//--> //--> //--> //-->
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:"Applied mathematical finance"
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
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
25
Optionspreistheorie
25
Credit risk
24
Kreditrisiko
24
Swap
23
Theorie
19
Theory
19
Volatility
13
Volatilität
13
Derivat
12
Derivative
12
Stochastic process
10
Stochastischer Prozess
10
Yield curve
8
Zinsstruktur
8
Credit derivative
5
Hedging
5
Insolvency
5
Insolvenz
5
Interest rate derivative
5
Kreditderivat
5
Zinsderivat
5
Anleihe
4
Bond
4
Analysis of variance
3
CAPM
3
Corporate bond
3
Lévy processes
3
Markov chain
3
Markov-Kette
3
Multivariate Verteilung
3
Multivariate distribution
3
Unternehmensanleihe
3
Varianzanalyse
3
Country risk
2
Incomplete market
2
Länderrisiko
2
Modellierung
2
Option trading
2
Optionsgeschäft
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
44
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Language
All
English
44
Author
All
Sircar, Kaushik Ronnie
3
Eberlein, Ernst
2
Elliott, Robert J.
2
Rutkowski, Marek
2
Siu, Tak Kuen
2
Aguilar, Jean-Philippe
1
Aly, Sidi Mohamed Ould
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Antes, S.
1
Baldeaux, Jan
1
Ballestra, Luca Vincenzo
1
Becherer, Dirk
1
Bee, Marco
1
Benth, Fred Espen
1
Bernard, Carole
1
Börger, Reik H.
1
Chan, Leunglung
1
Cherubini, Umberto
1
Chiu, Chun-Yuan
1
Choong, Lilly
1
Chung, San-lin
1
Cui, Zhenyu
1
D'Amico, Guglielmo
1
DellaLunga, Giovanni
1
Dempster, Michael A. H.
1
Diop, Sidy
1
Drimus, Gabriel
1
Forde, Martin
1
Fouque, Jean-Pierre
1
Francesco, Marco Di
1
Gerhart, Christoph
1
Goard, Joanna
1
Grasselli, M. R.
1
Grasselli, Matheus R.
1
Groth, Martin
1
Gómez, Cesar
1
Henrard, Marc
1
Heys, Jan van
1
Hinnerich, Mia
1
more ...
less ...
Published in...
All
Applied mathematical finance
Journal of banking & finance
495
Finance research letters
204
The journal of credit risk : published quarterly by Incisive Media
165
Journal of financial stability
164
NBER working paper series
158
International journal of theoretical and applied finance
138
International review of financial analysis
134
The journal of fixed income
132
Journal of financial economics
129
Working paper / National Bureau of Economic Research, Inc.
125
Journal of risk management in financial institutions
122
NBER Working Paper
122
Working paper series / European Central Bank
122
Discussion papers / CEPR
116
International review of economics & finance : IREF
104
Journal of international financial markets, institutions & money
102
European journal of operational research : EJOR
101
IMF working papers
98
Finance and economics discussion series
97
Discussion paper / Centre for Economic Policy Research
94
Risks : open access journal
89
The journal of risk model validation
89
Research paper series / Swiss Finance Institute
88
Discussion paper
87
Research in international business and finance
86
Economic modelling
84
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Review of quantitative finance and accounting
80
Journal of financial services research : JFSR
79
The North American journal of economics and finance : a journal of financial economics studies
78
ECB Working Paper
77
The journal of corporate finance : contracting, governance and organization
77
The European journal of finance
75
Applied economics letters
73
SpringerLink / Bücher
73
Applied economics
72
The journal of structured finance
72
Journal of financial intermediation
70
Journal of international money and finance
70
The journal of real estate finance and economics
70
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling credit default
swap
spreads by means of normal mixtures and copulas
Bee, Marco
- In:
Applied mathematical finance
11
(
2004
)
2
,
pp. 125-146
Persistent link: https://www.econbiz.de/10002085490
Saved in:
2
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
Saved in:
3
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
Saved in:
4
A semi-explicit approach to Canary swaptions in HJM one-factor model
Henrard, Marc
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003320021
Saved in:
5
Static replication of forward-start claims and realized variance swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10003975324
Saved in:
6
Calibration of the Libor market model using correlations implied by CMS spread options
Börger, Reik H.
;
Heys, Jan van
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 453-469
Persistent link: https://www.econbiz.de/10008797251
Saved in:
7
Pricing volatility swaps under Heston's stochastic volatility model with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10003542938
Saved in:
8
The Lévy
swap
market model
Eberlein, Ernst
;
Liinev, J.
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 171-196
Persistent link: https://www.econbiz.de/10003542983
Saved in:
9
Indifference pricing and hedging for volatility dervivatives
Grasselli, M. R.
;
Hurd, T. R.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 303-317
Persistent link: https://www.econbiz.de/10003543040
Saved in:
10
Valuing volatility and variance swaps for a non-Gaussian Ornstein-Uhlenbeck stochastic volatility model
Benth, Fred Espen
;
Groth, Martin
;
Kufakunesu, Rodwell
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10003543050
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->