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Year of publication
Subject
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Theorie 49 Theory 49 Estimation 16 Risikomaß 16 Risk measure 16 Schätzung 16 Credit risk 15 Kreditrisiko 15 Option pricing theory 14 Optionspreistheorie 14 Volatility 14 Volatilität 14 Portfolio selection 13 Portfolio-Management 13 Time series analysis 10 Zeitreihenanalyse 10 ARCH model 9 ARCH-Modell 9 Deutschland 9 Germany 9 Derivat 8 Derivative 8 USA 8 United States 8 Yield curve 7 Zinsstruktur 7 Credit derivative 6 Estimation theory 6 Financial market 6 Finanzmarkt 6 Finanzmathematik 6 Kreditderivat 6 Risikomanagement 6 Risk management 6 Schätztheorie 6 Simulation 6 Statistical distribution 6 Statistische Verteilung 6 Welt 6 World 6
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Online availability
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Undetermined 27
Type of publication
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Article 57 Book / Working Paper 21
Type of publication (narrower categories)
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Aufsatz im Buch 39 Book section 39 Collection of articles of several authors 1 Lehrbuch 1 Sammelwerk 1 Systematic review 1 Textbook 1 Übersichtsarbeit 1
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Language
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English 78
Author
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Härdle, Wolfgang 10 Herwartz, Helmut 5 Fengler, Matthias R. 4 Hautsch, Nikolaus 4 Overbeck, Ludger 4 Stamm, Roland 4 Scandizzo, Sergio 3 Schmidt, Peter 3 Blaskowitz, Oliver Jim 2 Brockhaus, Oliver 2 Dadachanji, Zareer 2 Edoli, Enrico 2 Elouerkhaoui, Youssef 2 Fiorenzani, Stefano 2 Frisch, Christoph 2 Gallagher, Donal 2 Huschens, Stefan 2 Höse, Steffi 2 Kenyon, Chris 2 Kleinow, Torsten 2 Knöchlein, Germar 2 Lichters, Roland 2 Mahoney, Daniel 2 Okhrin, Ostap 2 Raters, F. H. C. 2 Schulz, Rainer 2 Vargiolu, Tiziano 2 Wania, Robert 2 Zheng, Jun 2 Aydinli, Gökhan 1 Belomestny, Denis 1 Bommes, Elisabeth 1 Chen, C.Y. 1 Chen, R.B. 1 Chen, Song Xi 1 Chen, Y. 1 Cherubini, Umberto 1 Crispoldi, Christian 1 Duan, Jin-Chuan 1 El Karoui, Nicole 1
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Published in...
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Applied quantitative finance 44 Applied quantitative finance : theory and computational tools 18 Applied Quantitative Finance 9 SpringerLink / Bücher 7 Applied quantitative finance series 6 Applied Quantitative Finance series 4 Applied Quantitative Finance Ser. 3 Springer eBook Collection / Economics and Finance 3 Springer eBook Collection / Business and Management 1 Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013 1
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Source
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ECONIS (ZBW) 78
Showing 31 - 40 of 78
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The validation of risk models : a handbook for practitioners
Scandizzo, Sergio - 2016
"Cover " -- "Half Title " -- "Title Page" -- "Copyright Page " -- "Table of Contents" -- "List of Figures" -- "List of Tables" -- "Acknowledgements" -- "Introduction: A Model Risk Primer" -- "Part I A Framework for Risk Model Validation" -- "1 Validation, Governance and Supervision" -- "2 A...
Persistent link: https://www.econbiz.de/10014019376
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Quantitative finance : back to basic principles
Reghai, Adil - 2015
"The series of recent financial crises have thrown open the world of quantitative finance and financial modeling. The era of stochastic calculus is over and the time of Ito derivation is at an end. Today, quants need a broad modeling skillset - one that transcends mathematics to price and hedge...
Persistent link: https://www.econbiz.de/10010457798
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FX barrier options : a comprehensive guide for industry quants
Dadachanji, Zareer - 2015
This book is a quantitative quide to barrier options in FX environments. Barrier options are a class of highly path-dependent exotic options which present particular challenges to practitioners in all areas of the financial industry. They are traded in large volumes as stand-alone contracts in...
Persistent link: https://www.econbiz.de/10011422408
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Modern derivatives pricing and credit exposure analysis : theory and practice of CSA and XVA procong, exposure simulation and backtesting
Lichters, Roland; Stamm, Roland; Gallagher, Donal - 2015
Persistent link: https://www.econbiz.de/10011397225
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SABR and SABR LIBOR market models in practice : with examples implemented in Python
Crispoldi, Christian; Wigger, Gérald; Larkin, Peter - 2015
Persistent link: https://www.econbiz.de/10011374239
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Modern Derivatives Pricing and Credit Exposure Analysis : Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting
Lichters, Roland - 2015
This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit exposure of a...
Persistent link: https://www.econbiz.de/10014018872
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Interest rate modelling in the multi-curve framework : foundations, evolution and implementation
Henrard, Marc - 2014
Persistent link: https://www.econbiz.de/10011699699
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Discounting, Libor, CVA and funding : interest rate and credit pricing
Kenyon, Chris; Stamm, Roland - 2012
Persistent link: https://www.econbiz.de/10009658940
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Discounting, LIBOR, CVA and Funding : Interest Rate and Credit Pricing
Kenyon, Chris; Stamm, Roland - 2012
Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book discusses pricing and hedging, funding and regulation, and interpretation, as an essential resource for quantitatively minded practitioners and researchers in...
Persistent link: https://www.econbiz.de/10012106344
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Modeling dependencies with copulae
Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema - In: Applied quantitative finance, (pp. 3-36). 2009
Persistent link: https://www.econbiz.de/10003745932
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