Monetary Conditions and Banks’ Behaviour in the Czech Republic
S. Ongena, A. Geršl, P. Jakubík, D. Kowalczyk and J. L. Peydró
Academic Publications
1. Jan. 2015
Modified Munich Chain-Ladder Method
M. Wüthrich, M. Merz
Academic Publications
1. Jan. 2015
Modeling Credit Contagion via the Updating of Fragile Beliefs
P. Collin-Dufresne, L. Benzoni, R. Goldstein, and J. Helwege
Academic Publications
1. Jan. 2015
Measuring risk with multiple eligible assets
W. Farkas, P. Koch-Medina, C. Munari
Academic Publications
1. Jan. 2015
Mathematical Financial Economics: A Basic Introduction, Springer Texts in Business and Economics Series
T. Hens, I. Evstigneev and K. R. Schenk-Hoppe
Academic Publications
1. Jan. 2015
Martingale Optimal Transport in the Skorokhod Space
H. Soner, Y. Dolinsky
Academic Publications
1. Jan. 2015
Margin Regulation and Volatility
F. Kübler, K. Schmedders, J. Brumm, M. Grill
Academic Publications
1. Jan. 2015
Managing Risk in a Creepy World
D. Sornette, P. Cauwels
Academic Publications
1. Jan. 2015
Long Horizons, High Risk Aversion, and Endogenous Spreads
P. Guasoni and J. Muhle-Karbe
Academic Publications
1. Jan. 2015
Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics and Statistics Series
J. Teichmann, P. Friz, J. Gatheral, A. Gulisashvili, A. Jacquier
Academic Publications
1. Jan. 2015
Is There Room for Geoengineering in the Optimal Climate Policy Mix?
M. Chesney, O. Bahn, J. Gheyssens, R. Knutti and A. C. Pana
Academic Publications
1. Jan. 2015
Investment Competence and Advice Seeking
T. Hens, K. Bachmann
Academic Publications
1. Jan. 2015
Interest Rate Derivatives and Volatility, in Handbook of Fixed Income
A. Mele, ed. P. Veronesi
Academic Publications
1. Jan. 2015
Inhomogeneous Long-Range Percolation for Real-Life Network Modeling
M. Wüthrich, P. Deprez, R.S. Hazra
Academic Publications
1. Jan. 2015
Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German and Swiss Banks
H. Hau, M. Efing, P. Kampkötter, and J. Steinbrecher
Academic Publications
1. Jan. 2015