//--> //--> //-->
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
~isPartOf:"Annals of finance"
~person:"Bruhn, Manfred"
~person:"Fabozzi, Frank J."
~source:"econis"
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
Estimating the marginal law of...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
2003
1
Aktienmarkt
1
Basel Accord
1
Basel III rules
1
Basler Akkord
1
Credit default swap
1
Credit derivative
1
Credit risk
1
Economy of time
1
Global Systemically Important Financial Institutions
1
Kreditderivat
1
Kreditrisiko
1
Merton model
1
New York
1
Probability of breaching
1
Probability theory
1
Securities trading
1
Statistical distribution
1
Statistische Verteilung
1
Stock market
1
Theorie
1
Theory
1
USA
1
United States
1
Wahrscheinlichkeitsrechnung
1
Wertpapierhandel
1
Zeitökonomie
1
more ...
less ...
Online availability
All
Undetermined
1
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
Bruhn, Manfred
Fabozzi, Frank J.
Madan, Dilip B.
11
Tsomocos, Dimitrios P.
6
Goodhart, Charles A. E.
5
Viens, Frederi G.
5
Elliott, Robert J.
4
Fernholz, Robert
4
Escobar, Marcos
3
Evstigneev, Igor V.
3
Karatzas, Ioannis
3
Leung, Tim
3
Lucchetta, Marcella
3
Rásonyi, Miklós
3
Siu, Tak Kuen
3
Aase Nielsen, Jørgen
2
Angoshtari, Bahman
2
Arya, Anil
2
Bayraktar, Erhan
2
Chan, Leunglung
2
Chevallier, Julien
2
Christodoulakis, George A.
2
Cvitanić, Jakša
2
D'Amico, Guglielmo
2
Gersbach, Hans
2
Hainaut, Donatien
2
Haley, M. Ryan
2
Instefjord, Norvald
2
Jarrow, Robert A.
2
Jensen, Bjarne Astrup
2
Kojima, Naoki
2
Petroni, Filippo
2
Pinheiro, Marcelo
2
Protter, Philip E.
2
Rossetto, Silvia
2
Sarantsev, Andrey
2
Sasaki, Kouji
2
Sayit, Hasanjan
2
Schoutens, Wim
2
Severini, Thomas A.
2
Shubik, Martin
2
more ...
less ...
Published in...
All
Annals of finance
Valuation, financial modeling, and quantitative tools
15
The handbook of fixed income securities
14
Vahlens Handbücher der Wirtschafts- und Sozialwissenschaften
13
The Frank J. Fabozzi series
12
The theory and practice of investment management
11
Investment management and financial management
10
Wissenschaft & Praxis
9
Working paper series in economics
9
The journal of portfolio management : a publication of Institutional Investor
8
International journal of theoretical and applied finance
7
Journal of banking & finance
6
The journal of fixed income
6
Applied economics
5
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
5
Financial markets and instruments
5
Meffert-Marketing-Edition
5
Wiley finance
5
Computational economics
4
Dienstleistungsmanagement : Jahrbuch
4
Forum Dienstleistungsmanagement
4
Frank J. Fabozzi series
4
Lehrbuch
4
Meffert Marketing Edition
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of fixed income : JFI
4
The journal of portfolio management : JPM
4
Annals of operations research
3
Applied financial economics
3
Dienstleistungsqualität : Konzepte - Methoden - Erfahrungen
3
European journal of operational research : EJOR
3
Gabler-Lehrbuch
3
Interest rate, term structure, and valuation modeling
3
Review of quantitative finance and accounting
3
SpringerLink / Bücher
3
The journal of asset management
3
Analytical models for financial modeling and risk management
2
Applied economics letters
2
Applied financial economics letters
2
Dienstleistungscontrolling
2
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Annals of finance
4
(
2008
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
Saved in:
2
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->