118 Infos zu Katja Ignatieva

6 Aktuelle Nachrichten

La nuna estraro de TEJO: Prezidanto - Bertrand Hugon Vicprezidanto - Sonja Petrovic Gxen. Sek. - Aleks Kadar Kasisto - Katja Ignatieva Sen agadkampo ...

Katja Ignatieva and Zinoviy Landsman (2015) Estimating the Tails of Loss Severity via Conditional Risk Measures for the Family of Symmetric Generalised Hyperbolic Distributions. Insurance: Mathematics and Economics, vol. 65, pp (ABDC: A) 6. Katja Ignatieva, Paulo Rodrigues and Norman Seeger (2015) Empirical Analysis of Affine vs. Non ...

Inhomogenous Dependence Modelling with Time Varying Copulae (Katja Ignatieva, B1) Estimation of time dependent volatility via local change point analysis by D ...

Katja Ignatieva, Inhomogenous Dependence Modelling with Time Varying Copulae, more. Dorothea Kübler / Mirko Wiederholt, Neue Ansätze bei der ...

12 Profile in Sozialen Netzwerken

Sehen Sie sich das Karriere-Profil von Katja Ignatieva (Deutschland) auf LinkedIn an. LinkedIn ist das weltweit größte professionelle Netzwerk, das Fach- und ...

1 Hobbys & Interessen

Law Blogs, Lawyer Blogs, Legal Blogs Directory & Search Engine

1 Business-Profile

Katja Ignatieva. Jonathan Ziveyi. This paper studies the relationship between credit default swap (CDS) spreads for the Energy sector and oil futures dynamics. Using data on light sweet crude oil ...

4 Firmen-Mitarbeiter

Katja is a Sciential Associate Professor in the School of Risk and Actuarial Studies at UNSW Business School. She joined UNSW in November after completing her Co-tutelle PhD in Finance at Goethe University Frankfurt, Germany and Macquarie University Sydney. Prior to her PhD studies, Katja has completed MSc in Mathematics and Statistics ...

Speaker: Katja Ignatieva, Paulo Rodrigues, Norman Seeger (speaker). Affiliation: Goethe University Frankfurt. Date: 29.Apr

2012, Katja Ignatieva, Volatility Modeling in Equity and Energy Markets with Applications to Derivative Pricing , Hedging and Risk Management , Christoph ...

Katja Ignatieva, Paulo Rodrigues, Norman Seeger; Earning the Right Premium on the Right Factor in Portfolio Planning Nicole Branger, Alexandra Hansis; The ...

1 Angaben zur Herkunft

Katja Ignatieva. MathSciNet. Ph.D. Macquarie University Australia. Dissertation: Modelling stock price dynamics, volatilities and co-movements on the ...

7 Bücher zum Namen

Author statement: Katja Ignatieva and Eckhard Platen. Year: Person: Ignatieva, Katja; Platen, Eckhard. Publisher: Sydney : Quantitative ...

Author: Katja Ignatieva. Results. Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae Springer ...

This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier...

Visual Library .NET bietet Ihnen einen einfachen Online-Zugang zu über 20 Bibliotheken, Buchhandlungen, Fachdatenbanken, Enzyklopädien und Archiven im...

14 Dokumente

Significant portfolio variance biases arise when contrasting multi-period portfolio returns based on the assumption of fixed continuously rebalanced portfolio w

DescriptionUk katja-tejokasistino.jpg, Universala Kongreso de Esperanto, Gotenburgo TEJO-kasistino Katja Ignatieva.

Katja Ignatieva School of Risk and Actuarial Studies, Australian School of Business, University of New South Wales, Kensington Campus, Sydney NSW 2052, …

This paper deals with the estimation of continuous time diffusion processes describing the dynamics of electricity spot prices. Different parametric models have

5 Wissenschaftliche Publikationen

List of computer science publications by Katja Ignatieva

List of computer science publications by BibTeX records: Katja Ignatieva

List of computer science publications by Eckhard Platen

Katja Ignatieva , Stefan Trück : Modeling spot price dependence in Australian electricity markets with applications to risk management. Comput. Oper. Res.

7 Allgemeine Veröffentlichungen

By Jan Baldeaux, Man Chung Fung, Katja Ignatieva and Eckhard Platen; Abstract: Long dated fixed income securities play an important role in asset-liability ...

Katja Ignatieva ,; Eckhard Platen &; Renata Rendek. Journal of ... Katja Ignatieva. Goethe University FrankfurtGermany. Katja Ignatieva.

