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Komplexität und hybride quantitativ-evolutionäre Ansätze im Kreditportfoliorisikomanagement
Schlottmann, Frank - 2003
Persistent link: https://www.econbiz.de/10001913918
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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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Computational finance : a scientific perspective
Los, Cornelis Albertus - 2001 - Repr
Persistent link: https://www.econbiz.de/10001549228
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Economic and financial decisions under risk
Eeckhoudt, Louis; Gollier, Christian; Schlesinger, Harris - 2005
Persistent link: https://www.econbiz.de/10002198246
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Handbook of quantitative finance and risk management
Lee, Cheng F. (contributor) - 2010
Persistent link: https://www.econbiz.de/10008651388
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Fixed-income securities : valuation, risk management and portfolio strategies
Martellini, Lionel; Priaulet, Philippe; Priaulet, Stéphane - 2003
Persistent link: https://www.econbiz.de/10001747338
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Fixed income securities : valuation, risk, and risk management
Veronesi, Pietro - 2010
Persistent link: https://www.econbiz.de/10003885625
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Stock-ADR arbitrage : microstructure risk
Mitra, Sovan; Chinthalapati, V. L. Raju; Clark, Ephraim; … - In: Journal of international financial markets, … 63 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012263282
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Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.; Rutkowski, Marek - 2002
Persistent link: https://www.econbiz.de/10001621020