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Mathematics of financial markets
Elliott, Robert J.; Kopp, Peter E. - 1999
Persistent link: https://www.econbiz.de/10000663279
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A jump-diffusion approach to modeling credit risk and valuing defaultable securities
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633270
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The risk and return from factors
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - 1997
Persistent link: https://www.econbiz.de/10000634580
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Asset markets and investment decisions
Waegenaere, A. de; Polemarchakis, H. M.; Ventura, L. - 1997
Persistent link: https://www.econbiz.de/10000635470
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Effects on risk taking resulting from limiting the value at risk or the lower partial moment one
Guthoff, Anja; Pfingsten, Andreas; Wolf, Juliane - 1997
Persistent link: https://www.econbiz.de/10000636698
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Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - 1997
Persistent link: https://www.econbiz.de/10000637523
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Essays on conditional asset pricing models and predictability of Finnish stock returns
Vaihekoski, Mika - 1997
Persistent link: https://www.econbiz.de/10000638039
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
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Equilibrium in the classical asset pricing model
Nielsen, Lars Tyge - 1985
Persistent link: https://www.econbiz.de/10000701372