Modelling of and empirical studies on portfolio choice, option pricing, and credit risk
door Simon Yurievich Polbennikov
| Year of publication: |
2005
|
|---|---|
| Authors: | Polbennikov, Simon Yurievich |
| Subject: | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XIV, 162 S. graph. Darst. |
|---|---|
| Series: | CentER dissertation series / Center for Economic Research, Tilburg University : CDS. - Amsterdam : Thesis Publ., ZDB-ID 2132873-0. - Vol. 152 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Zugl.: Tilburg, Univ., Diss., 2005 |
| Notes: | Zsfassung in niederländ. Sprache |
| ISBN: | 90-5668-152-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003311057