Dank für Übersetzunshilfe an Anna Farfeleder und für Recherchen in Russland an Katja Ignatieva. von Renate Wöhrer, Veronika Wöhrer, Monika Wulz

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5 Meinungen & Artikel

PriskriboUk katja-tejokasistino.jpg. Universala Kongreso de Esperanto, Gotenburgo TEJO-kasistino Katja Ignatieva. Dato, la 1-a de aŭgusto ...

Holger Boos: prezidanto;  Katja Ignatieva: ĝenerala sekretario;  Ilja De Coster: kasisto;  Håkan Lundberg: informado (ĝis februaro 2003);  Nastja Koĵevnikova: ...

En li kunorganizis la unuan kunvenon de siciliaj esperantistoj, kiu rezultigis la restarigon de la tiea movado. Ĝ H Ĥ I Katja Ignatieva. Katja IGNATIEVA (naskiĝis la 13-an

Katja Ignatieva: monpetverkanto kaj konsilanto, Radojica Petrovic: trejnisto kaj manlibroverkanto, Sonja Petrovic: monpetverkanto kaj konsilanto,

52 Webfunde aus dem Netz

View Katja Ignatieva's professional profile on LinkedIn. LinkedIn is the world's largest business network, helping professionals like Katja Ignatieva discover ...

‪Scientia Associate Professor, School of Risk and Actuarial Studies, Business School, University of‬ - ‪‪Cited by 383‬‬ - ‪Empirical research in energy and...

Search this site. Dr. Katja Ignatieva · CV · Research · Teaching and Supervision · Grants, Scholarships, Awards · Contact ...

‪Associate Professor, School of Risk and Actuarial Studies, UNSW Business School‬ - ‪‪Citado por 339‬‬ - ‪Longevity Risk Management‬

CNKI学术搜索是一个基于海量资源的跨学科、跨语种、跨文献类型的学术资源搜索平台，其资源库涵盖各类学术期刊、论文、报纸、专利、标准、年鉴、工具书等，旨在为国内外研究人员提供全面、权威、系统的知识网络。

ECOMFIN2016: ENERGY & COMMODITY FINANCE CONFERENCE PROGRAMINDEXES. Katja Ignatieva. Organization: UNSW Australia, Risk and ...

An Empirical Analysis of S&P500 Dynamics Katja Ignatieva (Goethe University Frankfurt) Paulo Rodrigues (Goethe University Frankfurt) Norman Seeger ...

‪Professor Actuarial Studies University of New South Wales‬ - ‪‪Citado por ‬‬ - ‪actuarial studies‬ - ‪insurance‬ - ‪risk‬ - ‪finance‬

‪Associate Professor, School of Risk and Actuarial Studies, UNSW Business School‬ - ‪‪339-mal zitiert‬‬ - ‪Longevity Risk Management‬

i10-index, 1, KoautorenAlle anzeigen… Norman Seeger,; Katja Ignatieva,; Andrea Chegut ...

La novaj estraranoj estas Sjoerd Bosga, antaŭa prezidanto de TEJO, Katja Ignatieva, daŭre en la TEJO-estraro, kaj Fredrik Olofsson, ...

Gxi estis organizita kaj realigita de TEJO-aktivuloj Sonja Petrovicx kaj Katja Ignatieva en la kadro de kunlaboro de ILEI kaj E@I-sekcio de TEJO pri la nova eldono ...

Daniel H. Alai, Katja Ignatieva and Michael SherrisWe generalise random shocks from a univariate gamma to a univariate Tweedie distribution and allow for the...

Ofta babilpartnero estis Katja Ignatieva. Normalkaze mi ne ŝatas elstarigi personojn, sed ŝi vere meritas apartan mencion. Malofte homoj donas ...

Concentration and stock returns: Australian evidence. Katja Ignatieva. Department of Economics. Research output: Contribution to journal › Meeting abstract › ...

Stefan Trück, Modeling spot price dependence in Australian electricity markets with applications to risk management (with Katja Ignatieva) [Slides pdf 1.1 MB] ...

La 25-an de septembro, nur monaton post sia formala elekto, anoncis sian demision la kasisto de TEJO, Adenjo Charrière. Jam de preskaŭ dek jaroj neniu el la...

... the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions. Katja Ignatieva, Zinoviy Landsman.

Arbitrage opportunities relative to the market (lecture 2). 12:30-14:30, Lunch. 15:00-15:40, Katja Ignatieva Detecting Money Market Bubbles.

... in Australia. Published in. Accounting & Finance, March DOI, acfi Authors. David R. Gallagher, Katja Ignatieva, James McCulloch ...