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:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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
CMBS tranche valuation framewo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
5
Optionspreistheorie
5
Correlation
4
Korrelation
4
Theorie
3
Theory
3
Stochastic process
2
Stochastischer Prozess
2
Analysis
1
Capital income
1
Derivat
1
Derivative
1
Estimation theory
1
Finanzmathematik
1
Kapitaleinkommen
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Mathematical analysis
1
Mathematical finance
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
Sampling
1
Scheduling problem
1
Scheduling-Verfahren
1
Schätztheorie
1
Simulation
1
Statistical test
1
Statistischer Test
1
Stichprobenerhebung
1
USA
1
United States
1
more ...
less ...
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Working Paper
11
Graue Literatur
8
Non-commercial literature
8
Language
All
English
11
Author
All
Ledoit, Olivier
3
Wolf, Michael
3
Alòs, Elisa
2
Kohatsu-Higa, Arturo
2
Moreno, Manuel
2
Navas, Javier F.
2
Bijmolt, Tammo H. A.
1
Montero, Miquel
1
Niño-Mora, José
1
Pettersson, Roger
1
Velden, Michel van de
1
more ...
less ...
Institution
All
Universitat Pompeu Fabra / Departament d'Economia i Empresa
International Monetary Fund (IMF)
417
National Bureau of Economic Research
310
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
127
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
84
HAL
46
International Monetary Fund
46
Tilburg University, Center for Economic Research
42
Centre for Analytical Finance <Århus>
41
Springer Fachmedien Wiesbaden
36
Center for Economic Research <Tilburg>
26
Ekonomiska forskningsinstitutet <Stockholm>
24
Society for Computational Economics - SCE
24
Institut für Schweizerisches Bankwesen <Zürich>
23
EconWPA
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
National Centre for Social and Economic Modelling <Canberra>
20
Université Paris-Dauphine (Paris IX)
18
International Labour Organization (ILO), United Nations
17
Southern Agricultural Economics Association - SAEA
17
C.E.P.R. Discussion Papers
15
IGI Global
15
University of Cambridge / Microsimulation Unit
15
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
14
Shaker Verlag
14
Econometrisch Instituut <Rotterdam>
13
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
13
Verlag Dr. Kovač
13
Agricultural and Applied Economics Association - AAEA
12
Chambre de commerce et d'industrie de Paris
12
Department of Economics and Business, Universitat Pompeu Fabra
12
Technische Universität <München> / Lehrstuhl für Fördertechnik Materialfluß Logistik
12
Erasmus Research Institute of Management
11
Erasmus University Rotterdam, Econometric Institute
11
Tilburg University, School of Economics and Management
11
Department of Economics, Oxford University
10
Institut für Weltwirtschaft
10
International Water Management Institute (IWMI)
10
Svenska Handelshögskolan <Helsinki>
10
World Bank
10
more ...
less ...
Published in...
All
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
11
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Malliavin calculus in finance
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
Saved in:
2
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625987
Saved in:
3
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627199
Saved in:
4
Honey, I shrunk the sample covariance matrix
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055527
Saved in:
5
Generalized canonical
correlation
analysis of matrices with different row and column orders
Velden, Michel van de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001939833
Saved in:
6
A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
Saved in:
7
A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
Saved in:
8
Australian Asian options
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055053
Saved in:
9
On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
Saved in:
10
Beyond Smith's rule : an optimal dynamic index, rule for single machine stochastic scheduling with convex holding costs
Niño-Mora, José
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001540736
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
