Analysis of loss given default von Markus Höchstötter, Abdolreza Nazemi

Volltext

The basics of econometrics: tools, concepts, and asset management applications von Fabozzi, Frank J, Focardi, Sergio M, Rachev, Svetlozar T, Arshanapalli, Bala G, Höechstöetter, Markus

Volltext

Epidemiological spreading of mortgage default von Schweikert, Jochen, Höchstötter, Markus

Volltext

Deep learning for modeling the collection rate for third-party buyers von Nazemi, Abdolreza, Rezazadeh, Hani, Fabozzi, Frank J., Höchstötter, Markus

Volltext

The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications von Fabozzi, Frank J, Focardi, Sergio M, Rachev, Svetlozar T, Arshanapalli, Bala G, Hoechstoetter, Markus

Volltext

INTERNATIONAL STOCK MARKET COMOVEMENT AND NEWS von Höchstötter, Markus, Meyer, Stephan, Riordan, Ryan, Storkenmaier, Andreas

Volltext

Price calibration and hedging of correlation dependent credit derivatives using a structural model with [alpha]-stable distributions von Papenbrock, Jochen, Rachev, Svetlozar T, Höchstötter, Markus, Fabozzi, Frank J

Volltext

Multi-tail generalized elliptical distributions for asset returns von Kring, Sebastian, Rachev, Svetlozar T., Höchstötter, Markus, Fabozzi, Frank J., Bianchi, Michele Leonardo

Volltext

Price calibration and hedging of correlation dependent credit derivatives using a structural model with α-stable distributions von Papenbrock, Jochen, Rachev, Svetlozar T., Höchstötter, Markus, Fabozzi, Frank J.

Volltext

Probability and Statistics for Finance von Rachev, Svetlozar T, Hoechstoetter, Markus, Fabozzi, Frank J, Focardi, Sergio M

Volltext

Epidemiological spreading of mortgage default von Schweikert, Jochen, Höchstötter, Markus

Volltext bestellen

A Comparison of Gaussian and Non-Gaussian Portfolio Choice Models von Ortobelli, Sergio, Huber, Isabella, Höchstötter, Markus, Rachev, Svetlozar

Volltext

Estimation of α-Stable Sub-Gaussian Distributions for Asset Returns von Kring, Sebastian, Rachev, Svetlozar T., Höchstötter, Markus, Fabozzi, Frank J.

Volltext

Chapter 38 - A Comparison of Gaussian and Non-Gaussian Portfolio Choice Models von Ortobelli, Sergio, Huber, Isabella, Höchstötter, Markus, Rachev, Svetlozar

Volltext

APPENDIX C - Binomial and Multinomial Coefficients von Fabozzi, Frank J, Hoechstoetter, Markus, Rachev, Svetlozar T, Focardi, Sergio M

Volltext

APPENDIX D - Application of the Log-Normal Distribution to the Pricing of Call Options von Fabozzi, Frank J, Hoechstoetter, Markus, Rachev, Svetlozar T, Focardi, Sergio M

Volltext

APPENDIX A - Important Functions and Their Features von Fabozzi, Frank J, Hoechstoetter, Markus, Rachev, Svetlozar T, Focardi, Sergio M

Volltext

APPENDIX B - Fundamentals of Matrix Operations and Concepts von Fabozzi, Frank J, Hoechstoetter, Markus, Rachev, Svetlozar T, Focardi, Sergio M

Volltext

Continuous Probability Distributions

Volltext

Testing the Assumptions of the Multivariate Linear Regression Model

Volltext