Similar Search Results - EconBiz

Pricing of cap-interest rates based on renewal processes

Beran, Jan; Ocker, Dirk - 2002

Pricing of cap insurance contracts is considered for political mortgage rates. A simple stochastic process for mortgage rates is proposed. The process is based on renewal processes for modelling the length of periods with downward and upward trend respectively. Prices are calculated by...

Persistent link: https://www.econbiz.de/10011543942

Volatility analysis and asset pricing of stock portfolios : an empirical approach in applied financial econometrics

Grobys, Klaus (ed.) - 2009 - 1. publ.

Persistent link: https://www.econbiz.de/10003804028

Aktienindizes im Portfoliomanagement : Funktionen, Merkmale und Indexeffekte

Schmitz-Esser, Valerio - 2001

Persistent link: https://www.econbiz.de/10013438292

Die Modellierung von Zinsrisikofaktoren in einem Value-at-Risk-Modell

Tobler, Jürg; Walder, Roger - In: Finanzmarkt und Portfolio-Management 12 (1998) 3, pp. 342-370

Persistent link: https://www.econbiz.de/10001517508

Aspects of systemic risk in banking : Inter Bank Loans, Optimal Bank Size and the Swiss Regional Bank Crisis

Staub, Markus - 1999 - Als Ms. gedr

Persistent link: https://www.econbiz.de/10001381943

Risikomanagement von Struktureffekten im Bankgeschäft : eine empirische Analyse für die Schweiz

Kauth, Simon Thomas - 1997

Persistent link: https://www.econbiz.de/10014267929

Pricing of cap-interest rates based on renewal processes

Beran, Jan; Ocker, Dirk - 2002

Pricing of cap insurance contracts is considered for political mortgage rates. A simple stochastic process for mortgage rates is proposed. The process is based on renewal processes for modelling the length of periods with downward and upward trend respectively. Prices are calculated by...

Persistent link: https://www.econbiz.de/10010324057

The long-run performance of seasonded equity offerings with rights : evidence from the Swiss market

Dubois, Michel; Jeanneret, Pierre - 2000

Persistent link: https://www.econbiz.de/10001641356

Market expectations and analyst forecasts : a quantitative investigation on the characteristics and interactions of analyst earnings estimates

Jorns, Christoph Emanuel - 2009 - 1., Aufl.

Persistent link: https://www.econbiz.de/10003929053

Predictability of the Swiss stock market with respect to style

Scheurle, Patrick - 2010 - 1. ed.

VII Overview of Contents 1. Introduction 1 1.1. Motivation ...

Persistent link: https://www.econbiz.de/10003915279

A service of the