Narrow search
Showing 1 - 4 of 4
Cover Image
Quantification of spread risk by means of historical simulation
Frisch, Christoph; Knöchlein, Germar - In: Applied quantitative finance : theory and computational …, (pp. 51-83). 2002
Persistent link: https://www.econbiz.de/10001749973
Cover Image
Rating migrations
Höse, Steffi; Huschens, Stefan; Wania, Robert - In: Applied quantitative finance : theory and computational …, (pp. 87-110). 2002
Persistent link: https://www.econbiz.de/10001749976
Cover Image
Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - In: Applied quantitative finance : theory and computational …, (pp. 221-236). 2002
Persistent link: https://www.econbiz.de/10001749997
Cover Image
A simple state space model of house prices
Schulz, Rainer; Werwatz, Axel - In: Applied quantitative finance : theory and computational …, (pp. 283-307). 2002
Persistent link: https://www.econbiz.de/10001750007