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Applied quantitative finance
Lehrbuch
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The Oxford handbook of public choice ; volume 1
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Annals of operations research ; 235
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Managerial multiple objective optimization
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Recent advances in optimization theory and applications
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Operations research and systems : XVIII Latin-Iberian-American conference on operations research, Claio 2016
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The Oxford handbook of austrian economics
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Annals of operations research ; volume 258, number 2 (November 2017)
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Multiple criteria decision analysis ; Volume 1
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The Oxford handbook of Adam Smith
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Risk management decisions and value under uncertainty
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Robustness in econometrics
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The Routledge handbook of the philosophy of economics
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Annals of operations research ; volume 274, numbers 1/2 (March 2019)
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Annals of operations research ; volume 284, numbers 1 (January 2020)
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Springer eBook Collection
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Stochastic optimization: theory and applications
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The Oxford handbook of computational economics and finance
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Annals of operations research ; volume 259, numbers 1/2 (December 2017)
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Annals of operations research ; volume 287, number 1 (April 2020)
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Decision science in action : theory and applications of modern decision analytic optimisation
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Multiple criteria decision analysis ; Volume 2
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Springer texts in business and economics
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The Oxford handbook of banking
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The Oxford handbook of the economics of peace and conflict
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The Palgrave handbook of economic performance analysis
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Advances in theoretical and practical combinatorial optimization
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Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
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The Oxford handbook of land economics
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The Oxford handbook of the economics of food consumption and policy
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VaR in high dimensional systems - a conditional correlation approach
Herwartz, Helmut
;
Pedrinha, B.
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 3-23)
.
2017
Persistent link: https://www.econbiz.de/10011794950
Saved in:
2
Multivariate volatility models
Fengler, Matthias
;
Herwartz, Helmut
;
Raters, F. H. C.
- In:
Applied quantitative finance
,
(pp. 25-37)
.
2017
Persistent link: https://www.econbiz.de/10011794951
Saved in:
3
Portfolio selection with spectral risk measures
Huang, S.F.
;
Lin, H.C.
;
Lin, T.Y.
- In:
Applied quantitative finance
,
(pp. 39-56)
.
2017
Persistent link: https://www.econbiz.de/10011794952
Saved in:
4
Implementation of local stochastic volatility model in FX derivatives
Zheng, J.
;
Yuan, X.
- In:
Applied quantitative finance
,
(pp. 57-69)
.
2017
Persistent link: https://www.econbiz.de/10011794953
Saved in:
5
Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan
;
Wang, W.-T.
- In:
Applied quantitative finance
,
(pp. 73-91)
.
2017
Persistent link: https://www.econbiz.de/10011794954
Saved in:
6
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, M.
- In:
Applied quantitative finance
,
(pp. 93-111)
.
2017
Persistent link: https://www.econbiz.de/10011794955
Saved in:
7
Market based credit rating and its applications
Tsay, Ruey S.
;
Zhu, H.
- In:
Applied quantitative finance
,
(pp. 113-128)
.
2017
Persistent link: https://www.econbiz.de/10011794956
Saved in:
8
Using public information to predict corporate default risk
Peng, C.N.
;
Lin, J.L.
- In:
Applied quantitative finance
,
(pp. 129-151)
.
2017
Persistent link: https://www.econbiz.de/10011794957
Saved in:
9
Stress testing in credit portfolio models
Kalkbrener, M.
;
Overbeck, Ludger
- In:
Applied quantitative finance
,
(pp. 153-176)
.
2017
Persistent link: https://www.econbiz.de/10011794959
Saved in:
10
Penalized independent factor
Chen, Y.
;
Chen, R.B.
;
Qiang, He
- In:
Applied quantitative finance
,
(pp. 177-206)
.
2017
Persistent link: https://www.econbiz.de/10011794960
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