Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"International Center for Financial Asset Management and Engineering"
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
Sensitivity Analysis of Values...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Credit risk
2
Kreditrisiko
2
Mortality
2
Pension fund
2
Pensionskasse
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
Sterblichkeit
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
Brasilien
1
Brazil
1
Core
1
Einkommensverteilung
1
Estimation
1
Estimation theory
1
Health insurance
1
Income distribution
1
Interest rate derivative
1
Krankenversicherung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multivariate Verteilung
1
Multivariate distribution
1
Nichtparametrische Schätzung
1
Nonparametric estimation
1
Option pricing theory
1
Optionspreistheorie
1
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
9
Author
All
Scaillet, Olivier
9
Fermanian, Jean-David
2
Menoncin, Francesco
2
Battocchio, Paolo
1
Cheng, Peng
1
Galluccio, Stefano
1
Hagmann, Matthias
1
Huang, Zhijhang
1
Ly, Jean-Michel
1
Medvedev, Alexey
1
Renault, Olivier
1
more ...
less ...
Institution
All
International Center for Financial Asset Management and Engineering
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1,624
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
30
Institut für Schweizerisches Bankwesen <Zürich>
24
Swiss Finance Institute
21
Université Paris-Dauphine (Paris IX)
11
National Centre of Competence in Research North South <Bern>
10
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
8
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
6
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
National Centre of Competence in Research - Financial Valuation and Risk Management
3
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
3
Econometric Society
2
Financial Markets Group
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
2
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
1
Columbia University / Department of Economics
1
Department of Economics, School of Arts and Sciences
1
East Asian Bureau of Economic Research (EABER)
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Finrisk
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
Institut national de la statistique et des études économiques <Frankreich>
1
International Center for Financial Asset Management and Engineering <Genève>
1
Pittet Associés
1
Royal Economic Society - RES
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Swiss National Centre of Competence in Research North South <Bern>
1
Université <Genève> / Section des Hautes Etudes Commerciales
1
Université catholique de Louvain / Center for Operations Research and Econometrics
1
Université de Montréal / Département de sciences économiques
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
FAME research paper series
9
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
Saved in:
2
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
3
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
4
Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
Saved in:
5
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
Saved in:
6
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
Saved in:
7
On the way to recovery: a nonparametric bias free estimation of recovery rate densities
Renault, Olivier
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865061
Saved in:
8
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
Saved in:
9
Some statistical pitfalls in copula modeling for financial applications
Fermanian, Jean-David
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240436
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
