Hochschulschrift
Credit dynamics in a first-passage time model with jumps and Latin hypercube sampling with dependence
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
Frankfurt (Main), Frankfurt School of Finance & Management, Diss., 2008
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Derivat
Termingeschäft
Zins
Risikoprämie
Volatilität
Stochastischer Prozess
- Ereignis
-
Veröffentlichung
- (wo)
-
Frankfurt am Main
- (wer)
-
Frankfurt School of Finance & Management gGmbH
- (wann)
-
2008
- Urheber
- URN
-
urn:nbn:de:101:1-201107084389
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
- Packham, Natalie
- Frankfurt School of Finance & Management gGmbH
Entstanden
- 2008
Ähnliche Objekte (12)
Latin hypercube sampling with dependence and applications in finance
Latin hypercube sampling with dependence and applications in finance
Mean-variance portfolio selection in a jump-diffusion financial market with common shock dependence
Jump processes with variable scaling parameters
Integral Options in Models with Jumps
Randomized Jumplists With Several Jump Pointers
Integral options in models with jumps
Leveraging annotation-based modeling with JUMP
Invariant manifolds with boundary for jump-diffusions
Risk aggregation with dependence uncertaity
Sampling from Social Networks with Attributes
Blue noise sampling with controlled aliasing
Latin hypercube sampling with dependence and applications in finance
Latin hypercube sampling with dependence and applications in finance
Mean-variance portfolio selection in a jump-diffusion financial market with common shock dependence
Jump processes with variable scaling parameters
Integral Options in Models with Jumps
Randomized Jumplists With Several Jump Pointers
Integral options in models with jumps
Leveraging annotation-based modeling with JUMP
Invariant manifolds with boundary for jump-diffusions
Risk aggregation with dependence uncertaity
Sampling from Social Networks with Attributes
Blue noise sampling with controlled aliasing
Latin hypercube sampling with dependence and applications in finance
Latin hypercube sampling with dependence and applications in finance
Mean-variance portfolio selection in a jump-diffusion financial market with common shock dependence
Jump processes with variable scaling parameters
Integral Options in Models with Jumps
Randomized Jumplists With Several Jump Pointers
Integral options in models with jumps
Leveraging annotation-based modeling with JUMP
Invariant manifolds with boundary for jump-diffusions
Risk aggregation with dependence uncertaity
Sampling from Social Networks with Attributes