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Number of items: 15.

Farkas, Walter; Gourier, Elise; Huitema, Robert; Necula, Ciprian (2017). A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing. Journal of Banking and Finance, 77:249-268.

Farkas, Walter; Gourier, Elise; Huitema, Robert; Necula, Ciprian (2016). The Impact of Cointegration on Commodity Spread Options. In: Glau, Kathrin; Grbac, Zorana; Scherer, Matthias; Zagst, Rudi. Innovations in Derivatives Markets. Cham: Springer, 421-435.

Farkas, Walter; Koch-Medina, Pablo; Munari, Cosimo-Andrea (2015). Measuring risk with multiple eligible assets. Mathematics and Financial Economics, 9(1):3-27.

Farkas, Walter; Schmid, Sandro (2015). Akkurate Messung der Portfoliorisiken im Pensionskassengeschäft. Schweizerische Zeitschrift für Sozialversicherung und berufliche Vorsorge, 59(5):406-414.

Barone-Adesi, Giovanni; Farkas, Walter; Koch-Medina, Pablo (2014). Capital levels and risk-taking propensity in financial institutions. Accounting and Finance Research, 3(1):85-89.

Farkas, Walter; Munari, Cosimo-Andrea; Koch-Medina, Pablo (2014). Capital Requirements with Defaultable Securities. Insurance: Mathematics and Economics, 55:58-67.

Farkas, Walter; Koch-Medina, Pablo; Munari, Cosimo-Andrea (2013). Beyond cash-additive risk measures: When changing the numeraire fails. Finance and Stochastics, 18(1):145-173.

Drimus, Gabriel G; Necula, Ciprian; Farkas, Walter (2013). Closed form option pricing under generalized hermite expansions. SSRN 2349868, University of Zurich.

Farkas, Walter; Söldi, Andrea. Die Veränderungen in der Finanzwelt mitprägen. In: Tages-Anzeiger, 12 December 2011, p.31.

Farkas, Walter; Gourier, Elise. Les aléas de l’évaluation des risques. In: Le Temps, 25 August 2010, p.online.

Farkas, Walter; Gourier, Elise. Zukunft liegt in der Vergangenheit. In: Handelszeitung, 28 October 2009, p.37.

Farkas, Walter. Un besoin de contrôle. In: Le Temps, 30 March 2009, p.online.

Gourier, Elise; Abbate, Donato; Farkas, Walter (2009). Operational risk quantification using extreme value theory and copulas: from theory to practice. The Journal of Operational Risk, 4(3):1-24.

Farkas, Walter; Jacob, Niels; Schilling, Rene L (2001). Feller semigroups, Lp-sub-Markovian semigroups, and applications to pseudo-differential operators with negative definite symbols. Forum Mathematicum, 13(1):59-90.

Farkas, Walter; Jacob, Niels (2001). Sobolev spaces on non-smooth domains and Dirichlet forms related to subordinate reflecting diffusions. Mathematische Nachrichten, 224(1):75-104.

This list was generated on Sat Nov 17 21:40:05 2018 CET.