//--> //--> //-->
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
type_genre:"Hochschulschrift"
~isPartOf:"Schriftenreihe Finanzmanagement"
~subject:"Strukturiertes Produkt"
~type_genre:"Thesis"
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:"Stochastisches Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Strukturiertes Produkt
Stochastic process
3
Stochastischer Prozess
3
Theorie
2
Theory
2
Bid-ask spread
1
Control theory
1
Credit risk
1
Derivat
1
Derivat <Wertpapier>
1
Derivative
1
Eigenkapital
1
Emissionsgeschäft
1
Emissionskurs
1
Equity capital
1
Financial market
1
Finanzmarkt
1
Geld-Brief-Spanne
1
Insured loss
1
Kontrolltheorie
1
Kreditrisiko
1
Mathematical programming
1
Mathematische Optimierung
1
Mathematisches Modell
1
Messung
1
Offering price
1
Portfolio selection
1
Portfolio-Management
1
Preisbildung
1
Preispolitik
1
Property-casualty insurance
1
Reserves for contingencies
1
Risikomanagement
1
Risk management
1
Rücklage
1
Scenario analysis
1
Schaden
1
Schadenversicherung
1
State space model
1
Structured product
1
more ...
less ...
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Hochschulschrift
Thesis
Language
All
German
1
Author
All
Fuchs, Björn
1
Published in...
All
Schriftenreihe Finanzmanagement
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimales Preissetzungsverhalten von Banken am Markt für Zertifikate
Fuchs, Björn
-
2011
Persistent link: https://www.econbiz.de/10008860275
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->