Results for *

Displaying results 1 to 3 of 3.

1. Simulation of the yield curve

   checking a cox-ingersoll-ross modell
   Author: Fischer, Tom; May, Angelika; Walther, Brigitte

   Published: 2002

   Publisher:  Techn. Univ., Fachbereich Mathematik, Darmstadt

   • Bibliographic information
   • Export

   Export to reference management software

   RIS file   BibTeX file

   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Print
   DDC Categories:	510
   Series:	Preprint / Technische Universität Darmstadt, Fachbereich Mathematik ; Nr. 2226
   Subjects:	Börsenkurs; Rentenmarkt; Zinsstruktur; Simulation; Schätzung; Theorie; Wahrscheinlichkeitsverteilung
   Other subjects:	(stw)Börsenkurs; (stw)Rentenmarkt; (stw)Zinsstruktur; (stw)Simulation; (stw)Schätzung; (stw)Theorie; (stw)Deutschland; (stw)Martingal; Graue Literatur
   Scope:	27 S., graph. Darst., 30 cm

2. On the pricing and hedging of credit risk in incomplete markets

   Author: Lotz, Christopher

   • Bibliographic information
   • Summary
   • Export

   Export to reference management software

   RIS file   BibTeX file

   Content information

   Inhaltsverzeichnis

   Source:	Union catalogues
   Language:	English
   Media type:	Dissertation
   Format:	Print
   RVK Categories:	QK 600 ; QK 320 ; QK 600
   DDC Categories:	330; 380; 650; 670
   Subjects:	Kreditmarkt; Unvollkommener Markt; Ausfallrisiko; Risikomanagement; Kreditrisiko; Optionspreistheorie; Hedging; Kapitalmarkttheorie; Stochastischer Prozess; Unvollkommener Markt; Theorie; Wahrscheinlichkeitsverteilung; Value at Risk
   Other subjects:	(stw)Kreditrisiko; (stw)Optionspreistheorie; (stw)Hedging; (stw)Kapitalmarkttheorie; (stw)Stochastischer Prozess; (stw)Unvollkommener Markt; (stw)Theorie; (stw)Martingal; (stw)Risikomaß; Graue Literatur
   Scope:	IV, 156 S., graph. Darst., 21 cm
   Notes:	Bonn, Univ., Diss., 2000

3. How does the ECB allot liquidity in its weekly main refinancing operations?

   a look at the empirical evidence
   Author: Ejerskov, Steen; Moss, Clara Martin; Stracca, Livio

   Published: 2003

   Publisher:  Europ. Central Bank, Frankfurt am Main

   • Bibliographic information
   • Summary
   • Export

   Export to reference management software

   RIS file   BibTeX file

   Content information

   Inhaltsverzeichnis

   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Print
   DDC Categories:	330; 380; 650; 670
   Series:	Working paper series / European Central Bank ; Eurosystem ; No. 244
   Subjects:	Geldpolitik; Bankenliquidität; Zinstheorie; Notenbank; Wahrscheinlichkeitsverteilung
   Other subjects:	(stw)Geldpolitik; (stw)Bankenliquidität; (stw)Liquiditätseffekt; (stw)Zentralbank; (stw)EU-Staaten; (stw)Martingal; Arbeitspapier; Graue Literatur
   Scope:	50 S., graph. Darst., 30 cm