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Seite 1 von 2 (49 Datensätze) |
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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,
Conference of the Swiss Society for Financial Market Research,
Zürich
2012.
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Mahayni, A. und Schoenmakers, J.G.M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem,
14th Conference of the Swiss Society for Financial Market Research,
Zurich
2011.
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Mahayni, A., Schneider, J.C.: Variable Annuities and the Option to seek Risk: Why should you diversify?,
14th Conference of the Swiss Society for Financial Market Research,
Zurich
2011.
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Mahayni, A. und Schoenmakers, J.G.M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem,
Deutsche Gesellschaft für Finanzwirtschaft,
2011.
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Antje Mahayni, Judith C. Schneider: Variable Annuities and the Option to seek Risk: Why should you diversify?,
Symposium on Finance, Banking and Insurance,
Karlsruhe
2011.
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Branger, N., Mahayni, A., Schneider, J.C.: On the Optimal Design of Insurance Contracts with Guarantees,
Campus for Finance,
Vallendar
2010.
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Nicole Branger, Antje Mahayni, Judith C. Schneider: On the optimal Design of Insurance Contracts with Guarantees,
SGF,
Zürich
2010.
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Mahayni, A. und Schoenmakers, J.G.M.: Minimum Return Guarantees with Funds Switching Rights - An Optimal Stopping Problem,
Workshop on Advanced Mathematical Methods in Finance,
Berlin
2010.
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Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates,
Campus for Finance ,
Vallendar
2009.
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Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies,
12th Conference of the Swiss Society for Financial Market Research,
Geneva
2009.
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Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates,
12th Conference of the Swiss Society of Financial Research ,
Geneva
2009.
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Sven Balder, Antje Mahayni (Vortragende): How good are portfolio insurance strategies,
AFIR/Life Colloqium,
München
2009.
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Antje Mahayni, Daniel Steuten (Vortragender): Solvency Requirements for Annuity Markets under Stochastic Mortality and Investment Risk,
Cologne Workshop on Actuarial Mathematics,
Köln
2008.
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An Chen, Antje Mahayni (Votragende): Hedging Endowment Assurance Products under Interest Rate and Mortality Risk,
Him Workshop on Finance, Stochastics and Insurance,
Bonn
2008.
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Sven Balder, Michael Brandl, Antje Mahayni (Vortragende): Effectiveness of CPPI Strategies under Discrete-Time Trading,
Frankfurt MathFinance Conference,
Frankfurt
2008.
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An Chen, Antje Mahayni (Vortragende): Hedging Endowment Assurance Products under Interest Rate and Mortality Risk,
Conference of the Swiss Society for Financial Market Research ,
Zürich
2008.
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An Chen (Vortragende), Antje Mahayni: Endowment Assurance Products - Effectiveness of Risk-Minimizing Strategies under Model Risk,
Fifth World Congress Bachelier Finance Society,
London
2008.
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Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates,
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung,
Münster
2008.
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N. Branger (Vortragende), H. Kraft, A. Mahayni, C. Schlag: Reconciling Smiles for Index and Stock Options,
Deutsche Gesellschaft für Finanzwirtschaft Jahrestagung,
Münster
2008.
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N. Branger, H. Kraft, A. Mahayni (Votragende), C. Schlag: Reconciling Smiles for Index and Stock Options ,
International Conference on Price, Liquidity, and Credit Risk,
Konstanz
2008.
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Nicole Branger, Antje Mahayni, Judith C. Schneider (Vortragende): Pricing and Upper Price Bounds of Relax Certificates,
11th Symposium on Finance, Banking and Insurance,
Karlsruhe
2008.
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Sven Balder (Vortragender), Antje Mahayni: Cash-Lock Comparison of Portfolio Insurance Strategies,
11th Symposium on Finance, Banking and Insurance,
Karlsruhe
2008.
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Sven Balder (Vortragender), Michael Brandl, Antje Mahayni: Effectiveness of CPPI Strategies under Discrete-Time Trading,
Campus for Finance,
Vallendar
2007.
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An Chen (Votragende), Antje Mahayni: Hedging Guarantees under Interest Rate and Mortality Risk,
5th Actuarial and Financial Mathematics Day,
Brüssel
2007.
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Nicole Branger, Antje Mahayni (Vortragende): Tractable Hedging with Additional Instruments,
Verein für Socialpolitik Jahrestagung,
München
2007.
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Seite 1 von 2 (49 Datensätze) |
