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Strukturierte Finanzprodukte am deutschen Kapitalmarkt

Wilkens, Sascha; Stoimenov, Pavel A. - In: Finanz-Betrieb : FB ; Zeitschrift für … 7 (2005) 7-8, pp. 512-517

Persistent link: https://www.econbiz.de/10006014407

Der Markt fuer strukturierte Aktienprodukte in Deutschland : Produktueberblick, Bewertung und empirische Untersuchung der Preisbildung

Stoimenov, Pavel A.; Wilkens, Sascha - In: Finanz-Betrieb : FB ; Zeitschrift für … 6 (2004) 3, pp. 207-218

Persistent link: https://www.econbiz.de/10006023833

The pricing of leverage products: An empirical investigation of the German market for ‘long’ and ‘short’ stock index certificates

Wilkens, Sascha; Stoimenov, Pavel A. - In: Journal of banking & finance 31 (2007) 3, pp. 735-750

Persistent link: https://www.econbiz.de/10007606996

A measure of mutual complete dependence

Siburg, Karl Friedrich; Stoimenov, Pavel A. - 2007

Persistent link: https://www.econbiz.de/10010298199

Gluing copulas

Siburg, Karl Friedrich; Stoimenov, Pavel A. - 2007

We present a new way of constructing bivariate copulas, by recalling and gluing two (or more) copulas. Examples illustrate how this construction can be applied to build complicated copulas from simple ones.

Persistent link: https://www.econbiz.de/10010298212

A scalar product for copulas

Siburg, Karl Friedrich; Stoimenov, Pavel A. - 2007

Persistent link: https://www.econbiz.de/10010298213

A measure of mutual complete dependence

Siburg, Karl Friedrich (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003483690

Modelling dependence of extreme events in energy markets using tail copulas

Jäschke, Stefan; Siburg, Karl Friedrich; Stoimenov, … - 2011

Persistent link: https://www.econbiz.de/10008841122

Gluing copulas

Siburg, Karl Friedrich (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003581911

A scalar product for copulas

Siburg, Karl Friedrich (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003581914

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