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
~subject:"Theorie"
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
Contagion models in credit ris...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
Theory
32
Portfolio-Management
17
Portfolio selection
16
Asset and Liability Management
15
Benchmarked Asset Management
15
Classical Solutions
15
Dynamic Investment Management
15
Hamilton–Jacobi–Bellman Equations
15
Jump Diffusion Processes
15
Kelly Criterion
15
Lévy Processes
15
Risk Sensitive Control
15
Stochastic Control
15
Viscosity Solutions
15
Option pricing theory
11
Optionspreistheorie
11
Stochastic process
7
Stochastischer Prozess
7
Experten
5
Experts
5
Finanzmathematik
5
Forecasting model
5
Hedging
5
Prognoseverfahren
5
Credit risk
4
Derivat
4
Derivative
4
Dienstleistungsqualität
4
Gesundheitsversorgung
4
Gesundheitswesen
4
Health care
4
Health care system
4
Hospital
4
Krankenhaus
4
Kreditrisiko
4
Lean production
4
Mathematical finance
4
Service quality
4
Speculation
4
more ...
less ...
Online availability
All
Free
10
Undetermined
3
Type of publication
All
Article
16
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Aufsatz im Buch
3
Book section
3
Quelle
2
Hochschulschrift
1
Konferenzschrift
1
Thesis
1
more ...
less ...
Language
All
English
32
French
1
Author
All
Davis, Mark H. A.
16
Davis, Mark
12
Lleo, Sebastien
7
Lleo, Sébastien
5
Andruszkiewicz, Grzegorz
3
Bachelier, Louis
3
Etheridge, Alison
3
Mataix-Pastor, Vicente
2
Badikov, Sergey
1
Björk, Tomas
1
Creek, Robert
1
Davis, M. H. A.
1
Davis, Mark H.
1
Davis, Mark M.
1
Esparragoza-Rodriguez, Juan Carlos
1
Hemerly, E. M.
1
Hobson, David G.
1
Jacobs, Oliver L.
1
Jacquier, Antoine (Jack)
1
Kenaston, Nick
1
Kutz, Ted
1
Mark Davis, Mark H. A.
1
Obłój, Jan
1
Pistorius, Martijn
1
Raval, Vimal
1
Samuelson, Paul Anthony
1
Schachermayer, Walter
1
Stavrulaki, Euthemia
1
Stenstrom, Craig
1
Tompkins, Robert G.
1
Yoshikawa, Daisuke
1
more ...
less ...
Institution
All
Institute of Mathematics and Its Applications
1
International Conference on Analysis and Optimisation of Stochastic Systems <1978, Oxford>
1
Published in...
All
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annals of finance
1
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of the Royal Statistical Society
1
Mathematical methods of operations research
1
OR spectrum : quantitative approaches in management
1
Real options
1
The Institute of Mathematics and its Applications conference series
1
The Oxford handbook of credit derivatives
1
The international journal of logistics management
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal hedging with basis risk
Davis, Mark H. A.
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 169-187)
.
2006
Persistent link: https://www.econbiz.de/10003287153
Saved in:
2
Recursive order estimation of autoregressions without bounding the model set
Hemerly, E. M.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
1
,
pp. 201-210
Persistent link: https://www.econbiz.de/10001115424
Saved in:
3
Optimal investment under partial information
Björk, Tomas
;
Davis, Mark H. A.
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 371-399
Persistent link: https://www.econbiz.de/10003958366
Saved in:
4
Taming animal spirits : risk management with behavioural factors
Andruszkiewicz, Grzegorz
;
Davis, Mark H. A.
;
Lleo, …
- In:
Annals of finance
9
(
2013
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10009741199
Saved in:
5
Louis Bachelier's theory of speculation : the origins of modern finance
Bachelier, Louis
-
2006
Persistent link: https://www.econbiz.de/10010411054
Saved in:
6
Negative Libor rates in the swap market model
Davis, Mark H. A.
;
Mataix-Pastor, Vicente
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10003439752
Saved in:
7
The range of traded option prices
Davis, Mark H. A.
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10003543093
Saved in:
8
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
9
Jump-diffusion asset-liabilty management via risk-sensitive control
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 655-675
Persistent link: https://www.econbiz.de/10011296728
Saved in:
10
A simple procedure for combining expert opinion with statistical estimates to achieve superior portfolio performance
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 49-58
Persistent link: https://www.econbiz.de/10011686088
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
