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1Electronic Resource
المؤلفون: Reiß, Oliver.
مصطلحات موضوعية: Value at Risk. Portfolio Selection. Mathematische Methode. Kreditmarkt. Kreditrisiko.
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2Book
المؤلفون: Reiss, Oliver (1967- ).
المصدر: Literaturverzeichnis s. 185-236.
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3Report
Time: 510
وصف الملف: application/pdf
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4Report
المؤلفون: Reiß, Oliver
مصطلحات موضوعية: article, ddc:510, 91Gxx, 91B30, 60E10, Credit Risk -- Generalization of CreditRisk+ -- Market Risk -- Fourier inversion -- Characteristic function
Relation: https://doi.org/10.20347/WIAS.PREPRINT.817; https://archive.wias-berlin.de/receive/wias_mods_00001257; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001176/wias_preprints_817.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2003&number=817
الاتاحة: https://doi.org/10.20347/WIAS.PREPRINT.817
https://archive.wias-berlin.de/receive/wias_mods_00001257
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001176/wias_preprints_817.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2003&number=817 -
5Report
المؤلفون: Haaf, Hermann, Reiß, Oliver, Schoenmakers, John G. M.
مصطلحات موضوعية: article, ddc:510, 91B30, 60E10, Credit risk -- Probability generating function -- Computation of functions of power series -- Numerical stability
Time: 60-08
Relation: https://doi.org/10.20347/WIAS.PREPRINT.846; https://archive.wias-berlin.de/receive/wias_mods_00001274; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001193/wias_preprints_846.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2003&number=846
الاتاحة: https://doi.org/10.20347/WIAS.PREPRINT.846
https://archive.wias-berlin.de/receive/wias_mods_00001274
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001193/wias_preprints_846.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2003&number=846 -
6Report
المؤلفون: Milstein, Grigori N., Reiß, Oliver, Schoenmakers, John G. M.
مصطلحات موضوعية: article, ddc:510, 60H30, 65C30, 91Gxx, Pricing and hedging of American options -- Monte Carlo simulation -- Determination of the exercise boundary
Relation: https://doi.org/10.20347/WIAS.PREPRINT.850; https://archive.wias-berlin.de/receive/wias_mods_00001275; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001194/wias_preprints_850.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2003&number=850
الاتاحة: https://doi.org/10.20347/WIAS.PREPRINT.850
https://archive.wias-berlin.de/receive/wias_mods_00001275
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001194/wias_preprints_850.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2003&number=850 -
7Report
المؤلفون: Reiß, Oliver
مصطلحات موضوعية: article, ddc:510, 65F30, Modified Cholesky decomposition -- LDLT decomposition -- Semi--positive matrices -- Covariance matrix -- Correlation matrix -- Value at risk
Time: 15-04, 91-08
Relation: https://doi.org/10.20347/WIAS.PREPRINT.760; https://archive.wias-berlin.de/receive/wias_mods_00001173; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001092/wias_preprints_760.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2002&number=760
الاتاحة: https://doi.org/10.20347/WIAS.PREPRINT.760
https://archive.wias-berlin.de/receive/wias_mods_00001173
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001092/wias_preprints_760.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2002&number=760 -
8Report
المؤلفون: Reiß, Oliver, Schoenmakers, John G. M., Schweizer, Martin
مصطلحات موضوعية: article, ddc:510, 91Gxx, 60G35, 91B70, asset market -- interest rates -- market structure -- asset indices -- endogenous dynamic relations
Relation: https://doi.org/10.20347/WIAS.PREPRINT.652; https://archive.wias-berlin.de/receive/wias_mods_00001105; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001024/wias_preprints_652.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2001&number=652
الاتاحة: https://doi.org/10.20347/WIAS.PREPRINT.652
https://archive.wias-berlin.de/receive/wias_mods_00001105
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00001024/wias_preprints_652.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2001&number=652 -
9Report
المؤلفون: Reiß, Oliver, Wystup, Uwe
مصطلحات موضوعية: article, ddc:510, 91Gxx, Calculation of Greeks -- Derivatives of option prices -- Homogeneity properties of financial markets
Time: 91-08
Relation: https://doi.org/10.20347/WIAS.PREPRINT.584; https://archive.wias-berlin.de/receive/wias_mods_00001006; https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00000925/wias_preprints_584.pdf; http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2000&number=584
