//--> //--> //-->
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:"Herbertsson, Alexander"
~subject:"Risikomaß"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
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:"Mehrdimensionale Verteilung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Volatilität
Credit risk
2
Kreditrisiko
2
Multivariate Verteilung
2
Multivariate distribution
2
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risk management
2
Risk measure
2
credit copula models
2
credit portfolio risk
2
equity portfolio risk
2
intensity-based models
2
numerical methods
2
CAPM
1
Financial services
1
Finanzdienstleistung
1
Fourier-transform methods
1
Option pricing theory
1
Optionspreistheorie
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Value-at-Risk
1
Valueat-Risk
1
conditional independent dependence modelling
1
factor models
1
risk management
1
saddlepoint-methods
1
stock price modelling
1
stock price modelling with jumps
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Herbertsson, Alexander
Okhrin, Ostap
6
Koopman, Siem Jan
5
Lucas, André
5
McAleer, Michael
5
Allen, David E.
4
Härdle, Wolfgang
4
Valdesogo, Alfonso
4
Bormann, Carsten
3
Chollete, Loran
3
Heinen, Andréas
3
Manner, Hans
3
Ning, Cathy Q.
3
Rossi, Eduardo
3
Schienle, Melanie
3
Avdulaj, Krenar
2
Bouezmarni, Taoufik
2
Cerrato, Mario
2
Chabi-Yo, Fousseni
2
Chen, Xiaohong
2
Chollete, Lorán
2
Crosby, John
2
Fortin, Ines
2
Heinen, Andreas
2
Hlouskova, Jaroslava
2
Hoesli, Martin
2
Huggenberger, Markus
2
Ignatieva, Katja
2
Kim, Minjoo
2
Ling, Shiqing
2
Lit, Rutger
2
Patton, Andrew J.
2
Platen, Eckhard
2
Reka, Kustrim
2
Rombouts, Jeroen V. K.
2
Santucci de Magistris, Paolo
2
Scharth, Marcel
2
Schaumburg, Julia
2
Singh, Abhay Kumar
2
Sokolinskiy, Oleg
2
more ...
less ...
Published in...
All
Working papers in economics
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
Saved in:
2
Risk management of stock portfolios with jumps at exogenous default events
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014431441
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->