//--> //--> //-->
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
~source:"olc"
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
Value-at-Risk and Market Crash...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
6
Language
All
Undetermined
6
Author
All
Wilmott, Paul
6
Hua, Philip
2
Dewynne, Jeff
1
Epstein, David
1
Haber, Richard
1
Haber, Richard J.
1
Schönbucher, Philipp J.
1
Whalley, A.E.
1
more ...
less ...
Published in...
All
Risk : managing risk in the world's financial markets
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
OLC EcoSci
RePEc
204
ECONIS (ZBW)
59
USB Cologne (EcoSocSci)
10
Other ZBW resources
3
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
BREAKING UP IS HARD TO DO
Hua, Philip
;
Wilmott, Paul
- In:
Risk : managing risk in the world's financial markets
11
(
1998
)
9
,
pp. 126-130
Persistent link: https://www.econbiz.de/10007061308
Saved in:
2
CRASH COURSES - Reducing VAR by modelling the effect of a market crash on a portfolio.
Hua, Philip
;
Wilmott, Paul
- In:
Risk : managing risk in the world's financial markets
10
(
1997
)
6
,
pp. 64-68
Persistent link: https://www.econbiz.de/10007069510
Saved in:
3
An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
Whalley, A.E.
;
Wilmott, Paul
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 307
Persistent link: https://www.econbiz.de/10008219932
Saved in:
4
Partial to the exotic
Dewynne, Jeff
;
Wilmott, Paul
- In:
Risk : managing risk in the world's financial markets
(
1998
),
pp. 23
Persistent link: https://www.econbiz.de/10007061090
Saved in:
5
Pricing and Hedging Convertible Bonds under Non-Probabilistic Interest Rates
Epstein, David
;
Haber, Richard
;
Wilmott, Paul
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 31-40
Persistent link: https://www.econbiz.de/10005958403
Saved in:
6
PRICING PARISIAN OPTIONS
Haber, Richard J.
;
Schönbucher, Philipp J.
;
Wilmott, Paul
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 71
Persistent link: https://www.econbiz.de/10007342803
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->