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Modelling techniques for financial markets and bank management
Bertocchi, Marida (ed.); Cavalli, Enrico (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10000562871
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Quantitative methods in economics and finance
Kliestik, Tomas (ed.); Valaskova, Katarina (ed.);  … - 2021
The purpose of the Special Issue "Quantitative Methods in Economics and Finance" of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange...
Persistent link: https://www.econbiz.de/10012586709
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Financialization at work : key texts and commentary
Erturk, Ismail (ed.); Ertürk, Ismail (ed.) - 2008 - 1. publ.
Persistent link: https://www.econbiz.de/10013488396
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Essays on frictional financial markets
Somogyi, Fabricius - 2022
analyses the cross-sectional asset pricing implications of liquidity risk in the FX market. Precisely because of its sheer size … venues. However, a clear understanding of whether FX liquidity matters for asset prices is still missing. This paper aims to … fill this gap by providing the first systematic study of the pricing implications of FX liquidity risk. We show that, even …
Persistent link: https://www.econbiz.de/10013450805
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Corporate governance in Japan : institutional change and organizational diversity
Aoki, Masahiko (ed.); Jackson, Gregory (contributor);  … - 2008 - Repr. in paperback
Persistent link: https://www.econbiz.de/10003702064
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Complex risks and challenges for investors : on the risk of liquidity and carbon dependent assets
Syryca, Janik - 2017
Persistent link: https://www.econbiz.de/10012237812
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Quantitative Verfahren im Finanzmarktbereich
Schröder, Michael (ed.) - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000592147
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Portfolio choice and asset pricing under model uncertainty
Wu, Lue - 2007
Persistent link: https://www.econbiz.de/10003812033
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Die moderne Portfoliotheorie im praktischen Wertpapiermanagement : eine theoretische und empirische Analyse aus der Sicht privater Anleger
Schmidt- von Rhein, Andreas - 2004
Persistent link: https://www.econbiz.de/10002521934
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CreditRisk+ in the banking industry
Gundlach, Matthias (ed.) - 2004
CreditRisk+ is an important and widely implemented default- mode model of portfolio credit risk, based on a methodology from acturial mathematics. This book gives an account of the status quo as well as new and recent developments of the credit risk model CreditRisk+, which is widespread in...
Persistent link: https://www.econbiz.de/10001851220