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 quantitative 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
EU-type carbon emissions trade...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
34
Theory
34
Estimation
11
Schätzung
11
Portfolio selection
10
Portfolio-Management
10
Risikomaß
7
Risk measure
7
USA
7
United States
7
Volatility
7
Volatilität
7
Credit risk
6
Deutschland
6
Germany
6
Kreditrisiko
6
Option pricing theory
6
Optionspreistheorie
6
ARCH model
5
ARCH-Modell
5
Time series analysis
4
Zeitreihenanalyse
4
Asset-Backed Securities
3
Asset-backed securities
3
Börsenkurs
3
Correlation
3
Credit rating
3
Estimation theory
3
Financial market
3
Finanzmarkt
3
Forecasting model
3
Großbritannien
3
Korrelation
3
Kreditwürdigkeit
3
Markov chain
3
Markov-Kette
3
Multivariate Analyse
3
Multivariate analysis
3
Prognoseverfahren
3
Schätztheorie
3
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
33
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz im Buch
33
Book section
33
Lehrbuch
1
Systematic review
1
Textbook
1
Übersichtsarbeit
1
Language
All
English
34
Author
All
Herwartz, Helmut
4
Härdle, Wolfgang
4
Overbeck, Ludger
4
Fengler, Matthias R.
2
Hautsch, Nikolaus
2
Okhrin, Ostap
2
Raters, F. H. C.
2
Belomestny, Denis
1
Chen, R.B.
1
Chen, Y.
1
Duan, Jin-Chuan
1
El Karoui, Nicole
1
Elagin, Mstislav
1
Fengler, Matthias
1
Frisch, Christoph
1
Golosnoy, Vasyl
1
Guo, Meihui
1
Henrard, Marc
1
Hlávka, Zdeněk
1
Huang, S.F.
1
Huang, Shih-Feng
1
Huschens, Stefan
1
Höse, Steffi
1
Jeleskovic, Vahidin
1
Jeng, Jenher
1
Jiao, Ying
1
Kalkbrener, M.
1
Knöchlein, Germar
1
Kurtz, David
1
Lee, D.K.C.
1
Lin, H.C.
1
Lin, J.L.
1
Lin, Shih-Shan
1
Lin, T.Y.
1
Milʹstejn, Grigorij N.
1
Mysicková, Alena
1
Niu, Wei-Fang
1
Okhrin, Yarema
1
Ou, Yangguoyi
1
Pedrinha, B.
1
more ...
less ...
Published in...
All
Applied quantitative finance
NBER working paper series
8,067
Working paper / National Bureau of Economic Research, Inc.
7,454
NBER Working Paper
7,144
Economics letters
5,635
Discussion paper / Centre for Economic Policy Research
5,551
European journal of operational research : EJOR
5,158
CESifo working papers
4,651
Working paper
4,030
Kom / Kommission der Europäischen Gemeinschaften
3,125
Discussion paper series / IZA
2,977
Journal of economic theory
2,913
CESifo Working Paper
2,768
Discussion paper / Tinbergen Institute
2,572
Journal of economic dynamics & control
2,500
The American economic review
2,492
Europäische Hochschulschriften / 5
2,407
Computers & operations research : and their applications to problems of world concern ; an international journal
2,343
CESifo Working Paper Series
2,322
European economic review : EER
2,285
Discussion paper
2,273
Journal of economic behavior & organization : JEBO
2,267
SpringerLink / Bücher
2,186
IZA Discussion Paper
2,081
Economic modelling
2,042
International journal of production research
2,032
Applied economics
1,968
The economic journal : the journal of the Royal Economic Society
1,951
Games and economic behavior
1,869
Journal of public economics
1,864
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,826
IMF working papers
1,820
Discussion paper / Center for Economic Research, Tilburg University
1,728
Energy economics
1,695
Sustainability
1,681
Discussion papers / CEPR
1,676
Journal of econometrics
1,659
Intereconomics : review of European economic policy
1,643
Journal of banking & finance
1,627
IZA Discussion Papers
1,599
ECB Working Paper
1,574
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Numerics of implied binomial trees
Härdle, Wolfgang
;
Mysicková, Alena
- In:
Applied quantitative finance
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003746028
Saved in:
2
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
Saved in:
3
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
Saved in:
4
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
Saved in:
5
VaR in high dimensional systems : a conditional correlation approach
Herwartz, Helmut
;
Pedrinha, Bruno
- In:
Applied quantitative finance
,
(pp. 83-102)
.
2009
Persistent link: https://www.econbiz.de/10003745954
Saved in:
6
Rating migrations
Höse, Steffi
;
Huschens, Stefan
;
Wania, Robert
- In:
Applied quantitative finance
,
(pp. 105-123)
.
2009
Persistent link: https://www.econbiz.de/10003746005
Saved in:
7
Cross- and autocorrelation in multi-period credit portfolio models
Wagner, Christoph K. J.
- In:
Applied quantitative finance
,
(pp. 125-138)
.
2009
Persistent link: https://www.econbiz.de/10003746011
Saved in:
8
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, Maria
- In:
Applied quantitative finance
,
(pp. 139-159)
.
2009
Persistent link: https://www.econbiz.de/10003746012
Saved in:
9
Valuation and VaR computation for CDOs using Stein's method
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
Applied quantitative finance
,
(pp. 161-189)
.
2009
Persistent link: https://www.econbiz.de/10003746015
Saved in:
10
Least squares kernel smoothing of the implied volatility smile
Fengler, Matthias R.
;
Wang, Qihua
- In:
Applied quantitative finance
,
(pp. 193-207)
.
2009
Persistent link: https://www.econbiz.de/10003746018
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
