Narrow search
Showing 1 - 10 of 10
Cover Image
Die Beurteilung von Marktrisiken mit künstlichen neuronalen Netzen
Locarek-Junge, Hermann - In: Betriebswirtschaftliche Anwendungen des Soft Computing …, (pp. 127-144). 1998
Persistent link: https://www.econbiz.de/10001303748
Cover Image
Estimating value-at-risk using neural networks
Locarek-Junge, Hermann - In: Informationssysteme in der Finanzwirtschaft : mit 35 …, (pp. 385-397). 1998
Persistent link: https://www.econbiz.de/10001303892
Cover Image
The estimation of market risk in portfolios of stocks and stock options
Locarek-Junge, Hermann; Prinzler, Ralf; Straßberger, Mario - In: German financial markets and institutions: selected studies, (pp. 171-189). 2002
Persistent link: https://www.econbiz.de/10001705548
Cover Image
Schätzung des Marktrisikos von Portefeuilles aus Aktien und Aktienoptionen
Locarek-Junge, Hermann; Prinzler, Ralf; Straßberger, Mario - In: Operations research proceedings 2000 : selected papers …, (pp. 180-187). 2001
Persistent link: https://www.econbiz.de/10001571475
Cover Image
Markov chain models of portfolio credit risk
Bielecki, Tomasz R.; Crépey, Stéphane; Herbertsson, … - In: The Oxford handbook of credit derivatives, (pp. 327-382). 2011
Persistent link: https://www.econbiz.de/10008858174
Cover Image
A bottom-up dynamic model of portfolio credit risk : part II ; common-shock interpretation, calibration and hedging issues
Bielecki, Tomasz R.; Cousin, Areski; Crépey, Stéphane; … - In: Recent advances in financial engineering 2012 : …, (pp. 51-73). 2014
Persistent link: https://www.econbiz.de/10010359906
Cover Image
A bottom-up dynamic model of portfolio credit risk : part I ; Markov copula perspective
Bielecki, Tomasz R.; Cousin, Areski; Crépey, Stéphane; … - In: Recent advances in financial engineering 2012 : …, (pp. 25-49). 2014
Persistent link: https://www.econbiz.de/10010359909
Cover Image
Marktpreisrisikoschätzung in Portefeuilles mit nichtlinearen Verlustfunktionen
Locarek-Junge, Hermann; Straßberger, Mario; Prinzler, Ralf - In: e-Finance : innovative Problemlösungen für …, (pp. 295-314). 2001
Persistent link: https://www.econbiz.de/10001615205
Cover Image
Default contagion in large homogeneous portfolios
Herbertsson, Alexander - In: The credit derivatives handbook : global perspectives, …, (pp. 303-334). 2008
Persistent link: https://www.econbiz.de/10003748427
Cover Image
Markov Chain Models of Portfolio Credit Risk
Bielelcki, Tomasz R.; Crépey, Stéphane; Herbertsson, … - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012882005