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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 61 - 70 of 78
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Approximating value at risk in conditional Gaussian models
Jaschke, Stefan R.; Jiang, Yuze - In: Applied quantitative finance : theory and computational …, (pp. 3-33). 2002
Persistent link: https://www.econbiz.de/10001749949
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Applications of copulas for the calculation of Value-at-Risk
Rank, Jörn; Siegl, Thomas - In: Applied quantitative finance : theory and computational …, (pp. 35-50). 2002
Persistent link: https://www.econbiz.de/10001749959
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Quantification of spread risk by means of historical simulation
Frisch, Christoph; Knöchlein, Germar - In: Applied quantitative finance : theory and computational …, (pp. 51-83). 2002
Persistent link: https://www.econbiz.de/10001749973
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Rating migrations
Höse, Steffi; Huschens, Stefan; Wania, Robert - In: Applied quantitative finance : theory and computational …, (pp. 87-110). 2002
Persistent link: https://www.econbiz.de/10001749976
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Sensitivity analysis of credit portfolio models
Kiesel, Rüdiger; Kleinow, Torsten - In: Applied quantitative finance : theory and computational …, (pp. 111-124). 2002
Persistent link: https://www.econbiz.de/10001749980
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The analysis of implied volatilities
Fengler, Matthias R.; Härdle, Wolfgang; Schmidt, Peter - In: Applied quantitative finance : theory and computational …, (pp. 127-144). 2002
Persistent link: https://www.econbiz.de/10001749982
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How precise are price distributions predicted by implied binomial trees?
Härdle, Wolfgang; Zheng, Jun - In: Applied quantitative finance : theory and computational …, (pp. 145-170). 2002
Persistent link: https://www.econbiz.de/10001749985
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Estimating state-price densities with nonparametric regression
Huynh, Kim; Kervella, Pierre; Zheng, Jun - In: Applied quantitative finance : theory and computational …, (pp. 171-196). 2002
Persistent link: https://www.econbiz.de/10001749988
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Multivariate volatility models
Fengler, Matthias R.; Herwartz, Helmut - In: Applied quantitative finance : theory and computational …, (pp. 221-236). 2002
Persistent link: https://www.econbiz.de/10001749997
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Statistical process control
Knoth, Sven - In: Applied quantitative finance : theory and computational …, (pp. 237-258). 2002
Persistent link: https://www.econbiz.de/10001750001
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