Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Albrecht, Peter"
~person:"Platen, Eckhard"
~subject:"Derivat"
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
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Portfolio selection
124
Portfolio-Management
124
Theorie
84
Theory
84
Benchmarking
30
Hedging
25
Option pricing theory
17
Optionspreistheorie
17
CAPM
16
Stochastischer Prozess
16
Stochastic process
15
Bewertung
14
Derivative
14
Evaluation
14
Risiko
14
Risikomanagement
14
Risk
14
Volatility
12
Volatilität
12
Börsenkurs
11
Kreditrisiko
11
Risk management
11
Share price
11
Arbitrage Pricing
10
Arbitrage pricing
10
Financial analysis
10
Financial economics
10
Finanzanalyse
10
Risikomaß
10
Aktienindex
9
Kapitalmarkttheorie
9
Risikoprämie
9
Risk measure
9
Risk premium
9
Stock index
9
Deutschland
8
Germany
8
Benchmark approach
7
Institutional investor
7
more ...
less ...
Online availability
All
Free
7
Undetermined
2
Type of publication
All
Article
8
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
13
German
1
Author
All
Albrecht, Peter
Platen, Eckhard
Fabozzi, Frank J.
36
Brigo, Damiano
18
Capponi, Agostino
13
Crépey, Stéphane
13
Bruns, Christoph
12
Leung, Tim
12
Wang, Xingchun
12
Pallavicini, Andrea
11
Bielecki, Tomasz R.
10
Broll, Udo
10
Jarrow, Robert A.
10
Kolb, Robert W.
10
Acharya, Viral V.
9
Härdle, Wolfgang
9
Kane, Alex
9
Rudolph, Bernd
9
Welzel, Peter
9
Bodie, Zvi
8
Calice, Giovanni
8
Choudhry, Moorad
8
Lipton, Alexander
8
Mayordomo, Sergio
8
Wagner, Wolf
8
Bloss, Michael
7
Cont, Rama
7
Engle, Robert F.
7
Gong, Feixue
7
Gouriéroux, Christian
7
Gündüz, Yalın
7
McAleer, Michael
7
O'Kane, Dominic
7
Perrakis, Stylianos
7
Phelan, Gregory
7
Rutkowski, Marek
7
Schönbucher, Philipp J.
7
Stulz, René M.
7
Zagst, Rudi
7
Bo, Lijun
6
Bomfim, Antúlio N.
6
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Asia-Pacific financial markets
3
Allokation der Ressourcen bei Sicherheit und Unsicherheit : Festschrift für Leonhard Männer
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Journal of banking & finance
1
Mathematics and financial economics
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
2
Benchmark pricing of credit derivatives under a standard market model
Craddock, Mark
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619286
Saved in:
3
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
4
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
5
Fair pricing of weather derivatives
Platen, Eckhard
;
West, Jason
-
2003
Persistent link: https://www.econbiz.de/10002250908
Saved in:
6
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253953
Saved in:
7
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
8
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
9
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010347344
Saved in:
10
Erfolgssteuerung des Kapitalanlageportefeulilles eines Versicherungsunternehmens unter Einschluß von derivaten Finanzinstrumenten
Albrecht, Peter
- In:
Allokation der Ressourcen bei Sicherheit und …
,
(pp. 343-358)
.
1997
Persistent link: https://www.econbiz.de/10003496112
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
