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ECONIS (ZBW)
127
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21
Modelling information flows in financial markets
Brody, Dorje C.
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
Advanced mathematical methods for finance
,
(pp. 133-153)
.
2011
Persistent link: https://www.econbiz.de/10008991316
Saved in:
22
Credit contagion in a long range dependent macroeconomic factor model
Biagini, Francesca
;
Fuschini, Serena
;
Klüppelberg, Claudia
- In:
Advanced mathematical methods for finance
,
(pp. 105-132)
.
2011
Persistent link: https://www.econbiz.de/10008991320
Saved in:
23
Combining equilibrium, resampling, and analysts' views in portfolio optimization
Fernandes, José Luis Barros
;
Ornelas, José Renato Haas
; …
- In:
Portfolio and risk management for central banks and …
,
(pp. 75-84)
.
2011
Persistent link: https://www.econbiz.de/10009405187
Saved in:
24
A valuation model for ABS CDOS
Manzano, Julian
- In:
The Oxford handbook of credit derivatives
,
(pp. 631-656)
.
2011
Persistent link: https://www.econbiz.de/10014565545
Saved in:
25
Global bifurcations in a three-dimensional financial model of bull and bear interactions
Tramontana, Fabio
;
Gardini, Laura
;
Dieci, Roberto
; …
- In:
Nonlinear dynamics in economics, finance and social …
,
(pp. 333-352)
.
2010
Persistent link: https://www.econbiz.de/10003944040
Saved in:
26
Constructing random times with given survival processes and applications to valuation of credit derivatives
Gapeev, Pavel V.
;
Jeanblanc, Monique
;
Li, Libo
; …
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 255-280)
.
2010
Persistent link: https://www.econbiz.de/10008749243
Saved in:
27
Pricing and hedging of CDOs : a top down approach
Filipović, Damir
;
Schmidt, Thorsten
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 231-253)
.
2010
Persistent link: https://www.econbiz.de/10008749249
Saved in:
28
What determines earnings-price ratios : revisited
Zarowin, Paul
-
2009
Persistent link: https://www.econbiz.de/10003851766
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29
Equity valuation using multiples
Liu, Jing
;
Nissim, Doron
;
Thomas, Jacob
-
2009
Persistent link: https://www.econbiz.de/10003851771
Saved in:
30
Evolutionary computation and artificial financial markets
Martinez-Jaramillo, Serafin
;
Tsang, Edward P. K.
- In:
Natural computing in computational finance : volume 2 ; …
,
(pp. 137-179)
.
2009
Persistent link: https://www.econbiz.de/10009515155
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