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University: ETH Zürich

You searched for subject:(Financial operations). Showing records 1 – 15 of 15 total matches.

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ETH Zürich

1. Müller, Jürg M. Banking stability and the macroeconomy.

Degree: 2014, ETH Zürich

Subjects/Keywords: BANKEN + BANKWESEN; BANKS + BANKING; MAKROÖKONOMISCHE MODELLE (OPERATIONS RESEARCH); FINANCIAL MARKETS; MACROECONOMIC MODELS (OPERATIONS RESEARCH); FINANZMÄRKTE; info:eu-repo/classification/ddc/330; Economics

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APA (6th Edition):

Müller, J. M. (2014). Banking stability and the macroeconomy. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/81316

Chicago Manual of Style (16th Edition):

Müller, Jürg M. “Banking stability and the macroeconomy.” 2014. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/81316.

MLA Handbook (7th Edition):

Müller, Jürg M. “Banking stability and the macroeconomy.” 2014. Web. 14 Dec 2019.

Vancouver:

Müller JM. Banking stability and the macroeconomy. [Internet] [Doctoral dissertation]. ETH Zürich; 2014. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/81316.

Council of Science Editors:

Müller JM. Banking stability and the macroeconomy. [Doctoral Dissertation]. ETH Zürich; 2014. Available from: http://hdl.handle.net/20.500.11850/81316


ETH Zürich

2. Jakobsons, Edgars. Dependence Uncertainty Bounds and Optimization of Aggregate Risk.

Degree: 2016, ETH Zürich

Subjects/Keywords: OPTIMIERUNGSMODELLE (OPERATIONS RESEARCH); OPTIMIZATION MODELS (OPERATIONS RESEARCH); VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); ABHÄNGIGKEITSMASSE (WAHRSCHEINLICHKEITSRECHNUNG); DEPENDENCE MEASURES (PROBABILITY THEORY); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); FINANZRISIKO (FINANZEN); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); FINANCIAL RISK (FINANCE); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Jakobsons, E. (2016). Dependence Uncertainty Bounds and Optimization of Aggregate Risk. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/116413

Chicago Manual of Style (16th Edition):

Jakobsons, Edgars. “Dependence Uncertainty Bounds and Optimization of Aggregate Risk.” 2016. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/116413.

MLA Handbook (7th Edition):

Jakobsons, Edgars. “Dependence Uncertainty Bounds and Optimization of Aggregate Risk.” 2016. Web. 14 Dec 2019.

Vancouver:

Jakobsons E. Dependence Uncertainty Bounds and Optimization of Aggregate Risk. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/116413.

Council of Science Editors:

Jakobsons E. Dependence Uncertainty Bounds and Optimization of Aggregate Risk. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/116413


ETH Zürich

3. Ṥikić, Mario. Market models beyond the standard setup.

Degree: 2015, ETH Zürich

Subjects/Keywords: FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; FINANCIAL MARKETS; PORTFOLIO SELECTION (OPERATIONS RESEARCH); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; FINANZMÄRKTE; PORTFOLIOTHEORIE (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/330; info:eu-repo/classification/ddc/510; Economics; Mathematics

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APA (6th Edition):

Ṥikić, M. (2015). Market models beyond the standard setup. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/155737

Chicago Manual of Style (16th Edition):

Ṥikić, Mario. “Market models beyond the standard setup.” 2015. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/155737.

MLA Handbook (7th Edition):

Ṥikić, Mario. “Market models beyond the standard setup.” 2015. Web. 14 Dec 2019.

Vancouver:

Ṥikić M. Market models beyond the standard setup. [Internet] [Doctoral dissertation]. ETH Zürich; 2015. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/155737.

