//--> //--> //-->
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
person:"Capponi, Agostino"
~person:"Seo, Sang Byung"
~source:"econis"
~subject:"Theory"
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:"Levy process"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Option pricing theory
6
Optionspreistheorie
6
Ausreißer
5
Credit derivative
5
Financial crisis
5
Finanzkrise
5
Index derivative
5
Indexderivat
5
Kreditderivat
5
Levy process
5
Levy-Prozess
5
Outliers
5
Risikoprämie
5
Risk premium
5
2005-2008
2
Theorie
2
USA
2
United States
2
Characteristic function
1
Credit risk
1
Default
1
Infinite-dimensional analysis
1
Insolvency
1
Insolvenz
1
Kreditrisiko
1
Lévy process
1
Stochastic process
1
Stochastischer Prozess
1
Vulnerable claims
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Capponi, Agostino
Seo, Sang Byung
Wachter, Jessica
2
Abraham, Rebecca
1
Barndorff-Nielsen, Ole E.
1
Bito, Christian
1
Bladt, Mogens
1
Brockwell, Peter J.
1
Callander, Steven
1
Chen, Yu-Fu
1
Chernozhukov, Victor
1
Chetverikov, Denis
1
Cont, Rama
1
Dahlbokum, Achim
1
Dumas, Bernard
1
Esche, Felix
1
Funke, Michael
1
Grothe, Oliver
1
Haug, Stephan
1
Hitaj, Asmerilda
1
Ho, Tak Yui
1
Härtel, Maximilian
1
Itkin, Andrey
1
Jevtić, Petar
1
Kabanov, Jurij M.
1
Kamihigashi, Takashi
1
Kato, Kengo
1
Klüppelberg, Claudia
1
Li, Jinzhu
1
Lindner, Alexander
1
Lépinette, Emmanuel
1
Matouschek, Niko
1
Mba, Jules Clement
1
Mercuri, Lorenzo
1
Mildenhall, Stephen J.
1
Mwambi, Sutene Mwambetania
1
Müller, Wolf
1
Nielsen, Bo Friis
1
Peralta, Oscar
1
Perera, Ryle S.
1
Qin, Chengwei
1
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Rodney L. White Center for Financial Research
1
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011563045
Saved in:
2
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011843791
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->