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Zur Theorie skalenparametergesplitteter Verteilungen und ihrer Anwendung auf den deutschen Aktienmarkt
Scharein, Manfred - 2005
Persistent link: https://www.econbiz.de/10003075483
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Renormalization methods with applications to spin systems and finance
Okunev, Pavel - 2005
Persistent link: https://www.econbiz.de/10003909190
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Essays on empirical term structure modeling
Zhao, Feng - 2004
Persistent link: https://www.econbiz.de/10003387673
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Verteilungsmodelle und Risikomaße für Minimalrenditen
Mihai, Mihnea-Stefan - 2005
Persistent link: https://www.econbiz.de/10002948930
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Stochastic Taylor expansions and saddlepoint approximations for risk management
Studer, Michael (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001674056
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Selected infinitely divisible distributions as models for financial return data - unconditional fit and option pricing
Fischer, Matthias - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001679700
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Value at risk für Kreditinstitute : Erfassung des aggregierten Marktrisikopotentials
Meyer, Christoph - 1999
Persistent link: https://www.econbiz.de/10000682592
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α-stable [Alpha-stable] random vectors with time varying spectral measure and applications to financial time series analysis
Hartz, Christoph - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716514
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Addressing skewness and kurtosis in health care econometrics
Pentsak, Yevhen - 2007
Persistent link: https://www.econbiz.de/10003718790