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Härdle, Wolfgang
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Applied quantitative finance
The economist
81,930
Wirtschaftswoche : Pflichtblatt der Wertpapierbörse in Frankfurt und Düsseldorf
53,353
Werben & verkaufen : W & V
39,064
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Economics letters
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15,185
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ECONIS (ZBW)
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21
Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA procong, exposure simulation and backtesting
Lichters, Roland
;
Stamm, Roland
;
Gallagher, Donal
-
2015
Persistent link: https://www.econbiz.de/10011397225
Saved in:
22
Interest rate modelling in the multi-curve framework : foundations, evolution and implementation
Henrard, Marc
-
2014
Persistent link: https://www.econbiz.de/10011699699
Saved in:
23
Discounting, Libor, CVA and funding : interest rate and credit pricing
Kenyon, Chris
;
Stamm, Roland
-
2012
Persistent link: https://www.econbiz.de/10009658940
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24
The accuracy of long-term real estate valuations
Schulz, Rainer
;
Staiber, Markus
;
Wersing, Martin
; …
- In:
Applied quantitative finance
,
(pp. 327-344)
.
2009
Persistent link: https://www.econbiz.de/10003746419
Saved in:
25
Application of extended Kalman filter to SPD estimation
Hlávka, Zdeněk
;
Svojik, Marek
- In:
Applied quantitative finance
,
(pp. 233-247)
.
2009
Persistent link: https://www.econbiz.de/10003746408
Saved in:
26
Canonical dynamics mechanism of monetary policy and interest rate
Jeng, Jenher
;
Niu, Wei-Fang
;
Wang, Nan-Jye
;
Lin, Shih-Shan
- In:
Applied quantitative finance
,
(pp. 417-441)
.
2009
Persistent link: https://www.econbiz.de/10003746430
Saved in:
27
A copula-based model of the term structure of CDO tranches
Cherubini, Umberto
;
Mulinacci, Sabrina
;
Romagnoli, Silvia
- In:
Applied quantitative finance
,
(pp. 69-81)
.
2009
Persistent link: https://www.econbiz.de/10003745952
Saved in:
28
Cross- and autocorrelation in multi-period credit portfolio models
Wagner, Christoph K. J.
- In:
Applied quantitative finance
,
(pp. 125-138)
.
2009
Persistent link: https://www.econbiz.de/10003746011
Saved in:
29
High-frequency volatility and liquidity
Hautsch, Nikolaus
;
Jeleskovic, Vahidin
- In:
Applied quantitative finance
,
(pp. 379-397)
.
2009
Persistent link: https://www.econbiz.de/10003746425
Saved in:
30
Least squares kernel smoothing of the implied volatility smile
Fengler, Matthias R.
;
Wang, Qihua
- In:
Applied quantitative finance
,
(pp. 193-207)
.
2009
Persistent link: https://www.econbiz.de/10003746018
Saved in:
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