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File 2017 Artikel A multiple-curve Lévy forward rate model in a two-price economy
A multiple-curve Lévy forward rate model in a two-price economy. Quantitative Finance (2017) (with Ch. Gerhart) The Version of Record of this manuscript has ...
Event Prof. Dr. Johanna F. Ziegel
Higher Order Elicitability
File 2016 Artikel Improved Fréchet bounds and application to VaR estimates
Improved Fréchet bounds and application to VaR estimates. Prepring (2016).
Event Dr. Christiane Fuchs
Understanding Biological Processes using Stochastic Modelling
Event Prof. David Siegmund
Detection and Estimation of Local Signals
Folder Nachrichten
Folder Inhalte
Page Machine Learning
Folder Machine Learning
Event Alexandros Bourtounis (Freiburg): Birth-Death Processes
Event Prof. Dr. Rainer Dahlhaus
Cointegration and Phase Synchronization: Bridging Two Theories
Event Prof. Dr. Leonhard Held
Building a Statistical Model: The Endemic-Epidemic Modelling Framework
Event Prof. Dr. Sebastian Ferrando
Trajectorial Models based on Operational Assumptions
Event Prof. Dr. Josef Teichmann
Affine processes in mathematical Finance
Event 30 Jahre Datenanalyse und Modellbildung in Freiburg
Image Prof. Dr. Stefan Tappe
Folder Inhalte
Folder Stefan Tappe
Page apl. Prof. Dr. Stefan Tappe
Event Dr. Michael Hoffmann
On Detecting Changes in the Jumps of Arbitrary Size of a Time-Continuous Stochastic Process
Event Prof. Anita Winter
Algebraic Trees versus Metric Trees as States of Stochastic Processes
Event First Workshop of the Freiburg-Strasbourg Research Group on Financial and Actuarial Mathematics
File 2017 Artikel VaR bounds with two-sided dependence information on the copula
VaR bounds with two-sided dependence information on the copula. Coauthor: T. Lux. Preprint (2017) (pdf)
File 2016 Artikel VaR bounds in models with partial dependence information on subgroups
VaR bounds in models with partial dependence information on subgroups. Coauthor: J. Witting. Preprint (2016).
File 2016 Artikel Quantiles as Markov morphisms: a copula and mass transportation approach
Quantiles as Markov morphisms: a copula and mass transportation approach. Coauthor: O. P. Faugeras. Preprint (2016)
Folder Sommersemester 2018
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