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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Applied quantitative finance
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Forecasting volatility in the financial markets
7
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5
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5
Statistical methods in finance
5
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5
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5
Advanced bond portfolio management : best practices in modeling and strategies
4
Advances in risk management
4
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4
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
4
Econometric analysis of financial and economic time series ; part a
3
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]
3
Handbook of heavy tailed distributions in finance
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Quantitative analysis in financial markets ; [Vol. 1]
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Risk management and value : valuation and asset price
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The complex dynamics of economic interaction : essays in economics and econophysics
3
Advanced mathematical methods for finance
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Advances in macroeconomic theory
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Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]
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Austrian Economics 150 Years after Carl Menger : 10th International Conference The Austrian School in the 21st Century : papers presented on November 4th and 5th, 2021
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Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Computational methods in financial engineering : essays in honour of Manfred Gilli
2
Contemporary issues in macroeconomics : lessons from the crisis and beyond
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Current topics in quantitative finance : with 23 tables
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Der Bankensektor im Wandel : Festschrift zum 65. Geburtstag von Professor Dr. Erich Priewasser
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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ECONIS (ZBW)
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1
Uses of duration analysis for the control of interest rate risk
Toevs, Alden L.
- In:
Controlling interest rate risk : new techniques and …
,
(pp. 28-61)
.
1986
Persistent link: https://www.econbiz.de/10001261111
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2
Quantification of spread risk by means of historical simulation
Frisch, Christoph
;
Knöchlein, Germar
- In:
Applied quantitative finance
,
(pp. 37-67)
.
2009
Persistent link: https://www.econbiz.de/10003745948
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3
Abbildung, Messung und Steuerung von Zinsrisiken
Fröhlich, Joachim
;
Steinwachs, Patrick
- In:
Zinsrisikomanagement : neue Vorgaben der Bankenaufsicht …
,
(pp. 79-170)
.
2008
Persistent link: https://www.econbiz.de/10003719005
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4
An empirical investigation of the short-term relationship between interest rate risk and credit risk
Cech, C.
- In:
Computational finance and its applications III : …
,
(pp. 185-196)
.
2008
Persistent link: https://www.econbiz.de/10003713317
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5
Hedging interest-rate risk with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
Saved in:
6
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel
- In:
Advances in risk management
,
(pp. 69-85)
.
2007
Persistent link: https://www.econbiz.de/10003401583
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7
Modelling credit spreads with time volatility, skewness, and kurtosis
Clark, Ephraim
;
Baccar, Selima
- In:
Risk management decisions and wealth management in …
,
(pp. 431-461)
.
2018
Persistent link: https://www.econbiz.de/10011871661
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8
E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi
;
Avellaneda, Marco
-
1999
Persistent link: https://www.econbiz.de/10001491262
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9
On the efficiency of capital markets : an analysis of the short end of the UK term structure
Hughes Hallett, Andrew
;
Richter, Christian
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 147-162)
.
2011
Persistent link: https://www.econbiz.de/10008987974
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10
Estimating LIBOR swaps spot-volatilities : the EpiVolatility model
Bianchi, Stephen W.
;
Wets, Roger J.-B.
;
Yang, Liming
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 99-114)
.
2004
Persistent link: https://www.econbiz.de/10003487959
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