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Stochastische Methoden zur Quantifizierung von versicherungstechnischen Risiken und Kreditrisiken
Maier, Ramona - 2010
Persistent link: https://www.econbiz.de/10003957402
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Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
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Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung
Köck, Christian - 2008
Persistent link: https://www.econbiz.de/10003717606
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Performance-Messung und Copula-Funktionen : eine Synthese
Schulz, Martin T. - 2008
Persistent link: https://www.econbiz.de/10003752816
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The copula approach to modelling multivariate extreme values : theory and examples with financial applications in view
Demarta, Stefano - 2007
Persistent link: https://www.econbiz.de/10003740889
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Portfolio credit risk modelling with heavy-tailed risk factors
Kostadinov, Krassimir Kolev (contributor) - 2006
Persistent link: https://www.econbiz.de/10003358509
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Modellierung diskreter Variablen mittels Copulas : eine simulative und empirische Untersuchung am Beispiel der Marktforschung
Meinel, Nina - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003879307
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Advances in the pricing of collateralized debt obligations
Brommundt, Bernd Michael - 2009
Persistent link: https://www.econbiz.de/10003884149
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Modern econometric analysis : theory and applications
Okimoto, Tatsuyoshi - 2005
Persistent link: https://www.econbiz.de/10003905688
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Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
Giacomini, Enzo - 2009
Persistent link: https://www.econbiz.de/10003931427