الاتاحة: https://doi.org/10.20347/WIAS.PREPRINT.584
https://archive.wias-berlin.de/receive/wias_mods_00001006
https://archive.wias-berlin.de/servlets/MCRFileNodeServlet/wias_derivate_00000925/wias_preprints_584.pdf
http://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2000&number=584 -
10Book
المؤلفون: Reiß, Oliver
المصدر: Springer Finance ; CreditRisk+ in the Banking Industry ; page 215-230 ; ISSN 1616-0533 2195-0687 ; ISBN 9783642058547 9783662064276
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11Book
المؤلفون: Haaf, Hermann, Reiß, Oliver, Schoenmakers, John
المصدر: Springer Finance ; CreditRisk+ in the Banking Industry ; page 69-77 ; ISSN 1616-0533 2195-0687 ; ISBN 9783642058547 9783662064276
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12Book
المؤلفون: Reiß, Oliver
المصدر: Springer Finance ; CreditRisk+ in the Banking Industry ; page 111-128 ; ISSN 1616-0533 2195-0687 ; ISBN 9783642058547 9783662064276
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13Book
المؤلفون: Reiss, Oliver
المصدر: Berichte des German Chapter of the ACM ; Interaktion im Web — Innovative Kommunikationsformen ; page 181-194 ; ISSN 0724-9764 ; ISBN 9783519026914 9783663058526
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14Academic Journal
المؤلفون: Reiß, Oliver, Schoenmakers, John G. M., Schweizer, Martin
مصطلحات موضوعية: article, ddc:510, asset market -- interest rates -- market structure -- asset indices -- endogenous dynamic relations
Relation: Journal of Economic Dynamics & Control -- J. Econ. Dyn. & Control (Netherlands) -- J Econ Dyn and Control -- J Econom Dynamics Control -- 0165-1889 -- 717409-3 -- 1460621-5 -- https://www.journals.elsevier.com/journal-of-economic-dynamics-and-control; https://doi.org/10.1016/j.jedc.2005.12.006; https://archive.wias-berlin.de/receive/wias_mods_00004203
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15Academic Journal
المؤلفون: Reiß, Oliver, Haaf, Hermann, Schoenmakers, John G. M.
مصطلحات موضوعية: article, ddc:510, Credit risk -- Probability generating function -- Computation of functions of power series -- Numerical stability
Relation: Journal of Risk -- 1465-1211 -- 1476260-2 -- 1755-2842 -- 2091446-5 -- https://www.risk.net/journal-of-risk; https://doi.org/10.21314/jor.2004.097; https://archive.wias-berlin.de/receive/wias_mods_00004607
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16Academic Journal
المؤلفون: Reiss, Oliver, Wystup, Uwe
مصطلحات موضوعية: article, ddc:510, Calculation of Greeks -- Derivatives of option prices -- Homogeneity properties of financial markets
Relation: The journal of derivatives -- 1074-1240 -- 1169004-5 -- https://jod.pm-research.com/; https://doi.org/10.3905/jod.2001.319174; https://archive.wias-berlin.de/receive/wias_mods_00003784
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17
المؤلفون: Reiß, Oliver
مصطلحات موضوعية: msc:91B30, Risikomanagement, msc:60E10, Cholesky-Verfahren, Fourier-Transformation, Kreditrisiko, ddc:510, Marktrisiko, msc:65F30
وصف الملف: application/pdf
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18Dissertation/ Thesis
المؤلفون: Reiß, Oliver
مصطلحات موضوعية: Risikomanagement, Marktrisiko, Kreditrisiko, Cholesky-Verfahren, Fourier-Transformation, ddc:510
وصف الملف: application/pdf
Relation: https://kluedo.ub.rptu.de/frontdoor/index/index/docId/1435; urn:nbn:de:bsz:386-kluedo-16210; https://nbn-resolving.org/urn:nbn:de:bsz:386-kluedo-16210; https://kluedo.ub.rptu.de/files/1435/Dissertation_Reiss.pdf
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19Electronic Resource
المؤلفون: Hasenkamp, Ulrich, Reiss, Oliver, Jenne, Thomas, Goeken, Matthias, Hasenkamp, U ( Ulrich ), Reiss, O ( Oliver ), Jenne, T ( Thomas ), Goeken, M ( Matthias ), Schwabe, Gerhard; https://orcid.org/0000-0002-0453-9762, Krcmar, Helmut
المصدر: Schwabe, Gerhard; Krcmar, Helmut (2000). Domino im Stuttgarter Kommunalparlament. In: Hasenkamp, Ulrich; Reiss, Oliver; Jenne, Thomas; Goeken, Matthias. Notes/Domino effektiv nutzen. Groupware in Fallstudien. München: Addison Wesley, 199-218.
مصطلحات الفهرس: Department of Informatics, 000 Computer science, knowledge & systems, Book Section, NonPeerReviewed, info:eu-repo/semantics/bookPart, info:eu-repo/semantics/acceptedVersion
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20Academic Journal
المؤلفون: Haaf, Hermann1, Reiß, Oliver2, Schoenmakers, John3
المصدر: Journal of Risk. Summer2004, Vol. 6 Issue 4, p1-10. 10p.
مصطلحات موضوعية: *CREDIT, *CREDIT risk, *CREDIT ratings, *BANKING industry, *INTEREST rate risk, *ALGORITHMS