//--> //--> //-->
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
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Monte-Carlo-Simulation"
~subject:"Numerisches Verfahren"
~subject:"Portfolio selection"
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:"Mathematical analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Numerisches Verfahren
Portfolio selection
Analysis
13
Mathematical analysis
13
Theorie
10
Theory
10
Stochastic process
6
Stochastischer Prozess
6
Option pricing theory
5
Optionspreistheorie
5
Martingal
3
Martingale
3
Monte Carlo simulation
3
Credit derivative
2
Euler-Maruyama stochastic integral approximation
2
HJM (Heath-Jarrow-Morton) model
2
Kreditderivat
2
Laplace transforms
2
Lie-Symmetrien
2
Yield curve
2
Zinsstruktur
2
Algorithm
1
Algorithmus
1
Commodity price
1
Financial economics
1
Kapitalmarkttheorie
1
Lag model
1
Lag-Modell
1
Markov chain
1
Markov-Kette
1
Mean Reversion
1
Mean reversion
1
Measurement
1
Messung
1
Noise Trading
1
Noise trading
1
Radon-Nikodym theorem
1
Random Walk
1
Random walk
1
Rohstoffpreis
1
Volatility
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Chiarella, Carl
2
Fanelli, Viviana
2
Musti, Silvana
2
Chavez, Sergio
1
Platen, Eckhard
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Insurance / Mathematics & economics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
International journal of theoretical and applied finance
6
Quantitative finance
4
Risks : open access journal
4
Applied mathematical finance
3
Finance and stochastics
3
Annals of finance
2
Astin bulletin : the journal of the International Actuarial Association
2
CoFE discussion papers
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Journal of mathematical finance
2
Mathematical methods of operations research
2
Advanced mathematical methods for finance
1
Annals of operations research
1
Asia-Pacific financial markets
1
Aspects of mathematical finance
1
CESifo Working Paper Series
1
CESifo working papers
1
Cogent economics & finance
1
Computational economics
1
Computational optimization and applications : an international journal
1
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
1
Dresden discussion paper series in economics
1
Economic modelling
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
European journal of operational research : EJOR
1
Gabler Edition Wissenschaft
1
International game theory review
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economics
1
Journal of risk and financial management : JRFM
1
Mathematics of operations research
1
Mathematik für Naturwissenschaft und Technik
1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
2
Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857127
Saved in:
3
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->