Council of Science Editors:

Ṥikić M. Market models beyond the standard setup. [Doctoral Dissertation]. ETH Zürich; 2015. Available from: http://hdl.handle.net/20.500.11850/155737


ETH Zürich

4. Hisano, Ryohei. Large scale empirical analysis of regularities and dynamics of markets.

Degree: 2013, ETH Zürich

Subjects/Keywords: CONSUMER GOODS (ECONOMY); ELECTRONICS; MARKET ANALYSIS; MACROECONOMIC MODELS (OPERATIONS RESEARCH); ECONOMETRICS AND ECONOMETRIC MODELS (OPERATIONS RESEARCH); FINANCIAL MARKETS; KONSUMGÜTER (WIRTSCHAFT); ELEKTRONIK; MARKTANALYSE; MAKROÖKONOMISCHE MODELLE (OPERATIONS RESEARCH); ÖKONOMETRIE UND ÖKONOMETRISCHE MODELLE (OPERATIONS RESEARCH); FINANZMÄRKTE; info:eu-repo/classification/ddc/330; Economics

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APA (6th Edition):

Hisano, R. (2013). Large scale empirical analysis of regularities and dynamics of markets. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/154257

Chicago Manual of Style (16th Edition):

Hisano, Ryohei. “Large scale empirical analysis of regularities and dynamics of markets.” 2013. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/154257.

MLA Handbook (7th Edition):

Hisano, Ryohei. “Large scale empirical analysis of regularities and dynamics of markets.” 2013. Web. 14 Dec 2019.

Vancouver:

Hisano R. Large scale empirical analysis of regularities and dynamics of markets. [Internet] [Doctoral dissertation]. ETH Zürich; 2013. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/154257.

Council of Science Editors:

Hisano R. Large scale empirical analysis of regularities and dynamics of markets. [Doctoral Dissertation]. ETH Zürich; 2013. Available from: http://hdl.handle.net/20.500.11850/154257


ETH Zürich

5. Klöppel, Susanne. Dynamic valuations in incomplete markets.

Degree: 2006, ETH Zürich

Subjects/Keywords: FINANZMÄRKTE; INVESTITIONSANALYSE; MODELLIERUNG SPEZIFISCHER PROBLEME DER WIRTSCHAFT (OPERATIONS RESEARCH); STOCHASTISCHE OPTIMIERUNG (OPERATIONS RESEARCH); LÉVYPROZESSE (STOCHASTISCHE PROZESSE); FINANCIAL MARKETS; INVESTMENT ANALYSIS; MODELING OF SPECIFIC ASPECTS OF THE ECONOMY (OPERATIONS RESEARCH); STOCHASTIC PROGRAMMING (OPERATIONS RESEARCH); LÉVY PROCESSES (STOCHASTIC PROCESSES); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Klöppel, S. (2006). Dynamic valuations in incomplete markets. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/149412

Chicago Manual of Style (16th Edition):

Klöppel, Susanne. “Dynamic valuations in incomplete markets.” 2006. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/149412.

MLA Handbook (7th Edition):

Klöppel, Susanne. “Dynamic valuations in incomplete markets.” 2006. Web. 14 Dec 2019.

Vancouver:

Klöppel S. Dynamic valuations in incomplete markets. [Internet] [Doctoral dissertation]. ETH Zürich; 2006. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/149412.

Council of Science Editors:

Klöppel S. Dynamic valuations in incomplete markets. [Doctoral Dissertation]. ETH Zürich; 2006. Available from: http://hdl.handle.net/20.500.11850/149412


ETH Zürich

6. Liu, Ren. Portfolio selection with frictions.

Degree: 2016, ETH Zürich

Subjects/Keywords: PORTFOLIOTHEORIE (OPERATIONS RESEARCH); TRANSAKTIONSKOSTEN (RECHNUNGSWESEN); RENTABILITÄT; FINANZRISIKO (FINANZEN); RISIKOAVERSION (OPERATIONS RESEARCH); STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIO SELECTION (OPERATIONS RESEARCH); TRANSACTION COSTS (ACCOUNTING); PROFITABILITY; FINANCIAL RISK (FINANCE); RISK AVERSION (OPERATIONS RESEARCH); STOCHASTIC PROCESSES (PROBABILITY THEORY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Liu, R. (2016). Portfolio selection with frictions. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/155519

Chicago Manual of Style (16th Edition):

Liu, Ren. “Portfolio selection with frictions.” 2016. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/155519.

MLA Handbook (7th Edition):

Liu, Ren. “Portfolio selection with frictions.” 2016. Web. 14 Dec 2019.

Vancouver:

Liu R. Portfolio selection with frictions. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/155519.

