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Credit risk valuation : methods, models, and applications
Ammann, Manuel - 2001 - 2. ed., corr. 2. print.
Persistent link: https://www.econbiz.de/10014274314
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Measurement and decomposition of tracking error variance
Ammann, Manuel; Tobler, Jürg - 2000
Persistent link: https://www.econbiz.de/10001494648
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Pricing derivative credit risk
Ammann, Manuel - 1998
Persistent link: https://www.econbiz.de/10000994013
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Portfolioabsicherung mit konstanter Indexpartizipation
Ammann, Manuel - In: Swiss journal of economics and statistics 134 (1998) 4, pp. 499-526
Persistent link: https://www.econbiz.de/10001253928
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The pricing of convertible bonds : an analysis of the French market
Ammann, Manuel; Kind, Axel H.; Wilde, Christian - 2001
Persistent link: https://www.econbiz.de/10001574812
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Relative implied volatility arbitrage with index options : another look at market efficiency
Ammann, Manuel; Herriger, Silvan - 2001
Persistent link: https://www.econbiz.de/10001584180
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Bemerkungen zur Zeithorizontdiskussion
Ammann, Manuel - In: Finanzmarkt und Portfolio-Management 11 (1997) 2, pp. 205-210
Persistent link: https://www.econbiz.de/10001227915
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Tactical Asset Allocation mit genetischen Algorithmen
Ammann, Manuel; Zenkner, Christian - In: Swiss journal of economics and statistics 139 (2003) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10001741663
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Var for nonlinear financial instruments : linear approximation or full Monte Carlo?
Ammann, Manuel; Reich, Christian - In: Financial markets and portfolio management 15 (2001) 3, pp. 363-378
Persistent link: https://www.econbiz.de/10001715584
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Do risk-adjusted pricing and the new Basel capital accord reinforce the credit cycle?
Ammann, Manuel - In: Financial markets and portfolio management 15 (2001) 2, pp. 141-147
Persistent link: https://www.econbiz.de/10001865086