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Contributions published at Quantitative Finance (Erich Walter Farkas)
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Jens Hinrichsen, Bayesian Filtering for Volatility Estimation, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Master's Thesis)  |
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| Erich Walter Farkas, Elise Gourier, Les aléas de l’évaluation des risques, In: Le Temps, p. online, 25 August 2010. (Newspaper Article) |
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| Kai Schonle, Dependence in commodity markets - empirical evidence and estimation, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Master's Thesis) |
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| Jan Mysicka, Euler capital allocation and coherent risk measures, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Master's Thesis) |
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| Enrique Loubet, On the mathematical foundations of the Froot-Stein model, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Master's Thesis) |
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| Olivier Panchaud, Economic capital assessment: An application using a conditional copula approach, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Master's Thesis) |
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| Erich Walter Farkas, Quantitative methods in operational risk: more or less?, In: University of Birmingham External Seminar. 2010. (Conference Presentation) |
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| Inna Shkodrova, CDO Pricing via Stochastic Filtering, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2010. (Master's Thesis) |
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| Erich Walter Farkas, Elise Gourier, Produits structurés: Comment éviter une nouvelle crise financière, In: Banque et Finance, p. 29, 1 January 2010. (Newspaper Article) |
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| Gabriel Grigore Drimus, A forward started jump-diffusion model and pricing of cliquet style exotics, Review of Derivatives Research, Vol. 13 (2), 2010. (Journal Article) |
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| Erich Walter Farkas, Elise Gourier, Zukunft liegt in der Vergangenheit, In: Handelszeitung, p. 37, 28 October 2009. (Newspaper Article) |
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| Erich Walter Farkas, Un besoin de contrôle, In: Le Temps, p. online, 30 March 2009. (Newspaper Article) |
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| Elise Gourier, Donato Abbate, Erich Walter Farkas, Operational risk quantification using extreme value theory and copulas: from theory to practice, The Journal of Operational Risk, Vol. 4 (3), 2009. (Journal Article) |
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| Elise Gourier, Modeling operational risk using extreme-value theory and copulas, University of Zurich, Faculty of Economics, Business Administration and Information Technology, 2008. (Master's Thesis) |
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| Robert Huitema, A market model for stochastic implied volatility and option risk premiums, University of Twente, Faculty of Mathematics, 2008. (Master's Thesis) |
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| Erich Walter Farkas, N Reich, C Schwab, Anisotropic stable Levy copula processes-analytical and numerical aspects, Mathematical Models and Methods in Applied Sciences, Vol. 17 (9), 2007. (Journal Article) |
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 Antonio M Caetano, Erich Walter Farkas, Local Growth Envelopes of Besov Spaces of Generalized Smoothness, Zeitschrift für Analysis und ihre Anwendungen, Vol. 25 (3), 2006. (Journal Article) |
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| Erich Walter Farkas, H G Leopold, Characterisations of function spaces of generalized smoothness, Annali di Matematica Pura ed Applicata, Vol. 185, 2006. (Journal Article) |
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| Erich Walter Farkas, Daniel Egloff, Markus Leippold, American Options with Stopping Time Constraints, In: SSRN, No. 798124, 2005. (Working Paper) |
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| J M Barbaroux, Erich Walter Farkas, B Helffer, H Siedentop, On the Hartree-Fock equations of the electron-positron field, Communications in Mathematical Physics, Vol. 255 (1), 2005. (Journal Article) |