
Open access
Author
Date
2004Type
- Doctoral Thesis
ETH Bibliography
yes
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Permanent link
https://doi.org/10.3929/ethz-a-004837545Publication status
publishedExternal links
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Publisher
ETH ZürichSubject
VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); VOLATILITÄT (FINANZEN); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); ZEITREIHENANALYSE (MATHEMATISCHE STATISTIK); MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH); VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); VOLATILITY (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); TIME SERIES ANALYSIS (MATHEMATICAL STATISTICS); MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH)Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 15595, 2004.More
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ETH Bibliography
yes
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