Council of Science Editors:

Liu R. Portfolio selection with frictions. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/155519


ETH Zürich

7. Czichowsky, Christoph Johannes. Mean-variance portfolio optimisation: trading constraints and time consistency.

Degree: 2011, ETH Zürich

Subjects/Keywords: PORTFOLIO SELECTION (OPERATIONS RESEARCH); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; INVESTMENT MANAGEMENT; PORTFOLIOTHEORIE (OPERATIONS RESEARCH); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; VERMÖGENSVERWALTUNG; info:eu-repo/classification/ddc/330; info:eu-repo/classification/ddc/510; Economics; Mathematics

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APA (6th Edition):

Czichowsky, C. J. (2011). Mean-variance portfolio optimisation: trading constraints and time consistency. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/152819

Chicago Manual of Style (16th Edition):

Czichowsky, Christoph Johannes. “Mean-variance portfolio optimisation: trading constraints and time consistency.” 2011. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/152819.

MLA Handbook (7th Edition):

Czichowsky, Christoph Johannes. “Mean-variance portfolio optimisation: trading constraints and time consistency.” 2011. Web. 14 Dec 2019.

Vancouver:

Czichowsky CJ. Mean-variance portfolio optimisation: trading constraints and time consistency. [Internet] [Doctoral dissertation]. ETH Zürich; 2011. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/152819.

Council of Science Editors:

Czichowsky CJ. Mean-variance portfolio optimisation: trading constraints and time consistency. [Doctoral Dissertation]. ETH Zürich; 2011. Available from: http://hdl.handle.net/20.500.11850/152819


ETH Zürich

8. Herdegen, Martin P.G. Numéraire-Independent Modelling of Financial Markets.

Degree: 2014, ETH Zürich

Subjects/Keywords: ARBITRAGE THEORY (OPERATIONS RESEARCH); SPEKULATIONSHANDEL; FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); GELD + WÄHRUNG; STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); SPECULATIVE TRADING; FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; FINANCIAL MARKETS; MONEY + CURRENCY; FINANZMÄRKTE; ARBITRAGETHEORIE (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Herdegen, M. P. G. (2014). Numéraire-Independent Modelling of Financial Markets. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/93498

Chicago Manual of Style (16th Edition):

Herdegen, Martin P G. “Numéraire-Independent Modelling of Financial Markets.” 2014. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/93498.

MLA Handbook (7th Edition):

Herdegen, Martin P G. “Numéraire-Independent Modelling of Financial Markets.” 2014. Web. 14 Dec 2019.

Vancouver:

Herdegen MPG. Numéraire-Independent Modelling of Financial Markets. [Internet] [Doctoral dissertation]. ETH Zürich; 2014. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/93498.

Council of Science Editors:

Herdegen MPG. Numéraire-Independent Modelling of Financial Markets. [Doctoral Dissertation]. ETH Zürich; 2014. Available from: http://hdl.handle.net/20.500.11850/93498


ETH Zürich

9. Audrino, Francesco. Statistical methods for high-multivariate financial time series.

Degree: 2002, ETH Zürich

Subjects/Keywords: ZEITREIHENANALYSE (MATHEMATISCHE STATISTIK); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; NICHTPARAMETRISCHE SCHÄTZUNG (MATHEMATISCHE STATISTIK); VOLATILITÄT (FINANZEN); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); TIME SERIES ANALYSIS (MATHEMATICAL STATISTICS); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; NONPARAMETRIC ESTIMATION (MATHEMATICAL STATISTICS); VOLATILITY (FINANCE); RISK THEORY (PROBABILITY THEORY); PORTFOLIO SELECTION (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Audrino, F. (2002). Statistical methods for high-multivariate financial time series. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/146169

Chicago Manual of Style (16th Edition):

Audrino, Francesco. “Statistical methods for high-multivariate financial time series.” 2002. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/146169.

MLA Handbook (7th Edition):

Audrino, Francesco. “Statistical methods for high-multivariate financial time series.” 2002. Web. 14 Dec 2019.

Vancouver:

Audrino F. Statistical methods for high-multivariate financial time series. [Internet] [Doctoral dissertation]. ETH Zürich; 2002. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/146169.

