 1350-486X 1466-4313
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9Academic Journal
المؤلفون: Bermin, Hans-Peter
المصدر: Applied Mathematical Finance ; volume 7, issue 2, page 75-100 ; ISSN 1350-486X 1466-4313
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10Academic Journal
المؤلفون: Bermin, Hans-Peter, Williams, Gareth
المصدر: International Journal of Theoretical and Applied Finance; 20(2), no 1750009 (2017) ; ISSN: 0219-0249
مصطلحات موضوعية: Economics, swaptions, IRR, convexity, term structure, linear Gaussian model, quadratic Gaussian model, Markov functional
Relation: https://lup.lub.lu.se/record/d5388306-7937-4a73-9a82-56e37f506727; http://dx.doi.org/10.1142/S0219024917500091; scopus:85015440016; wos:000398041100002
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11Academic Journal
المؤلفون: Bermin, Hans-Peter1, Kohatsu-Higa, Arturo2 kohatsu@upf.es., Montero, Miquel3
المصدر: Mathematical Finance. Jan2003, Vol. 13 Issue 1, p85. 13p.
مصطلحات موضوعية: Monte Carlo method, Variances, Stochastic analysis, Malliavin calculus, Market volatility, Simulation methods & models
PDF النص الكامل -
12Academic Journal
المؤلفون: Bermin, Hans-Peter1 hans-peter.bermin@nek.lu.se.
المصدر: Mathematical Finance. Jan2003, Vol. 13 Issue 1, p73. 12p.
مصطلحات موضوعية: Malliavin calculus, Stochastic analysis, Speculation, Hedging (Finance), Mathematical functions, Mathematics
PDF النص الكامل -
13Academic Journal
المؤلفون: Bermin, Hans-Peter1 hans-peter.bermin@nek.lu.se
المصدر: Mathematical Finance. Jul2002, Vol. 12 Issue 3, p199-218. 20p.
مصطلحات موضوعية: Hedging (Finance), Derivative securities, Malliavin calculus, Stochastic analysis, Mathematical functions, Mathematics
PDF النص الكامل -
14
المؤلفون: Amilon, Henrik, Bermin, Hans-Peter
المصدر: Journal of Economic Dynamics and Control. 28(2):331-348
مصطلحات موضوعية: Malliavin calculus, dynamics, interest rate, stochastic control, utility maximization, Ramsey model, Samhällsvetenskap, Ekonomi och näringsliv, Nationalekonomi, Social Sciences, Economics and Business, Economics
URL الوصول: https://lup.lub.lu.se/record/899888
http://dx.doi.org/10.1016/S0165-1889(02)00167-7 -
15
المؤلفون: Bermin, Hans-Peter
المصدر: Mathematical Finance. 13(1):73-84
مصطلحات موضوعية: Malliavin calculus, contingent claims, hedging, Samhällsvetenskap, Ekonomi och näringsliv, Nationalekonomi, Social Sciences, Economics and Business, Economics
PDF النص الكامل -
16
المؤلفون: Bermin, Hans-Peter, Kohatsu-Higa, A, Montero, M
المصدر: Mathematical Finance. 13(1):85-97
مصطلحات موضوعية: option sensitivity, volatility structure, Samhällsvetenskap, Ekonomi och näringsliv, Nationalekonomi, Social Sciences, Economics and Business, Economics
PDF النص الكامل -
17Academic Journal
المؤلفون: Bermin, Hans-Peter
المصدر: International Journal of Theoretical and Applied Finance; 17(5), no 1450029 (2014) ; ISSN: 0219-0249
مصطلحات موضوعية: Economics, interest rates, yield curve, term structure, forward rates, principal component analysis, Karhunen–Loève expansion
Relation: https://lup.lub.lu.se/record/7ac1802d-7007-4a93-91b5-61a175020d9a; http://dx.doi.org/10.1142/S0219024914500290; scopus:84905229801
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18Academic Journal
المؤلفون: Amilon, Henrik, Bermin, Hans-Peter
المصدر: SSRN Electronic Journal ; ISSN 1556-5068
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19Academic Journal
المؤلفون: Bermin, Hans-Peter, Kohatsu-Higa, Arturo
المصدر: SSRN Electronic Journal ; ISSN 1556-5068
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20Report
المؤلفون: Bermin, Hans Peter, Kohatsu, Arturo
المساهمون: Universitat Pompeu Fabra. Departament d'Economia i Empresa
مصطلحات موضوعية: Statistics, Econometrics and Quantitative Methods, contingent claims, hedging, local vega index, malliavin calculus, stochastic flows
وصف الملف: application/pdf
Relation: Economics and Business Working Papers Series; 416; http://hdl.handle.net/10230/665