//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
subject:"Risiko"
~person:"Capponi, Agostino"
~person:"Grechuk, Bogdan"
~subject:"Markov chain"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Markov chain
Theorie
6
Theory
6
Credit risk
4
Kreditrisiko
4
Financial services
3
Finanzdienstleistung
3
Insolvency
3
Insolvenz
3
Credit derivative
2
Derivat
2
Derivative
2
Kreditderivat
2
Portfolio selection
2
Portfolio-Management
2
credit default swaps
2
dynamic portfolio optimization
2
Ansteckungseffekt
1
CVA
1
Collateral
1
Contagion effect
1
Cooperative game
1
Dynamic programming
1
Dynamische Optimierung
1
Hamilton-Jacobi-Bellman equations
1
Kooperatives Spiel
1
Kreditsicherung
1
Markov-Kette
1
Risikomaß
1
Risk
1
Risk measure
1
Swap
1
Systemic risk
1
Systemrisiko
1
arbitrage-free credit valuation adjustment
1
bilateral CVA
1
collateral margining
1
contagion
1
contagion risk
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Capponi, Agostino
Grechuk, Bogdan
Filipović, Damir
4
Frittelli, Marco
3
Bielecki, Tomasz R.
2
Cherny, Alexander S.
2
Cont, Rama
2
Guasoni, Paolo
2
Linetsky, Vadim
2
Mendoza-Arriaga, Rafael
2
Platen, Eckhard
2
Rutkowski, Marek
2
Artzner, Philippe
1
Belhaj, Mohamed
1
Ben-Tal, Aharon
1
Biagini, Francesca
1
Björk, Tomas
1
Botero, Camila
1
Bäuerle, Nicole
1
Cambou, Mathieu
1
Carr, Peter
1
Cascos, Ignacio
1
Cerreia-Vioglio, Simone
1
Chen, Li
1
Cheridito, Patrick
1
Cherny, Alexander
1
Cherubini, Umberto
1
Crépey, Stéphane
1
Delbaen, Freddy
1
Denis, Laurent
1
Du, Ke
1
Eberlein, Ernst
1
El Karoui, Nicole
1
Engwerda, Jacob Christiaan
1
Fernández, Begoña
1
Figueroa-López, José E.
1
Glasserman, Paul
1
Heath, David
1
Heath, David C.
1
Israel, Robert B.
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
4
Annals of operations research
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic portfolio optimization with a defaultable security and regime-switching
Capponi, Agostino
;
Figueroa-López, José E.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 207-249
Persistent link: https://www.econbiz.de/10010357378
Saved in:
2
Schur convex functionals : Fatou property and representation
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 411-418
Persistent link: https://www.econbiz.de/10009613189
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->