52

Recombinant Human Insulin

Year:
1992
Language:
english
File:
PDF, 2.75 MB
english, 1992
59

Factor V Leiden: relation to fertility?

Year:
2002
Language:
english
File:
PDF, 47 KB
english, 2002
61

Minimization of Risk and Linear Quadratic Optimal Control Theory

Year:
2003
Language:
english
File:
PDF, 278 KB
english, 2003
65

Mathematical Finance || Continuous Time CAPM, Price for Risk and Utility Maximization

Year:
2001
Language:
english
File:
PDF, 1.50 MB
english, 2001
67

Mathematical Finance || A Minimal Financial Market Model

Year:
2001
Language:
english
File:
PDF, 1.21 MB
english, 2001
68

Mathematical Finance || An introduction to optimal consumption with partial observation

Year:
2001
Language:
english
File:
PDF, 1.35 MB
english, 2001
69

Mathematical Finance || Fractional Brownian Motion and Financial Modelling

Year:
2001
Language:
english
File:
PDF, 1.22 MB
english, 2001
71

Mathematical Finance || Optimal default boundary in a discrete time setting

Year:
2001
Language:
english
File:
PDF, 1.34 MB
english, 2001
72

Mathematical Finance || On-line portfolio strategy with prediction

Year:
2001
Language:
english
File:
PDF, 1.27 MB
english, 2001
74

Mathematical Finance || Quantile hedging for a jump-diffusion finanaicl market model

Year:
2001
Language:
english
File:
PDF, 1.62 MB
english, 2001
75

Mathematical Finance || Stochastic Volatility and Epsilon-Martingale Decomposition

Year:
2001
Language:
english
File:
PDF, 1.34 MB
english, 2001
76

Mathematical Finance || Arbitrage and Pricing with Collateral

Year:
2001
Language:
english
File:
PDF, 1.29 MB
english, 2001
77

Mathematical Finance || First Steps to Stochastic Finance

Year:
2001
Language:
english
File:
PDF, 408 KB
english, 2001
83

Optimal Exponential Utility in a Jump Bond Market

Year:
2010
Language:
english
File:
PDF, 267 KB
english, 2010
89

The Mean-Variance Hedging in a Bond Market with Jumps

Year:
2010
Language:
english
File:
PDF, 246 KB
english, 2010
91

The S -Related Dynamic Convex Valuation in the Brownian Motion Setting

Year:
2010
Language:
english
File:
PDF, 199 KB
english, 2010
95

Modeling the Forward CDS Spreads with Jumps

Year:
2012
Language:
english
File:
PDF, 258 KB
english, 2012
96

An S -Related DCV Generated by a Convex Function in a Jump Market

Year:
2010
Language:
english
File:
PDF, 238 KB
english, 2010