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Search: isPartOf:"Applied Quantitative Finance"
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Härdle, Wolfgang
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Applied quantitative finance
44
Applied quantitative finance : theory and computational tools
18
Applied Quantitative Finance
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Applied Quantitative Finance series
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ECONIS (ZBW)
78
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61
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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62
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
Saved in:
63
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
Saved in:
64
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
Saved in:
65
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
Saved in:
66
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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67
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
Saved in:
68
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
Saved in:
69
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
Saved in:
70
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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