//--> //--> //-->
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
~person:"Brown, Keith C."
~person:"Vosper, Les"
~subject:"Derivat"
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: person:"Barone-Adesi, Giovanni"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
ARCH model
3
ARCH-Modell
3
Estimation
3
Risikomaß
3
Risk measure
3
Schätzung
3
Simulation
3
Ankündigungseffekt
2
Announcement effect
2
Börsenkurs
2
Central counterparty risk management
2
Credit risk
2
Derivative
2
Forecasting model
2
Kreditrisiko
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risikomanagement
2
Risk management
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Takeover
2
Volatility
2
Volatilität
2
filtered historical simulation
2
stress testing
2
tail dependency
2
Übernahme
2
1980-1989
1
1994-1995
1
Großbritannien
1
Option trading
1
Optionsgeschäft
1
Theorie
1
Theory
1
USA
1
United Kingdom
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Brown, Keith C.
Vosper, Les
Barone-Adesi, Giovanni
14
Geman, Hélyette
2
Giannopoulos, Kostas
2
Sala, Carlo
2
Theal, John
2
Whaley, Robert E.
2
Allegretto, Walter
1
Fusari, Nicola
1
Gigli, Andrea
1
Mira, Antonietta
1
Riolo, Franco
1
Sorwar, Ghulam
1
more ...
less ...
Published in...
All
European financial management : the journal of the European Financial Management Association
1
The journal of futures markets
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting derivative portfolios with filtered historical simulation (FHS)
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
European financial management : the journal of the …
8
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10001688408
Saved in:
2
VAR without correlations for portfolios of derivative securities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 583-602
Persistent link: https://www.econbiz.de/10001410433
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->