Global ETD Search

1	Contributions to statistical modelling of high-frequency financial data with applications to Frankfurt Stock Exchange / Beiträge zur Statistischen Modellierung von Hochfrequenz-Finanzdaten mit Anwendung auf die Frankfurter Börse Kao, Ta-Chao 28 September 2011 (has links) No description available. 310 Statistik LC 122 LC 405 LC 413 LCB 405 Economics 85.03 85.30
2	Zeit- und Volatilitätsstruktur von Zinssätzen - Modellierung, Implementierung, Kalibrierung / Term and Volatility Structure of Interest Rates - Modelling, Implementation, Calibration Zyapkov, Lyudmil 05 December 2007 (has links) No description available. 510 Mathematik LW 001 Economics and Management Science Zinsstruktur Martingalpreistheorie stochastische Volatilität Kalibrierung Bewertung Term Structure of Interest Rates Martingale Pricing Theory Stochastic Volatility Calibration Valuation 85.30 Investition Finanzierung
3	Operational Risk Management - Implementing a Bayesian Network for Foreign Exchange and Money Market Settlement / Operationale Risiko Managment Implementierung eines Bayesian Network für Foreign Exchange and Money Market Settlement Process. Adusei-Poku, Kwabena 26 August 2005 (has links) No description available. 330 Wirtschaft Economic Sciences Operational risk management Key Risk Indicators Causal modeling Bayesian networks Business unit level Operational risk management Key Risk Indicators Causal modeling Bayesian networks Business unit level 85.30
4	Applications of Advanced Time Series Models to Analyze the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios / Anwendungen moderner Zeitreihenverfahren zur Analyse zeitvariabler Zusammenhänge zwischen gesamtwirtschaftlichen Entwicklungen, Fundamentaldaten und europäischen Branchenportfolios Mergner, Sascha 04 March 2008 (has links) No description available. 310 Statistik LCB 000 LCB 405 EGCM 100 EGCP 200 EJBB 840 Economics and Management Science Finanzzeitreihen Gauß'sche Zustandsraummodelle Kalman Filter Markov Regime Switching Stochastische Volatilität Zeitvariable Betas Bedingtes Faktormodell Branchenportfolios Financial Time Series Gaussian State Space Model Kalman Filter Markov Regime Switching Stochastic Volatility Efficient Monte Carlo Likelihood Time-Varying Beta Risk Conditional Factor Model Industry Portfolios 31.70 85.30
5	Semi-analytische und simulative Kreditrisikomessung synthetischer Collateralized Debt Obligations bei heterogenen Referenzportfolios / Unternehmenswertorientierte Modellentwicklung und transaktionsbezogene Modellanwendungen / Semi-Analytical and Simulative Credit Risk Measurement of Synthetic Collateralized Debt Obligations with Heterogeneous Reference Portfolios / A Modified Asset-Value Model and Transaction-Based Model Applications Jortzik, Stephan 03 March 2006 (has links) No description available. 330 Wirtschaft Economic Sciences Asset-Backed-Securities CDO CBO CLO ABS Zweckgesellschaft Zinsunterbeteiligung PROMISE KfW Banken Replenishment Unternehmenswertmodell Reduziertes Modell Zeittransformation Brownsche Brücke Ausfallschranke Fourier-Transformation Faktormodell Ausfallrisiko Kreditrisiko Risikoprämie Ratingmigration Asset-Backed Securities CDO CBO CLO ABS Special-Purpose Vehicle Interest Subparticipation PROMISE KfW Banks Replenishment Asset-Value Model Reduced-Form Model Time Transformation Brownian Bridge Default Barrier Fourier Transformation Factor Model Default Risk Credit Risk Risk Premium Rating Migration 85.30 EJBB 280: Finance portfolios investment {Mathematical economics} EJBB 300: Risk theory insurance {Mathematical economics} LCC100

1

Page generated in 0.0163 seconds