//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Asia-Pacific financial markets"
~person:"Platen, Eckhard"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"performance"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
8
Portfolio-Management
8
Benchmarking
4
Derivat
3
Derivative
3
Aktienindex
2
Börsenkurs
2
Option pricing theory
2
Optionspreistheorie
2
Share price
2
Stock index
2
Theorie
2
Theory
2
Affine processes
1
Anleihe
1
Benchmark approach
1
Bond
1
Credit derivative
1
Credit derivatives
1
Credit risk
1
Credit valuation adjustment
1
Econometric model
1
Elementarschadenversicherung
1
Erwartungsnutzen
1
Expected utility
1
Index futures
1
Index-Futures
1
Investitionsrisiko
1
Investment risk
1
Kreditderivat
1
Kreditrisiko
1
Meteorologie
1
Meteorology
1
Natural disaster insurance
1
Real world pricing
1
Risiko
1
Risk
1
Stochastic process
1
Stochastischer Prozess
1
Weather
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Platen, Eckhard
Runggaldier, Wolfgang J.
4
Ishijima, Hiroshi
3
Konno, Hiroshi
2
Nakamura, Nobuhiro
2
Primbs, James A.
2
Sekine, Jun
2
Baldeaux, Jan
1
Bernard, Carole
1
Bielecki, Tomasz R.
1
Bo, Lijun
1
Breymann, Wolfgang
1
Bruti-Liberati, Nicola
1
Budhi Arta Surya
1
Butt, Nabeel
1
Callegaro, Giorgia
1
Das, Sudipta
1
Di Masi, Giovanni B.
1
Do, Trung K.
1
Fujimoto, Kazufumi
1
Fukaya, Ryuji
1
Gotoh, Jun-ya
1
Haque, Tariq
1
Hata, Hiroaki
1
Hayashi, Tadashi
1
Heath, David C.
1
Hinz, Juri
1
Honda, Toshiki
1
Igarashi, Toru
1
Jang, Inwon
1
Ji, Qin
1
Jokung Nguena, Octave
1
Kashima, Hiroyuki
1
Kashiwabara, Akira
1
Kelly, Leah
1
Kinkawa, Takuya
1
Komatsu, Takahiro
1
Kurniawan, Ryan
1
Latypov, Gennady
1
Lau, John W.
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied mathematical finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Journal of banking & finance
1
Mathematics and financial economics
1
Quantitative Finance Research Centre Research Paper
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research paper series / Swiss Finance Institute
1
Springer Finance
1
Springer finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The Kyoto economic review
1
The journal of asset management
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
2
Alternative defaultable term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
16
(
2009
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003855638
Saved in:
3
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003609529
Saved in:
4
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
12
(
2005
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003370696
Saved in:
5
Diversified portfolios with jumps in a benchmark framework
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003084142
Saved in:
6
A fair pricing approach to weather derivatives
Platen, Eckhard
;
West, Jason
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 23-53
Persistent link: https://www.econbiz.de/10003084151
Saved in:
7
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
Saved in:
8
A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10003084169
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->