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Analysis of financial risks in a GARCH framework
Ahlstedt, Monica - 1998
Persistent link: https://www.econbiz.de/10004186455
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Verteilungsmodelle und Risikomaße für Minimalrenditen
Mihai, Mihnea-Stefan - 2005
Persistent link: https://www.econbiz.de/10004861074
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Forecasting volatility in the financial markets
Knight, John (contributor) - 1998
Persistent link: https://www.econbiz.de/10004265896
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Extreme value volatility estimators : a simulation study
Pelli, Anders - 1996
Persistent link: https://www.econbiz.de/10004661827
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Forecasting volatility in the financial markets
Knight, John L. (contributor) - 2002 - 2. ed.
Persistent link: https://www.econbiz.de/10004731756
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Credit risk und Value-at-Risk-Alternativen : Herausforderungen für das risk management
Oehler, Andreas (contributor) - 1998
Persistent link: https://www.econbiz.de/10004139419
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Kreditrisiko (CreditMetrics)
Heidorn, Thomas - 1999
Persistent link: https://www.econbiz.de/10004139969
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Optionsbewertung und Risikomessung mit impliziten Binominalbäumen
Neumann, Marco - 1999
Persistent link: https://www.econbiz.de/10004080308
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Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony - 1999
Persistent link: https://www.econbiz.de/10004000850
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Modifikation der Verteilungsannahme im Value-at-Risk-Modell
Jödicke, Ralf; Schremper, Ralf - 1999
Persistent link: https://www.econbiz.de/10004009861