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~institution:"International Center for Financial Asset Management and Engineering"
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Nichtparametrisches Verfahren
3
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3
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2
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2
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2
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Scaillet, Olivier
9
Fermanian, Jean-David
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Menoncin, Francesco
2
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1
Cheng, Peng
1
Galluccio, Stefano
1
Hagmann, Matthias
1
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Ly, Jean-Michel
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International Center for Financial Asset Management and Engineering
Institut für Schweizerisches Bankwesen <Zürich>
24
Swiss Finance Institute
21
Université <Genève> / Section des Hautes Etudes Commerciales
14
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
11
Institut de Préparation à l'Administration et à la Gestion (IPAG)
11
National Centre of Competence in Research North South <Bern>
10
HAL
8
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
6
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
5
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
National Centre of Competence in Research - Financial Valuation and Risk Management
3
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
3
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Econometric Society
2
Financial Markets Group
2
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1
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1
Columbia University / Department of Economics
1
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1
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1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
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1
International Finance Conference <8., 2015, Paris>
1
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1
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
1
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ECONIS (ZBW)
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Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
Saved in:
2
Some statistical pitfalls in copula modeling for financial applications
Fermanian, Jean-David
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240436
Saved in:
3
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
Saved in:
4
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
Saved in:
5
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
Saved in:
6
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
Saved in:
7
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
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8
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
9
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
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