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| Sven Balder: Handelsstrategien mit Mindestgarantien (Dissertation), Verlag: Rheinische Friedrich-Wilhelms-Universität, Bonn 2009. Details |
| Antje Mahayni: The Risk Management of Embedded Options and Return Guarantees (Habilitation), Verlag: Rheinische Friedrich-Wilhelms-Universität, Bonn 2006. |
| Antje Mahayni: Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen (Dissertation), Verlag: Rheinische Friedrich-Wilhelms-Universität, Bonn 2001. |
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| Antje Mahayni, Daniel Steuten: Deferred Annuities - On the Combined Effect of Stochastic Mortality and Interest Rates. In: Review of Managerial Science 7 (2013) 1 , S. 1-28. |
| Sven Balder, Antje Mahayni, John G. M. Schoenmakers: Primal-dual linear Monte Carlo algorithm for multiple stopping - An application to Flexible Caps. In: Quantitative Finance (forthcoming) (2013) . |
| Antje Mahayni, Judith C. Schneider: Variable Annuities and the Option to seek Risk: Why should you diversify?. In: Journal of Banking and Finance 36 (2012) , S. 2417-2428. |
| Nicole Branger, Antje Mahayni: Tractable Hedging with Additional Instruments. In: Review of Derivatives Research 14 (2011) 1 , S. 85-114. |
| Nicole Branger, Antje Mahayni, Judith C. Schneider: Pricing and Upper Price Bounds of Relax Certificates. In: Review of Managerial Science (2011) 5 , S. 309-336. |
| Antje Mahayni, John G. M. Schoenmakers: Minimum Return Guarantees with Fund Switching Rights - An Optimal Stopping Problem. In: Journal of Economic Dynamics and Control (2011) 11 , S. 1880-1897. |
| Banh, M.; Cluse, M.; Schwake, D.: Die quantitative Behandlung von Kontrahentenausfallrisiken unter Basel III. In: Zeitschrift für das gesamte Kreditwesen (2011) 10 . |
| Sven Balder, Antje Mahayni: How good are portfolio insurance strategies. In: Kiesel, R. und Zagst, R. (Hrsg.): Alternative Investments and Strategies. World Scientific, 2010, S. 229-256. |
| Nicole Branger, Antje Mahayni, Judith C. Schneider: On the Optimal Design of Insurance Contracts with Guarantees. In: Insurance:Mathematics and Economics (2010) 4 , S. 485-492. |
| Sven Balder, Michael Brandl, Antje Mahayni: Effectiveness of CPPI Strategies under Discrete-Time Trading. In: Journal of Economic Dynamics and Control (2009) 33 , S. 204-220. |
| Antje Mahayni, Klaus Sandmann: Return Guarantees with Delayed Payment. In: German Economic Review (2008) 9 , S. 207-231. |
| An Chen, Antje Mahayni: Endowment Assurance Products - Effectiveness of Risk-Minimizing Strategies under Model Risk. In: Asia - Pacific Journal of Risk and Insurance (2008) 2 , S. 47-74. |
| Antje Mahayni, Erik Schlögl: The Risk Management of Minimum Return Guarantees. In: Business Research (2008) 1 , S. 55-76. |
| Sven Balder, Antje Mahayni: Robust Hedging with Short-Term Options. In: Wilmott Magazine (2006) 9 . |
| Nicole Branger, Antje Mahayni: Tractable Hedging - An Implementation of Robust Hedging Strategies. In: Journal of Economic Dynamics & Control (2006) 30 , S. 1937-1962. |
| Antje Mahayni; Michael Suchanecki: Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten. In: Zeitschrift für Betriebswirtschaftslehre (2006) 4 , S. 347-372. |
| Antje Mahayni: Effectiveness of Hedging Strategies under Model Misspecifications and Trading Restrictions. In: International Journal of Theoretical and Applied Finance (2003) 6 , S. 521-552. |
