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53
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Mathematical modelling in economics : essays in honor of Wolfgang Eichhorn
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Handbook of sustainable development
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Models and measurement of welfare and inequality
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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The Oxford handbook of the macroeconomics of global warming
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Theorien und Methoden der Betriebswirtschaft : Handbuch für Wissenschaftler und Studierende
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Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
32
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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CDS und andere Kreditderivate : Bewertung und Anwendungsmöglichkeiten
Karels, Ralph
-
2006
Persistent link: https://www.econbiz.de/10003378584
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2
Derivative
markets for pollution permits and incentives to innovate
Cohen, Linda Rachel
;
Glazer, Amihai
- In:
Climate change and common sense : essays in honour of …
,
(pp. 225-244)
.
2012
Persistent link: https://www.econbiz.de/10009540856
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3
A transparency standard for derivatives
Acharya, Viral V.
- In:
Risk topography : systemic risk and macro modeling
,
(pp. 83-95)
.
2014
Persistent link: https://www.econbiz.de/10010408516
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A copula-based model of the term structure of CDO tranches
Cherubini, Umberto
;
Mulinacci, Sabrina
;
Romagnoli, Silvia
- In:
Applied quantitative finance
,
(pp. 69-81)
.
2009
Persistent link: https://www.econbiz.de/10003745952
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5
Reduktionsmodelle zur Kreditderivatebewertung
Starck, Markus O.
;
Trautmann, Siegfried
- In:
Kapitalmarkt, Unternehmensfinanzierung und rationale …
,
(pp. 473-492)
.
2006
Persistent link: https://www.econbiz.de/10003236943
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6
Constructing random times with given survival processes and applications to valuation of credit derivatives
Gapeev, Pavel V.
;
Jeanblanc, Monique
;
Li, Libo
; …
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 255-280)
.
2010
Persistent link: https://www.econbiz.de/10008749243
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7
Pricing catastrophe bonds under safety constraints
Liu, Shuo
;
Han, Liyan
- In:
Managing safety of heterogeneous systems : decisions …
,
(pp. 367-378)
.
2012
Persistent link: https://www.econbiz.de/10009515501
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8
Valuation and VaR computation for CDOs using Stein's method
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
Applied quantitative finance
,
(pp. 161-189)
.
2009
Persistent link: https://www.econbiz.de/10003746015
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9
Synthetische Verbriefungen
Stachuletz, Rainer
;
Vyazovtsev, Alexey
- In:
Workout : Management und Handel von Problemkrediten
,
(pp. 387-410)
.
2005
Persistent link: https://www.econbiz.de/10002930474
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10
Pricing of catastrophe bonds
Burnecki, Krzysztof
;
Kukla, Grzegorz
;
Taylor, David
- In:
Statistical tools for finance and insurance
,
(pp. 93-114)
.
2005
Persistent link: https://www.econbiz.de/10002732803
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