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
~institution:"Center for Economic Research <Tilburg>"
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
The pricing of single name cre...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
9
Optionspreistheorie
9
Theorie
9
Theory
9
Option trading
5
Optionsgeschäft
5
Volatility
4
Volatilität
4
Risikomanagement
3
Risk management
3
USA
3
United States
3
Börsenkurs
2
Corporate bond
2
Derivat
2
Derivative
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Unternehmensanleihe
2
1954-1998
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Anlageverhalten
1
Behavioural finance
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Causality analysis
1
Credit risk
1
EU countries
1
EU-Staaten
1
Euro area
1
Eurozone
1
Financial economics
1
more ...
less ...
Online availability
All
Free
19
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Language
All
English
20
Author
All
Berridge, S. J.
4
Schumacher, Johannes M.
4
Kleijnen, Jack P. C.
3
Werker, Bas J. M.
3
Kerkhof, Jeroen
2
Melenberg, Bertrand
2
Renault, Eric
2
Schumacher, Hans
2
Baele, Lieven
1
Beers, Wim C. M. van
1
Bodnar, Gordon M.
1
Genest, Christian
1
Goorbergh, Rob Willem Jean van den
1
Guha, Rajiv
1
Hertog, Dirk den
1
Horst, Jenke R. ter
1
Jong, Abe de
1
Kort, Peter M.
1
Macrae, Victor
1
Marquering, Wessel A.
1
Meddahi, Nour
1
Pawlina, Grzegorz
1
Sbuelz, Alessandro
1
Segers, Johan
1
Siem, A. Y. D.
1
Van Landschoot, Astrid
1
Veld, Chris H.
1
Verbeek, Marno
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
National Bureau of Economic Research
873
International Monetary Fund (IMF)
662
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
310
International Monetary Fund
300
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
104
Institut für Schweizerisches Bankwesen <Zürich>
87
Basel Committee on Banking Supervision
80
HAL
80
C.E.P.R. Discussion Papers
78
Centre for Analytical Finance <Århus>
61
EconWPA
52
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
46
Ekonomiska forskningsinstitutet <Stockholm>
43
Agricultural and Applied Economics Association - AAEA
38
National Centre of Competence in Research North South <Bern>
37
Université Paris-Dauphine (Paris IX)
37
Federal Reserve Bank of St. Louis
30
Tinbergen Instituut
30
Deutsche Bundesbank
29
Springer Fachmedien Wiesbaden
29
World Bank
29
European Central Bank
28
Frankfurt School of Finance & Management
25
European Association of Agricultural Economists - EAAE
24
Society for Computational Economics - SCE
24
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
23
Nationalekonomiska Institutionen, Ekonomihögskolan
23
Chambre de commerce et d'industrie de Paris
22
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
21
International Organization of Securities Commissions
21
Philippinen / National Census and Statistics Office
21
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
21
Suomen Pankki
21
Tilburg University, Center for Economic Research
21
Bangladesch / Parisaṅkhyāna Byuro
20
European University Institute / Department of Economics
20
Institut ekonomických studií, Univerzita Karlova v Praze
20
Reserve Bank of Australia
20
Svenska Handelshögskolan <Helsinki>
20
more ...
less ...
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
20
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The correct kriging variance estimated by bootstrapping
Hertog, Dirk den
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002079728
Saved in:
2
Design and analysis of Monte Carlo experiments
Kleijnen, Jack P. C.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001943268
Saved in:
3
Functionals of clusters of extremes
Segers, Johan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773833
Saved in:
4
The impact of institutional differences on derivatives usage : a comparative study of us and Dutch firms
Bodnar, Gordon M.
(
contributor
);
Jong, Abe de
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611149
Saved in:
5
Testing expected shortfall models for
derivative
positions
Kerkhof, Jeroen
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
Saved in:
6
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
Saved in:
7
Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
Saved in:
8
Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
Saved in:
9
Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
Saved in:
10
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
