//--> //--> //--> //-->
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:"Theory"
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
Particle methods for the estim...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
37
Credit risk
20
Derivat
19
Derivative
19
Kreditrisiko
19
Stochastic process
12
Stochastischer Prozess
12
Option pricing theory
10
Optionspreistheorie
10
Portfolio selection
10
Portfolio-Management
10
Volatility
8
Volatilität
8
Finanzmathematik
7
Game theory
7
Markov chain
7
Markov-Kette
7
Mathematical finance
7
Spieltheorie
7
Hedging
6
Risikomanagement
6
Risk management
6
Analysis
5
Mathematical analysis
5
Counterparty risk
4
Credit derivative
4
Kreditderivat
4
Multivariate Verteilung
4
Multivariate distribution
4
Preisdifferenzierung
4
Price discrimination
4
Yield curve
4
Zinsstruktur
4
counterparty risk
4
credit valuation adjustment (CVA)
4
Artificial intelligence
3
Bank risk
3
Bankrisiko
3
Black-Scholes model
3
more ...
less ...
Online availability
All
Free
9
Undetermined
6
Type of publication
All
Article
22
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Aufsatz im Buch
4
Book section
4
Lehrbuch
2
Textbook
2
Arbeitspapier
1
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Konferenzschrift
1
Non-commercial literature
1
Sammelwerk
1
Working Paper
1
more ...
less ...
Language
All
English
37
Author
All
Crépey, Stéphane
23
Carmona, René
14
Bielecki, Tomasz R.
7
Herbertsson, Alexander
6
Albanese, Claudio
4
Cousin, Areski
4
Grbac, Zorana
3
Iabichino, Stefano
3
Nadtochiy, Sergey
3
Ngor, Nathalie
2
Rahal, Abdallah
2
Abbas-Turki, Lokman A.
1
Ahmad, Nasir
1
Almehed, Daniel
1
Bellini, Tiziano
1
Bielelcki, Tomasz R.
1
Bouayoun, Assad
1
Caccioli, Fabio
1
Caenazzo, Simone
1
Carmona, Ren
1
Carmona, René A
1
Charmaille, Jean-Pierre
1
Chataigner, Marc
1
Cotoi, Iulian
1
Coulon, Michael
1
Danielsson, Jon
1
Dash, Sidhartha
1
Davies, Brandon
1
Del Moral, Pierre
1
Dengler, Heike
1
Diallo, Babacar
1
Dixon, Matthew Francis
1
Eichhorn, Michael
1
Fehr, Max
1
Fouché, Morgane
1
Fouque, Jean-Pierre
1
Gann, Philipp
1
Gerboud, Rémi
1
Henry, Jérôme
1
Hinz, Juri
1
more ...
less ...
Published in...
All
Finance and stochastics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
International journal of theoretical and applied finance
3
Mathematics and financial economics
2
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
The Oxford handbook of credit derivatives
2
A Chapman & Hall book
1
Applied mathematical finance
1
Centre for Climate Change Economics and Policy working paper
1
Chapman & Hall/CRC financial mathematics series
1
Grantham Research Institute on Climate Change and the Environment working paper
1
Paris Princeton lectures on mathematical finance
1
Princeton Series in Financial Engineering
1
Princeton Series in Financial Engineering Ser
1
Princeton series in financial engineering
1
Quantitative finance
1
Risks : open access journal
1
Springer Finance
1
Springer Finance / Textbooks
1
Springer proceedings in mathematics
1
Technical papers / Centre for Climate Change Economics and Policy
1
The Moorad Choudhry Global Banking Series
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
HJM: a unified approach to dynamic models for fixed income, credit and equity markets
Carmona, René
- In:
Paris Princeton lectures on mathematical finance
3
(
2004
),
pp. 1-50
Persistent link: https://www.econbiz.de/10009357091
Saved in:
2
The self-financing equation in limit order book markets
Carmona, René
;
Webster, Kevin
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 729-759
Persistent link: https://www.econbiz.de/10012023769
Saved in:
3
Pricing asset scheduling flexibility using optimal switching
Carmona, René
;
Ludkovski, Michael
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 405-447
Persistent link: https://www.econbiz.de/10003815251
Saved in:
4
Local volatility dynamic models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10003939465
Saved in:
5
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
Saved in:
6
Tangent Lévy market models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009423250
Saved in:
7
Properly designed emissions trading schemes to work?
Carmona, René
;
Fehr, Max
;
Hinz, Juri
-
2009
Persistent link: https://www.econbiz.de/10009550373
Saved in:
8
Numerical methods in finance : Bordeaux, June 2010
Carmona, René
(
ed.
);
Del Moral, Pierre
(
ed.
);
Hu, Peng
(
ed.
)
-
2012
Persistent link: https://www.econbiz.de/10009532927
Saved in:
9
Tangent models as a mathematical framework for dynamic calibration
Carmona, René
;
Nadtochiy, Sergey
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 107-135
Persistent link: https://www.econbiz.de/10008908384
Saved in:
10
Electricity price modeling and asset valuation : a multi-fuel structural approach
Carmona, René
;
Coulon, Michael
;
Schwarz, Daniel
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10009736865
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->