Measuring risk in complex stochastic systems
Year of publication: |
2000
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Other Persons: | Franke, Jürgen (ed.) |
Publisher: |
New York : Springer |
Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Länderrisiko | Country risk | Messung | Measurement | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management | Theorie | Theory | Finanzanalyse | Zeitreihenanalyse | Stochastisches Entscheidungsmodell |
Description of contents: | Table of Contents [external.dandelon.com] ; Table of Contents [loc.gov] ; Description [zbmath.org] ; Description [loc.gov] |
Published items: |
15 hits in ECONIS - Online Catalogue of the ZBW
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Absicherungsstrategien zur Minimierung des Verlustrisikos
Leukert, Peter, (1999)
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Semi-Markov risk models for finance, insurance and reliability
Janssen, Jacques, (2007)
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Kühn, Jochen, (2006)
- More ...
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Quantile sieve estimations for time series
Franke, Jürgen, (2007)
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Properties of the nonparametric autoregressive bootstrap
Franke, Jürgen, (1998)
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Nonparametric estimators of GARCH processes
Franke, Jürgen, (2002)
- More ...