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Filipović, Damir
12
Filipovic, Damir
8
Svindland, Gregor
4
Ahmed, Shabbir
2
Cheridito, Patrick
2
Filipovic, D.
2
Kimmel, Robert L.
2
Kupper, Michael
2
Vogelpoth, Nicolas
2
Chen, Li
1
Cont, Rama
1
Duffie, D.
1
Goglia, V.
1
Gospodaric, Z.
1
Kosutic, S.
1
Mayerhofer, Eberhard
1
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1
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1
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1
Schmidt, Thorsten
1
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1
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chen, li
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filipovic, damir
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Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
3
Insurance / Mathematics & economics
3
Journal of financial economics
2
Operations research letters
2
Applied ergonomics : the journal of people's relationships with equipment, environments and work systems
1
Journal of econometrics
1
Risk : managing risk in the world's financial markets
1
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OLC EcoSci
ECONIS (ZBW)
164
RePEc
33
Other ZBW resources
6
USB Cologne (business full texts)
5
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1
RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10010063815
Saved in:
2
Hand-transmitted vibration from the steering wheel to drivers of a small four-wheel drive tractor
Goglia, V.
;
Gospodaric, Z.
;
Kosutic, S.
;
Filipovic, D.
- In:
Applied ergonomics : the journal of people's …
34
(
2003
)
1
,
pp. 45-50
Persistent link: https://www.econbiz.de/10005937669
Saved in:
3
AFFINE PROCESSES AND APPLICATIONS IN FINANCE
Duffie, D.
;
Filipovic, D.
;
Schachermayer, W.
-
2002
Persistent link: https://www.econbiz.de/10005940363
Saved in:
4
Separable Term Structures and the Maximal Degree Problem
Filipovic, Damir
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 341-350
Persistent link: https://www.econbiz.de/10008216132
Saved in:
5
A general characterization of one factor affine term structure models
Filipovic, Damir
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 389-412
Persistent link: https://www.econbiz.de/10008216992
Saved in:
6
ARTICLES - A Note on the Nelson-Siegel Family
Filipovic, Damir
- In:
Mathematical finance : an international journal of …
9
(
1999
)
4
,
pp. 349-360
Persistent link: https://www.econbiz.de/10008218178
Saved in:
7
OPTIMAL NUMERAIRES FOR RISK MEASURES
Filipovic, Damir
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 333
Persistent link: https://www.econbiz.de/10008221217
Saved in:
8
OPTIMAL CAPITAL AND RISK TRANSFERS FOR GROUP DIVERSIFICATION
Filipovic, Damir
;
Kupper, Michael
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 55-76
Persistent link: https://www.econbiz.de/10008221371
Saved in:
9
QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATES
chen, li
;
filipovic, damir
;
poor, h.vincent
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 515-536
Persistent link: https://www.econbiz.de/10008223323
Saved in:
10
A NOTE ON THE DAI-SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS
Cheridito, Patrick
;
Filipovic, Damir
;
Kimmel, Robert L.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 509-520
Persistent link: https://www.econbiz.de/10008425295
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