| Antje Mahayni: How to Avoid a Hedging Bias. In: Willmott Magazine (2003) . |
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| Sven Balder, Antje Mahayni, John G. M. Schoenmakers: Primal-dual linear Monte Carlo algorithm for multiple stopping - An application to Flexible Caps. In: Quantitative Finance (forthcoming) (2013) . |
| Grominski, Dmitri; Schwake, Daniel; Sudmann, Tobias: Valuation of Credit Default Swaps with Wrong Way Risk – Model Implementation and a Computational Tune-Up (Forschungsbericht), 2012. |
| Sven Balder, Ruben Feldman, Antje Mahayni: Optimizing Proportional Portfolio Insurance Strategies - From Theory to Practice (Forschungsbericht), 2012. |
| Antje Mahayni, Judith C. Schneider: Minimum Return Guarantees - Information Asymmetries and Optimal Product Design (Forschungsbericht), 2012. |
| Daniel Zieling, Antje Mahayni, Sven Balder: Performance evaluation of optimized portfolio insurance strategies (Forschungsbericht), 2012. |
| Antje Mahayni, Stefan Kaltepoth: Best Garant Certificates - Is best entry really better? (Forschungsbericht), 2011. |
| Daniel Zieling: The Valuation of Compound Exchange Options Implicit in Equity-Linked Life Insurance (Forschungsbericht), 2011. |
| Sven Balder, Wolf Christoph Gramatke, Antje Mahayni: Bewertung von Kündigungsrechten in der privaten Wohnungsbaufinanzierung – Über den separaten Ausweis von Margen- und Kursschäden (Forschungsbericht), 2011. |
| Sven Balder, Daniel Schwake: Delta Hedging of Interest Rate Risks in Long-term Contracts-An Application of the Cairns Model (Arbeitsbericht), 2010. |
| Sven Balder, Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies (Arbeitsbericht), 2010. |
| Antje Mahayni, Judith C. Schneider: Variable Annuities and the Option to seek Risk: Why should you diversify? (Arbeitsbericht), 2010. |
| Daniel Schwake: Volatility Forecasting and the Business Cycle: Evidence from the European Monetary Union, (Arbeitsbericht), 2010. |
| N. Branger, H. Kraft, A. Mahayni, C. Schlag: Reconciling Smiles for Index and Stock Options (Forschungsbericht), 2008. |
| An Chen, Antje Mahayni,: Variance Minimal Hedging under Model Risk-A Discrete-Time Approach (Forschungsbericht), 2008. |
| Antje Mahayni, Daniel Steuten: Solvency Requirements for Annuity Markets under Stochastic Mortality and Investment Risk (Forschungsbericht), 2007. |
| Sven Balder, Antje Mahayni: Superhedging with Short-Term Options und Model Risk (Forschungsbericht), 2006. |
| Antje Mahayni, Klaus Sandmann: Asset Liability Management fondsgebundener Versicherungsverträge (Forschungsbericht), 2005. |
| Antje Mahayni, Lutz Schlögl: An Examination of the Effects of Parameter Misspecification on the Duplication of Bonds (Forschungsbericht), Verlag: Bonn Econ Discussion Paper , Bonn 2002. |
| Antje Mahayni, Erik Schlögl, Lutz Schlögl: Robustness of Gaussian Hedges und the Hedging of Fixed Income Derivatives (Forschungsbericht), 1999. |
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| Daniel Schwake, Thomas Siwik, Dirk Stemmer: Kontrahentenausfallrisiken in Rechnungslegung und Aufsichtsrecht. In: Sven Ludwig, Marcus R. W. Martin, Carsten S. Wehn (Hrsg.): Kontrahentenrisiko: Bewertung, Steuerung, Unterlegung nach Basel III und IFRS. Schäffer-Poeschel, 2012, S. 289-312. |
| An Chen, Antje B. Mahayni: Hedging Guarantees under Interest Rate and Mortality Risk. In: Proceedings of the 5th Actuarial and Financial Mathematics Day. Brüssel 2007. |
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