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Advances of OR in commodities and financial modeling
Applied quantitative finance
The VaR implementation handbook
18
Handbuch ökonomisches Kapitel
7
Risk management : challenge and opportunity ; with 125 tables
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Stock market volatility
7
Brennpunkt Risikomanagement und Regulierung
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Marktrisikoregulierung im Umbruch
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Soft computing for risk evaluation and management : applications in technology, environment and finance
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Basel III, Risikomanagement und neue Bankenaufsicht
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Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
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Risk management approaches in engineering applications
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Risk tolerance in financial decision making
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Application of operations research to financial markets
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Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
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Econometrics of risk
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Emerging markets and the global economy
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Financial econometrics and empirical market microstructure
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Handbook of heavy tailed distributions in finance
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Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
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Operations research models in banking management
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Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
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Risk assessment and financial regulation in emerging markets' banking : trends and prospects
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Risk management : a modern perspective
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Risk management : challenge and opportunity : with 37 figures and 46 tables
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Risk manangement post financial crisis : a period of monetary easing
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Robustness in econometrics
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Valuation, financial modeling, and quantitative tools
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Advanced mathematical methods for finance
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Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday
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Commercial banking risk management : regulation in the wake of the financial crisis
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
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Decision making and risk/return optimization in financial economics
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Developments in forecast combination and portfolio choice
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Econometric measures of financial risk in high dimensions
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Essays on financial intermediation
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Finance and sustainability : towards a new paradigm? ; a post-crisis agenda
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Portfolio selection with spectral risk measures
Huang, S.F.
;
Lin, H.C.
;
Lin, T.Y.
- In:
Applied quantitative finance
,
(pp. 39-56)
.
2017
Persistent link: https://www.econbiz.de/10011794952
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2
Risk measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, M.
- In:
Applied quantitative finance
,
(pp. 93-111)
.
2017
Persistent link: https://www.econbiz.de/10011794955
Saved in:
3
Measuring financial risk in energy markets
Žikovi´c, S.
- In:
Applied quantitative finance
,
(pp. 295-308)
.
2017
Persistent link: https://www.econbiz.de/10011794968
Saved in:
4
Risk analysis of cryptocurrency as an alternative asset class
Guo, L.
;
Li, X.J.
- In:
Applied quantitative finance
,
(pp. 309-329)
.
2017
Persistent link: https://www.econbiz.de/10011794970
Saved in:
5
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
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6
Dynamic topic modelling for cryptocurrency community forums
Linton, M.
;
Teo, Ernie Gin Swee
;
Bommes, Elisabeth
; …
- In:
Applied quantitative finance
,
(pp. 355-372)
.
2017
Persistent link: https://www.econbiz.de/10011794972
Saved in:
7
Numerical computation of convex risk measures
Papayiannis, G. I.
;
Yannacopoulos, Athanasios N.
- In:
Advances of OR in commodities and financial modeling
,
(pp. 417-435)
.
2018
Persistent link: https://www.econbiz.de/10011871424
Saved in:
8
Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk
Shang, Danjue
;
Kuzmenko, Victor
;
Uryasev, Victor
- In:
Advances of OR in commodities and financial modeling
,
(pp. 501-514)
.
2018
Persistent link: https://www.econbiz.de/10011871446
Saved in:
9
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
Saved in:
10
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
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