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A correlation pricing formula
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Strumenti finanziari innovativi e profili di rischio : [atti del convegno, Gruppo IMI, Roma, 11 - 12 giugno 1992]
Masera, Rainer Stefano
(
contributor
); …
-
1993
-
1. ed
Persistent link: https://www.econbiz.de/10000901324
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Large-scale economic and financial applications : new tools and methodologies
Bertocchi, Marida
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contributor
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1991
Persistent link: https://www.econbiz.de/10000853102
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3
Proceedings of the monetary affairs workshop on asset prices and the conduct of monetary policy
Porter, Richard D.
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contributor
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1990
Persistent link: https://www.econbiz.de/10000982481
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Asset prices and the real economy
Capie, Forrest
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ed.
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1997
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1. publ.
Persistent link: https://www.econbiz.de/10000623473
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Information in financial asset prices : proceedings of a conference held by the Bank of Canada, May 1998
1999
Persistent link: https://www.econbiz.de/10001400611
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Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
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American Finance Association
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1999
Persistent link: https://www.econbiz.de/10001395744
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils : journée d'étude ..., Paris, jeudi 26 mars 1992 ..., Paris
Markowitz, Harry
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Journal de la Société de Statistique de Paris
133
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1992
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4
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Proceedings of the Nordic Symposium on Contingent Claims Analysis in Finance, 1992
Aase, Knut K.
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Berglund, Tom
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Nordic Symposium on Contingent Claims Analysis in …
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Scandinavian journal of management
9
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1993
)
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Stochastic processes: applications in mathematical economics-finance : proceedings of the 15th Course of the International School of Mathematics G. Stampacchia, Erice, Sicily, 14 -...
Runggaldier, Wolfgang J.
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1992
Persistent link: https://www.econbiz.de/10000895003
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Consumption-based asset pricing with rare disaster risk : a simulated method of moments approach ; conference paper
Grammig, Joachim
;
Sönksen, Jantje
-
2014
theory
, empirical tests of the rare disaster explanation are scarce. We estimate a disaster-including consumption-based asset …
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