Council of Science Editors:

Audrino F. Statistical methods for high-multivariate financial time series. [Doctoral Dissertation]. ETH Zürich; 2002. Available from: http://hdl.handle.net/20.500.11850/146169


ETH Zürich

10. Höing, Andrea. Topics in risk management for insurance and finance: ruin and dependence.

Degree: 2005, ETH Zürich

Subjects/Keywords: RISIKOANALYSE (OPERATIONS RESEARCH); RUINWAHRSCHEINLICHKEIT (WAHRSCHEINLICHKEITSRECHNUNG); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); RISK ANALYSIS (OPERATIONS RESEARCH); RUIN PROBABILITY (PROBABILITY THEORY); MARKOV PROCESSES (PROBABILITY THEORY); VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Höing, A. (2005). Topics in risk management for insurance and finance: ruin and dependence. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/148887

Chicago Manual of Style (16th Edition):

Höing, Andrea. “Topics in risk management for insurance and finance: ruin and dependence.” 2005. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/148887.

MLA Handbook (7th Edition):

Höing, Andrea. “Topics in risk management for insurance and finance: ruin and dependence.” 2005. Web. 14 Dec 2019.

Vancouver:

Höing A. Topics in risk management for insurance and finance: ruin and dependence. [Internet] [Doctoral dissertation]. ETH Zürich; 2005. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/148887.

Council of Science Editors:

Höing A. Topics in risk management for insurance and finance: ruin and dependence. [Doctoral Dissertation]. ETH Zürich; 2005. Available from: http://hdl.handle.net/20.500.11850/148887


ETH Zürich

11. Meng, Nicolas. Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization.

Degree: 2013, ETH Zürich

Subjects/Keywords: RISK THEORY (PROBABILITY THEORY); INVESTITIONSRISIKO; VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); RISIKOTHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); INVESTMENT RISK; info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/330; Mathematics; Economics

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APA (6th Edition):

Meng, N. (2013). Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization. (Thesis). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/67569

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Meng, Nicolas. “Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization.” 2013. Thesis, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/67569.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Meng, Nicolas. “Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization.” 2013. Web. 14 Dec 2019.

Vancouver:

Meng N. Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization. [Internet] [Thesis]. ETH Zürich; 2013. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/67569.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Meng N. Optimal Portfolios: The Benefts of Advanced Techniques in Risk Management and Portfolio Optimization. [Thesis]. ETH Zürich; 2013. Available from: http://hdl.handle.net/20.500.11850/67569

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


ETH Zürich

12. Kappel, Vivien. Financial development and economic performance.

Degree: 2009, ETH Zürich

Subjects/Keywords: ECONOMETRICS AND ECONOMETRIC MODELS (OPERATIONS RESEARCH); ECONOMIC DEVELOPMENT; FINANCIAL SYSTEMS; ASYMMETRIC INFORMATION (INFORMATION THEORY); GROWTH MODELS (ECONOMICS); ÖKONOMETRIE UND ÖKONOMETRISCHE MODELLE (OPERATIONS RESEARCH); WIRTSCHAFTSENTWICKLUNG; FINANZSYSTEME; ASYMMETRISCHE INFORMATIONEN (INFORMATIONSTHEORIE); WACHSTUMSMODELLE (WIRTSCHAFTSWISSENSCHAFTEN); info:eu-repo/classification/ddc/330; info:eu-repo/classification/ddc/510; Economics; Mathematics

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APA (6th Edition):

Kappel, V. (2009). Financial development and economic performance. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/151275

Chicago Manual of Style (16th Edition):

Kappel, Vivien. “Financial development and economic performance.” 2009. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/151275.

MLA Handbook (7th Edition):

Kappel, Vivien. “Financial development and economic performance.” 2009. Web. 14 Dec 2019.

Vancouver:

Kappel V. Financial development and economic performance. [Internet] [Doctoral dissertation]. ETH Zürich; 2009. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/151275.

