//--> //--> //-->
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:"Finanzmarkt und Portfolio-Management"
~isPartOf:"Journal of banking & finance"
~person:"Albrecht, Peter"
~person:"Platen, Eckhard"
~type_genre:"Article in journal"
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
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
3/2 Stochastic volatility model
1
Benchmark approach
1
Benchmarking
1
Currency derivative
1
Derivat
1
Derivative
1
Devisenmarkt
1
Exchange rate
1
Foreign exchange market
1
Forex market
1
Martingal
1
Martingale
1
Model calibration
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Risiko
1
Risk
1
Smile and skew of vanilla options
1
Stochastic process
1
Stochastischer Prozess
1
Strict local martingale
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Wechselkurs
1
Währungsderivat
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
German
1
English
1
Author
All
Albrecht, Peter
Platen, Eckhard
Saunders, Anthony
10
Norden, Lars
9
Altman, Edward I.
8
Baptista, Alexandre M.
7
Rösch, Daniel
7
Weber, Martin
6
Alexander, Gordon J.
5
Behr, Patrick
5
Branger, Nicole
5
Fabozzi, Frank J.
5
Gouriéroux, Christian
5
Hasan, Iftekhar
5
Munk, Claus
5
Perraudin, William R. M.
5
Rudolf, Markus
5
Zenios, Stauros Andrea
5
Chen, Tsung-kang
4
Das, Sanjiv R.
4
Klein, Peter
4
Koedijk, Kees
4
Kraft, Holger
4
Levy, Haim
4
Levy, Moshe
4
Liao, Hsien-hsing
4
Lucas, André
4
Löffler, Gunter
4
Nogales, Francisco J.
4
Ongena, Steven
4
Phillips, Blake
4
Varotto, Simone
4
Wolter, Hans-Jürgen
4
Wu, Chunchi
4
Zimmermann, Heinz
4
An, Yunbi
3
Balbás de la Corte, Alejandro
3
Breuer, Thomas
3
Brunetti, Marianna
3
Carey, Mark S.
3
Chou, Pin-huang
3
Delēs, Manthos D.
3
more ...
less ...
Published in...
All
Finanzmarkt und Portfolio-Management
Journal of banking & finance
Asia-Pacific financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied mathematical finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Decisions in economics and finance : a journal of applied mathematics
1
Die Bank
1
Finance research letters
1
International review of financial analysis
1
Mathematics and financial economics
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Kyoto economic review
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
2
Shortfall-Performance rollierender Wertsicherungsstrategien
Albrecht, Peter
- In:
Finanzmarkt und Portfolio-Management
9
(
1995
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10001221845
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->