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
~isPartOf:"Finance and economics discussion series"
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
Efficient Monte Carlo CVA Esti...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
3
Kreditrisiko
3
Theorie
2
Theory
2
Derivat
1
Derivative
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Ghamami, Samim
3
Goldberg, Lisa
1
Zhang, Bo
1
Published in...
All
Finance and economics discussion series
Energy Policy
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
CAMA working paper series
5
Energy policy
5
Organizational research methods : ORM
5
CAMA Working Paper
4
Energy
4
Operations research letters
4
Physica A: Statistical Mechanics and its Applications
4
Finance and Economics Discussion Series
3
Insurance / Mathematics & economics
3
Journal of forecasting
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematics of operations research
3
Quality & Quantity: International Journal of Methodology
3
Quantitative Finance
3
Renewable and Sustainable Energy Reviews
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied Energy
2
Applied economics
2
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
2
Asian Agricultural Research
2
CAMP working paper series
2
China economic review : an international journal
2
Columbia Business School Research Paper
2
Computational Statistics & Data Analysis
2
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
2
Energy economics
2
Frontiers of business research in China : selected publications from Chinese universities
2
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
2
Insurance: Mathematics and Economics
2
International journal of networking and virtual organisations : IJNVO
2
International journal of production research
2
Journal of Forecasting
2
Networks and Spatial Economics
2
Networks and spatial economics : a journal of infrastructure modeling and computation
2
Operations research
2
Review of accounting studies
2
Accounting and business research
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient Monte Carlo counterparty credit risk pricing and measurement
Ghamami, Samim
;
Zhang, Bo
-
2014
Persistent link: https://www.econbiz.de/10011408071
Saved in:
2
Derivatives pricing under bilateral counterparty risk
Ghamami, Samim
-
2015
Persistent link: https://www.econbiz.de/10011408630
Saved in:
3
Stochastic intensity models of wrong way risk : wrong way CVA need not exceed independent CVA
Ghamami, Samim
;
Goldberg, Lisa
-
2014
Persistent link: https://www.econbiz.de/10010434045
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
