//--> //--> //--> //-->
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
~subject:"Portfolio selection"
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:
Subject
All
Portfolio selection
Theorie
30
Theory
30
Optionspreistheorie
28
Option pricing theory
26
Portfolio-Management
12
Finanzmathematik
10
Hedging
10
Derivat <Wertpapier>
7
Mathematisches Modell
7
Optionsgeschäft
7
Option trading
6
Derivat
5
Derivative
5
Finanzierung
5
Mathematical finance
5
Anleihe
4
Black-Scholes model
4
Black-Scholes-Modell
4
Bond
4
Stochastic process
4
Stochastischer Prozess
4
Transaction costs
4
Transaktionskosten
4
Volatility
4
Volatilität
4
ARCH models
3
CAPM
3
Financial analysis
3
Financial crisis
3
Finanzanalyse
3
Finanzkrise
3
IPO
3
Lehrbuch
3
Market frictions
3
Quadratic variation
3
Realised variance
3
Risiko
3
Risikomaß
3
Risk
3
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
6
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Lehrbuch
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
Textbook
1
more ...
less ...
Language
All
English
12
Author
All
Wilmott, Paul
12
Epstein, D.
2
Hua, Philip
2
Whalley, A. E.
2
Atkinson, Colin
1
Hoggard, T.
1
Howison, Sam
1
Kelly, F. P.
1
Korn, Ralf
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
3
Mathematical finance
3
Advances in futures and options research : a research annual
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
New directions in mathematical finance
1
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value-at-risk and market crashes
Hua, Philip
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582825
Saved in:
2
Crash modelling, value at risk and optimal hedging
Hua, Philip
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582838
Saved in:
3
The quantitative finance timeline
Wilmott, Paul
- In:
New directions in mathematical finance
,
(pp. 1-10)
.
2002
Persistent link: https://www.econbiz.de/10001736540
Saved in:
4
Frequently asked questions in quantitative finance : including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry list...
Wilmott, Paul
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003840784
Saved in:
5
Frequently asked questions in quantitative finance : including key models, important formulæ, common contracts, a history of quantitative finance, sundry lists, brainteasers and mo...
Wilmott, Paul
-
2007
Persistent link: https://www.econbiz.de/10003357542
Saved in:
6
Portfolio management with transaction costs : an asymptotic analysis of the Morton and Pliska model
Atkinson, Colin
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 357-367
Persistent link: https://www.econbiz.de/10001189276
Saved in:
7
A new model for interest rates
Epstein, D.
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 195-226
Persistent link: https://www.econbiz.de/10001240158
Saved in:
8
Hedging option portfolios in the presence of transaction costs
Hoggard, T.
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 21-35
Persistent link: https://www.econbiz.de/10001193407
Saved in:
9
A note on the pricing of index amortising rate swaps in a worst-case scenario
Epstein, D.
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 447-454
Persistent link: https://www.econbiz.de/10001687123
Saved in:
10
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->