The state of financial modelling in 2012, as shaped by the GFC.
- Published in:
- 2014
- By:
- Publication type:
- Editorial
Works matching IS 1435246X AND DT 2014 AND VI 22 AND IP 2
Results: 10
1
2
Option pricing in a conditional Bilateral Gamma model.
- Published in:
- Central European Journal of Operations Research, 2014, v. 22, n. 2, p. 373, doi. 10.1007/s10100-013-0286-7
- By:
- Publication type:
- Article
3
Adjustable and fixed interest rates mortgage markets modelling.
- Published in:
- Central European Journal of Operations Research, 2014, v. 22, n. 2, p. 391, doi. 10.1007/s10100-013-0297-4
- By:
- Publication type:
- Article
4
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective.
- Published in:
- Central European Journal of Operations Research, 2014, v. 22, n. 2, p. 285, doi. 10.1007/s10100-013-0330-7
- By:
- Publication type:
- Article
5
N-tuple S&P patterns across decades, 1950-2011.
- Published in:
- Central European Journal of Operations Research, 2014, v. 22, n. 2, p. 339, doi. 10.1007/s10100-013-0298-3
- By:
- Publication type:
- Article
6
Optimal impulse control of a portfolio with a fixed transaction cost.
- Published in:
- Central European Journal of Operations Research, 2014, v. 22, n. 2, p. 355, doi. 10.1007/s10100-013-0304-9
- By:
- Publication type:
- Article
7
Are we using the wrong letters? An analysis of executive stock option Greeks.
- Published in:
- Central European Journal of Operations Research, 2014, v. 22, n. 2, p. 237, doi. 10.1007/s10100-013-0287-6
- By:
- Publication type:
- Article
8
Market efficiency of the Post Communist East European stock markets.
- Published in:
- Central European Journal of Operations Research, 2014, v. 22, n. 2, p. 307, doi. 10.1007/s10100-013-0315-6
- By:
- Publication type:
- Article
9
Downside risk in multiperiod tracking error models.
- Published in:
- Central European Journal of Operations Research, 2014, v. 22, n. 2, p. 263, doi. 10.1007/s10100-013-0290-y
- By:
- Publication type:
- Article
10
A stochastic model for investments in different technologies for electricity production in the long period.
- Published in:
- Central European Journal of Operations Research, 2014, v. 22, n. 2, p. 407, doi. 10.1007/s10100-013-0317-4
- By:
- Publication type:
- Article