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type_genre:"Aufsatz im Buch"
~subject:"Portfolio selection"
~subject:"Volatilität"
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Portfolio selection
Volatilität
Interest rate derivative
99
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28
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1
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Selected writings on futures markets : explorations in financial futures markets
2
Advances in risk management
1
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
Conférences des Professeurs honoris causa du Groupe HEC
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Selected papers of the Symposium on Operations Research (SOR'96) : Braunschweig, September 3 - 6, 1996
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1
An empirical analysis of Japanese interest rate swap spread
Shimada, Junji
;
Takahashi, Toyoharu
;
Miyakoshi, Tatsuyoshi
- In:
Recent advances in financial engineering 2011: …
,
(pp. 111-131)
.
2012
Persistent link: https://www.econbiz.de/10009573458
Saved in:
2
Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
Saved in:
3
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel
- In:
Advances in risk management
,
(pp. 69-85)
.
2007
Persistent link: https://www.econbiz.de/10003401583
Saved in:
4
Estimating LIBOR swaps spot-volatilities : the EpiVolatility model
Bianchi, Stephen W.
;
Wets, Roger J.-B.
;
Yang, Liming
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 99-114)
.
2004
Persistent link: https://www.econbiz.de/10003487959
Saved in:
5
Identifying intraday volatility
Pohlmeier, Winfried
;
Gerhard, Frank
- In:
Beiträge zur Mikro- und zur Makroökonomik : …
,
(pp. 347-362)
.
2001
Persistent link: https://www.econbiz.de/10001606394
Saved in:
6
On the oversight and management of financial risk
Merton, Robert C.
- In:
Conférences des Professeurs honoris causa du Groupe HEC
,
(pp. 41-56)
.
1998
Persistent link: https://www.econbiz.de/10001304080
Saved in:
7
Ein neuronales Netz zur nichtlinearen Volatilitätsschätzung
Freisleben, Bernd
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 433-438)
.
1997
Persistent link: https://www.econbiz.de/10001320977
Saved in:
8
Portfolio strategies using Treasury bond options and futures
Draper, Dennis W.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 197-212)
.
1985
Persistent link: https://www.econbiz.de/10001305672
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9
Interest rate hedging for the mortgage banker : the effect of interest rate futures and loan commitments on portfolio return distributions
Bookstaber, Richard M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 157-185)
.
1985
Persistent link: https://www.econbiz.de/10001305675
Saved in:
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