Editorial: Special issue on “Extremes in Finance"
P. Embrechts, NA
Academic Publications
1. Jan. 2014
Upcoming
Edited Volume “Extremes in Finance"
P. Embrechts
Academic Publications
1. Jan. 2014
Economic Uncertainty, Disagreement, and Credit Markets
F. Trojani, A. Buraschi and A. Vedolin
Academic Publications
1. Jan. 2014
Upcoming
Dynamics and Spatial Distribution of Global Nighttime Lights
D. Sornette, P. Cauwels, N. Pestalozzi
Academic Publications
1. Jan. 2014
Demand of Insurance under the Cost-of-capital Premium Calculation Principle
M. Wüthrich, M. Merz
Academic Publications
1. Jan. 2014
Upcoming
Corporate Finance: Grundlagen von Finanzierung und Investition, with R. Volkart, 2014, Versus Verlag (Zürich).
R. Volkart
Academic Publications
1. Jan. 2014
Upcoming
Conditions for Quantum Interference in Cognitive Sciences
D. Sornette, V.I. Yukalov
Academic Publications
1. Jan. 2014
Upcoming
Computing All Solutions to Polynomial Equations in Economics
K. Schmedders, Kenneth L. Judd
Academic Publications
1. Jan. 2014
Upcoming
Competition in Banking, in Handbook of Banking, 2nd Edition
S. Ongena, H. Degryse, P. Morales Acevedo ed. A.N. Berger, P. Molyneux, and J.O. Wilson
Academic Publications
1. Jan. 2014
Upcoming
Characterization of the Tail of the Distribution of Earthquake Magnitudes by combining the GEV and GPD descriptions of Extreme Value Theory
D. Sornette, V.F. Pisarenko and M.V. Rodkin
Academic Publications
1. Jan. 2014
Capital Requirements with Defaultable Securities
W. Farkas, P. Koch-Medina and C.-A. Munari
Academic Publications
1. Jan. 2014
Upcoming
Capital Levels and Risk-taking Propensity in Financial Institutions
W. Farkas, G. Barone-Adesi and P. Koch-Medina
Academic Publications
1. Jan. 2014
Upcoming
Can Utility Optimization Explain the Demand for Structured Investment Products?
T. Hens, M.O. Rieger
Academic Publications
1. Jan. 2014
Upcoming
Beyond Cash-additive Risk Measures: When Changing the Numeraire Fails
W. Farkas, P. Koch-Medina and C.-A. Munari
Academic Publications
1. Jan. 2014
Upcoming
Banks and Bonds: The Impact of Bank Loan Announcements on Bond and Equity Prices
S. Ongena, V. Roscovan, W. L. Song, and B. Werker
Academic Publications
1. Jan. 2014
Upcoming