Search Results for - Narrowed by: 2006 - Banks and banking. - Quantitative Finance.SirsiDynix Enterprisehttps://catalog.iyte.edu.tr/client/en_US/default/default/qf$003dPUBDATE$002509Publication$002bDate$0025092006$0025092006$0026qf$003dSUBJECT$002509Subject$002509Banks$002band$002bbanking.$002509Banks$002band$002bbanking.$0026qf$003dSUBJECT$002509Subject$002509Quantitative$002bFinance.$002509Quantitative$002bFinance.$0026ps$003d300?2024-06-17T07:36:07ZThe Mathematics of Arbitrageent://SD_ILS/0/SD_ILS:5098942024-06-17T07:36:07Z2024-06-17T07:36:07Zby Delbaen, Freddy. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-31299-4">http://dx.doi.org/10.1007/978-3-540-31299-4</a><br/>Format: Electronic Resources<br/>Introduction to Stochastic Calculus for Finance A New Didactic Approachent://SD_ILS/0/SD_ILS:5112232024-06-17T07:36:07Z2024-06-17T07:36:07Zby Sondermann, Dieter. author.<br/><a href="http://dx.doi.org/10.1007/3-540-34837-9">http://dx.doi.org/10.1007/3-540-34837-9</a><br/>Format: Electronic Resources<br/>The Market Approach to Comparable Company Valuationent://SD_ILS/0/SD_ILS:5132912024-06-17T07:36:07Z2024-06-17T07:36:07Zby Meitner, Matthias. author.<br/><a href="http://dx.doi.org/10.1007/3-7908-1723-6">http://dx.doi.org/10.1007/3-7908-1723-6</a><br/>Format: Electronic Resources<br/>Sovereign Default Risk Valuation Implications of Debt Crises and Bond Restructuringsent://SD_ILS/0/SD_ILS:5115022024-06-17T07:36:07Z2024-06-17T07:36:07Zby Andritzky, Jochen. author.<br/><a href="http://dx.doi.org/10.1007/978-3-540-37449-7">http://dx.doi.org/10.1007/978-3-540-37449-7</a><br/>Format: Electronic Resources<br/>Biologically Inspired Algorithms for Financial Modellingent://SD_ILS/0/SD_ILS:5098992024-06-17T07:36:07Z2024-06-17T07:36:07Zby Brabazon, Anthony. author.<br/><a href="http://dx.doi.org/10.1007/3-540-31307-9">http://dx.doi.org/10.1007/3-540-31307-9</a><br/>Format: Electronic Resources<br/>The Basel II Risk Parameters Estimation, Validation, and Stress Testingent://SD_ILS/0/SD_ILS:5108322024-06-17T07:36:07Z2024-06-17T07:36:07Zby Engelmann, Bernd. editor.<br/><a href="http://dx.doi.org/10.1007/3-540-33087-9">http://dx.doi.org/10.1007/3-540-33087-9</a><br/>Format: Electronic Resources<br/>Market-Conform Valuation of Optionsent://SD_ILS/0/SD_ILS:5098172024-06-17T07:36:07Z2024-06-17T07:36:07Zby Herwig, Tobias. author.<br/><a href="http://dx.doi.org/10.1007/3-540-30838-5">http://dx.doi.org/10.1007/3-540-30838-5</a><br/>Format: Electronic Resources<br/>A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issuesent://SD_ILS/0/SD_ILS:5094782024-06-17T07:36:07Z2024-06-17T07:36:07Zby Genser, Michael. author.<br/><a href="http://dx.doi.org/10.1007/3-540-28685-3">http://dx.doi.org/10.1007/3-540-28685-3</a><br/>Format: Electronic Resources<br/>Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfoliosent://SD_ILS/0/SD_ILS:5112202024-06-17T07:36:07Z2024-06-17T07:36:07Zby Kühn, Jochen. author.<br/><a href="http://dx.doi.org/10.1007/3-540-34821-2">http://dx.doi.org/10.1007/3-540-34821-2</a><br/>Format: Electronic Resources<br/>