Council of Science Editors:

Kappel V. Financial development and economic performance. [Doctoral Dissertation]. ETH Zürich; 2009. Available from: http://hdl.handle.net/20.500.11850/151275


ETH Zürich

13. Keel, Simon T. Optimal portfolio construction and active portfolio management including alternative investments.

Degree: 2006, ETH Zürich

Subjects/Keywords: MODELLRECHNUNG/BETRIEBSWISSENSCHAFTEN; FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; STOCHASTISCHE REGELUNG (THEORIE DER REGELUNGSSYSTEME); PORTFOLIOABSICHERUNG (OPERATIONS RESEARCH); PORTFOLIO MANAGEMENT (UNTERNEHMENSFÜHRUNG); PORTFOLIO INSURANCE (OPERATIONS RESEARCH); PORTFOLIO MANAGEMENT (BUSINESS MANAGEMENT); STOCHASTIC CONTROL (CONTROL SYSTEMS THEORY); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; MATHEMATICAL MODELING/SCIENTIFIC MANAGEMENT; RISK MANAGEMENT (BUSINESS ECONOMICS); RISIKOMANAGEMENT (BETRIEBSWIRTSCHAFT); info:eu-repo/classification/ddc/330; Economics

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APA (6th Edition):

Keel, S. T. (2006). Optimal portfolio construction and active portfolio management including alternative investments. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/503

Chicago Manual of Style (16th Edition):

Keel, Simon T. “Optimal portfolio construction and active portfolio management including alternative investments.” 2006. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/503.

MLA Handbook (7th Edition):

Keel, Simon T. “Optimal portfolio construction and active portfolio management including alternative investments.” 2006. Web. 14 Dec 2019.

Vancouver:

Keel ST. Optimal portfolio construction and active portfolio management including alternative investments. [Internet] [Doctoral dissertation]. ETH Zürich; 2006. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/503.

Council of Science Editors:

Keel ST. Optimal portfolio construction and active portfolio management including alternative investments. [Doctoral Dissertation]. ETH Zürich; 2006. Available from: http://hdl.handle.net/20.500.11850/503


ETH Zürich

14. Kaufmann, Roger. Long-term risk management.

Degree: 2004, ETH Zürich

Subjects/Keywords: 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); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Kaufmann, R. (2004). Long-term risk management. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/148307

Chicago Manual of Style (16th Edition):

Kaufmann, Roger. “Long-term risk management.” 2004. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/148307.

MLA Handbook (7th Edition):

Kaufmann, Roger. “Long-term risk management.” 2004. Web. 14 Dec 2019.

Vancouver:

Kaufmann R. Long-term risk management. [Internet] [Doctoral dissertation]. ETH Zürich; 2004. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/148307.

Council of Science Editors:

Kaufmann R. Long-term risk management. [Doctoral Dissertation]. ETH Zürich; 2004. Available from: http://hdl.handle.net/20.500.11850/148307


ETH Zürich

15. Herrmann, Sebastian. Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes.

Degree: 2016, ETH Zürich

Subjects/Keywords: DERIVATIVE PRODUCTS (FINANCE); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); KURSSICHERUNG (FINANZMATHEMATIK); MARTINGALE + SEMIMARTINGALE (WAHRSCHEINLICHKEITSRECHNUNG); OPTIONS (FINANCE); PORTFOLIO SELECTION (OPERATIONS RESEARCH); DERIVATIVE PRODUKTE (FINANZEN); OPTIONEN (FINANZEN); SPECIAL STOCHASTIC PROCESSES (PROBABILITY THEORY); VOLATILITÄT (FINANZEN); MARTINGALES + SEMIMARTINGALES (PROBABILITY THEORY); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); HEDGING (FINANCIAL MATHEMATICS); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); VOLATILITY (FINANCE); SPEZIELLE STOCHASTISCHE PROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Herrmann, S. (2016). Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/114733

Chicago Manual of Style (16th Edition):

Herrmann, Sebastian. “Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes.” 2016. Doctoral Dissertation, ETH Zürich. Accessed December 14, 2019. http://hdl.handle.net/20.500.11850/114733.

MLA Handbook (7th Edition):

Herrmann, Sebastian. “Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes.” 2016. Web. 14 Dec 2019.

Vancouver:

Herrmann S. Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2019 Dec 14]. Available from: http://hdl.handle.net/20.500.11850/114733.

Council of Science Editors:

Herrmann S. Beyond Black and Scholes: Uncertainty aversion, delta-vega hedging, and bubbles and crashes. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/114733

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