Auflistung Schriftenreihen und Sammelbände nach Titel
Anzeige der Publikationen 2505-2524 von 5414
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2016-10-26DiskussionspapierImplications of Shadow Bank Regulation for Monetary Policy at the Zero Lower Bounds Counter to the credit channel of monetary transmission, monetary policy tightening induces a rise in lending by two different types of non-bank financial institutions (NBFI): shadow banks and investment funds. A monetary ...
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2012-11-14DiskussionspapierImplied Basket Correlation Dynamics Equity basket correlation is an important risk factor. It characterizes the strength of linear dependence between assets and thus measures the degree of portfolio diversification. It can be estimated both under the physical ...
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2009-01-01DiskussionspapierImplied Market Price of Weather Risk Weather influences our daily lives and choices and has an enormous impact on cooperate revenues and earnings. Weather derivatives differ from most derivatives in that the underlying weather cannot be traded and their market ...
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2005-03-01DiskussionspapierImplied Trinomial Trees Implied trinomial trees (ITTs) present an analogous extension of trinomial trees proposed by Derman, Kani, and Chriss (1996). Like their binomial counterparts, they can fit the market volatility smile and actually converge ...
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2003-12-08BuchImplied Volatility String Dynamics A primary goal in modelling the dynamics of implied volatility surfaces (IVS) aims at reducing complexity. For this purpose one fits the IVS each day and applies a principal component analysis using a functional norm. This ...
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2005-11-02BuchImproved linear multi-step methods for stochastic ordinary differential equations We consider linear multi-step methods for stochastic ordinary differential equations and study their convergence properties for problems with small noise or additive noise. We present schemes where the drift part is ...
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2014-09-26DiskussionspapierImproved volatility estimation based on limit order books For a semi-martingale Xt, which forms a stochastic boundary, a rate-optimal estimator for its quadratic variation hX;Xit is con- structed based on observations in the vicinity of Xt. The problem is embedded in a Poisson ...
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2023-05BuchImproving climate resilience through agroecology and adaptive policies
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2016-04-26BuchImproving Market Access for Smallholder Rice Producers in the Philippines
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2011-09-08Teil eines BuchesIn alter und neuer Schönheit erstrahlt ...
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2018ZeitschriftenartikelIn Bewegung: Gelehrtenbibliotheken an der Universitätsbibliothek
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2010Teil eines Buches»… in den allgemeinen Verhältnissen wohl unterrichtet«
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2014-06-23Teil eines Buches„In der Erwachsenenbildung dient die stellvertretende Deutung der Steigerung der Reflexivität und dem Lernen auf dem Weg zum Bildungsprozeß.“
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2010BuchIn der Mitte Berlins
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2011-08-11BuchIn memoriam Richard Mises
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2016-05-01Teil eines BuchesIn Other Words: George Herbert’s Metaphorical Textures Der Aufsatz untersucht Struktur und Funktion der konzeptuellen Metapher (conceit) in der metaphysischen Dichtung des 17. Jahrhunderts. Am Beispiel zweier Gedichte von George Herbert, „Love (3)“ und „Easter Wings“, wird ...
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2019Teil eines Buches‘In our gratitude’
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2011-02-15Teil eines BuchesIn Ruhe studieren
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2006-05-02DiskussionspapierIn Search of Non-Gaussian Components of a High-Dimensional Distribution Finding non-Gaussian components of high-dimensional data is an important preprocessing step for effcient information processing. This article proposes a new linear method to identify the ``non-Gaussian subspace´´ within a ...
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2014-06-05BuchInclusion financière et surendettement