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~isPartOf:"Computational methods in financial engineering : essays in honour of Manfred Gilli"
~isPartOf:"Credit risk : models, derivatives, and management"
~subject:"Theorie"
~type_genre:"Aufsatz im Buch"
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Computational methods in financial engineering : essays in honour of Manfred Gilli
Credit risk : models, derivatives, and management
Investment management and financial management
13
Valuation, financial modeling, and quantitative tools
13
Applied quantitative finance
12
The Oxford handbook of credit derivatives
11
The credit derivatives handbook : global perspectives, innovations, and market drivers
11
Advanced bond portfolio management : best practices in modeling and strategies
10
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Optimizing optimization : the next generation of optimization applications and theory
10
The handbook of fixed income securities
10
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
9
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
8
Quantitative fund management
8
Risk management for central bank foreign reserves
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advances in risk management
7
Handbook of heavy tailed distributions in finance
7
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
6
CreditRisk+ in the banking industry
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Managerial multiple objective optimization
6
Multi-moment asset allocation and pricing models
6
Multiple criteria decision making in finance, insurance and investment
6
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
6
Advances of OR in commodities and financial modeling
5
Analytical models for financial modeling and risk management
5
Application of operations research to financial markets
5
Decision making and risk/return optimization in financial economics
5
Finance
5
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
5
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
5
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
5
Kreditrisikomanagement : Portfoliomodelle und Derivate
5
Kreditrisikomessung und Kreditrisikomanagement
5
Mathematical modeling and numerical methods in finance : special volume
5
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
5
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Threshold accepting approach to improve bound-based approximations for portfolio optimization
Kuhn, Daniel
;
Parpas, Panos
;
Rustem, Berç
- In:
Computational methods in financial engineering : essays …
,
(pp. 3-26)
.
2008
Persistent link: https://www.econbiz.de/10003669410
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2
Risk preferences and loss aversion in portfolio optimization
Maringer, Dietmar G.
- In:
Computational methods in financial engineering : essays …
,
(pp. 27-45)
.
2008
Persistent link: https://www.econbiz.de/10003669427
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3
Portfolio optimization under VaR constraints based on dynamic estimates of the variance-covariance matrix
Specht, Katja
;
Winker, Peter
- In:
Computational methods in financial engineering : essays …
,
(pp. 73-94)
.
2008
Persistent link: https://www.econbiz.de/10003669449
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4
Single name credit default swap valuation : a review
Claes, Anouk G. P.
;
De Ceuster, Marc J.
- In:
Credit risk : models, derivatives, and management
,
(pp. 3-19)
.
2008
Persistent link: https://www.econbiz.de/10003718298
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5
Credit default swaps and an application to the art market : a proposal
Campbell, Rachel
;
Wiehenkamp, Christian
- In:
Credit risk : models, derivatives, and management
,
(pp. 53-66)
.
2008
Persistent link: https://www.econbiz.de/10003718316
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6
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
Credit risk : models, derivatives, and management
,
(pp. 155-180)
.
2008
Persistent link: https://www.econbiz.de/10003718458
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7
Correlated default processes : a criterion-based copula approach
Das, Sanjiv R.
;
Geng, Gary
- In:
Credit risk : models, derivatives, and management
,
(pp. 347-375)
.
2008
Persistent link: https://www.econbiz.de/10003718543
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8
Systematic credit risk : CDX index correlation and extreme dependence
Aboura, Sofiane
;
Wagner, Niklas
- In:
Credit risk : models, derivatives, and management
,
(pp. 377-390)
.
2008
Persistent link: https://www.econbiz.de/10003718581
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9
Pricing tranched credit products with generalized multifactor models
Moreno, Manuel
;
Peña, Juan I.
;
Serrano, Pedro
- In:
Credit risk : models, derivatives, and management
,
(pp. 485-526)
.
2008
Persistent link: https://www.econbiz.de/10003718595
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10
Classification using optimization : application to credit ratings of bonds
Bugera, Vladimir
;
Uryasev, Stan
;
Zrazhevsky, Grigory
- In:
Computational methods in financial engineering : essays …
,
(pp. 211-237)
.
2008
Persistent link: https://www.econbiz.de/10003669645
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