Search Results - Scheicher, Martin

GARCH vs stochastic volatility: option pricing and risk management

by Lehar, Alfred, Scheicher, Martin, Schittenkopf, Christian

Nonlinear dynamics: evidence for a small stock exchange

by Scheicher, Martin

Asset pricing with time-varying covariances: evidence for the German stock market

by Scheicher, Martin

Linear Time-Invariant Systems, Behaviors and Modules

by Oberst, Ulrich, Scheicher, Martin, Scheicher, Ingrid

EBook available at OTH
You can use this e-medium on site at the OTH Library Regensburg

The anatomy of the Euro area interest rate swap market

by Dalla Fontana, Silvia, Holz auf der Heide, Marco, Pelizzon, Loriana, Scheicher, Martin

The pricing subprime mortgage risk in good times and bad: evidence from the ABX.HE indices

by Fender, Ingo 1969-, Scheicher, Martin

Order interlibrary loan

A value at risk analysis of credit default swaps

by Scheicher, Martin, Raunig, Burkhard

read free online

How has CDO market pricing changed during the turmoil?: evidence from CDS index tranches

by Scheicher, Martin

Order interlibrary loan

Asset correlations and credit portfolio risk: an empirical analysis

by Düllmann, Klaus, Scheicher, Martin, Schmieder, Christian 1976-

Order interlibrary loan

Modelling the implied probability of stock market movements

by Glatzer, Ernst, Scheicher, Martin

Table of contents
Order interlibrary loan