Search Results - OOPSLA~

  1. 201

    Three Risky Decades: A Time for Econophysics?

    Published 2022
    Subjects: “…copulas…”
    DOAB: download the publication
    DOAB: description of the publication
    Electronic Book Chapter
  2. 202

    Seismic Assessment and Design of Structures

    Published 2023
    Subjects: “…the copula function…”
    DOAB: download the publication
    DOAB: description of the publication
    Electronic Book Chapter
  3. 203

    Seismic Assessment and Design of Structures

    Published 2023
    Subjects: “…the copula function…”
    DOAB: download the publication
    DOAB: description of the publication
    Electronic Book Chapter
  4. 204

    IJERPH 15th Anniversary

    Published 2020
    Subjects: “…copula function…”
    DOAB: download the publication
    DOAB: description of the publication
    Electronic Book Chapter
  5. 205
  6. 206
  7. 207
  8. 208
  9. 209
  10. 210
  11. 211
  12. 212

    Innovations in Quantitative Risk Management TU München, September 2013 /

    Published 2015
    Table of Contents: “…Part I Markets, Regulation, and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- Model Risk in Incomplete Markets with Jumps -- Part II Financial Engineering -- Bid-Ask Spread for Exotic Options Under Conic Finance -- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- A Two-Sided BNS Model for Multicurrency FX Markets -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- Copula-Specific Credit Portfolio Modeling -- Implied Recovery Rates-Auctions and Models -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- Part III Insurance Risk and Asset Management -- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- Risk Control in Asset Management: Motives and Concepts -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- Improving Optimal Terminal Value Replicating Portfolios -- Part IV Computational Methods for Risk Management -- Risk and Computation -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- A Note on the Numerical Evaluation of the Hartman-Watson Density and Distribution Function -- Computation of Copulas by Fourier Methods -- Part V Dependence Modelling -- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions -- Duality in Risk Aggregation -- Some Consequences of the Markov Kernel Perspective of Copulas -- Copula Representations for Invariant Dependence Functions -- Nonparametric Copula Density Estimation Using a Petrov-Galerkin Projection.…”
    Link to Metadata
    Electronic eBook
  13. 213
  14. 214
  15. 215
  16. 216
  17. 217
  18. 218
  19. 219
  20. 220