//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Annals of finance"
~language:"eng"
~person:"Aase Nielsen, Jørgen"
~person:"Fabozzi, Frank J."
~subject:"Probability theory"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Probability theory
Theorie
3
Theory
3
2003
1
Aktienmarkt
1
Arbitrage Pricing
1
Arbitrage pricing
1
Basel Accord
1
Basel III rules
1
Basler Akkord
1
Constrained portfolio choice
1
Credit default swap
1
Credit derivative
1
Credit risk
1
Economy of time
1
Global Systemically Important Financial Institutions
1
Interest rate derivative
1
Kreditderivat
1
Kreditrisiko
1
Linear sharing rules
1
Merton model
1
New York
1
Pareto efficiency
1
Pareto optimal sharing rules
1
Pareto-Optimum
1
Portfolio selection
1
Portfolio-Management
1
Probability of breaching
1
Securities trading
1
Statistical distribution
1
Statistische Verteilung
1
Stock market
1
Suboptimal sharing rules
1
USA
1
United States
1
Volatility
1
Volatilität
1
Wahrscheinlichkeitsrechnung
1
Wertpapierhandel
1
Yield curve
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Aase Nielsen, Jørgen
Fabozzi, Frank J.
Anthropelos, Michail
1
Brogi, Marina
1
Chu, Ba
1
Lagasio, Valentina
1
Madan, Dilip B.
1
Russo, Vincenzo
1
Žitkovi´c, Gordan
1
more ...
less ...
Published in...
All
Annals of finance
International journal of theoretical and applied finance
3
Applied mathematical finance
1
Economics letters
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->