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Nichtparametrisches Verfahren
3
Nonparametric statistics
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Theorie
3
Theory
3
Credit risk
2
Kreditrisiko
2
Mortality
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Scaillet, Olivier
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International Center for Financial Asset Management and Engineering
Institut für Schweizerisches Bankwesen <Zürich>
530
National Centre of Competence in Research North South <Bern>
190
Universität Zürich / Institut für Schweizerisches Bankwesen
55
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
5
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
4
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Institut für Bankwirtschaft <Sankt Gallen>
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Massachusetts Institute of Technology / Department of Economics
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Tagung über die Strategieplanung in Universalbanken <1991, Bern>
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Geneva School of Economics and Management, Université de Genève
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Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
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Schweizer Börse
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Schweizerisches Institut für Banken und Finanzen <Sankt Gallen>
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ECONIS (ZBW)
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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
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2
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:
3
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:
4
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
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Some statistical pitfalls in copula modeling for financial applications
Fermanian, Jean-David
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240436
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