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Page 1: A9RBFCF - Economía Uniandes · Mikosch, T., Elementary Stochastic Calculus with Finance in View. World Scientific., 1998. Pliska, S.R., Introduction to Mathematical Finance. Discrete

Page 2: A9RBFCF - Economía Uniandes · Mikosch, T., Elementary Stochastic Calculus with Finance in View. World Scientific., 1998. Pliska, S.R., Introduction to Mathematical Finance. Discrete

2. The Harrison-Pliska Story (and a little bit more)

ПРАБЪЛГАРСКИ НАЗВАНИЯ НА ПЛАНЕТИТЕprotobulgarians.com/_private/The Pliska rosette - decoding by Ivan... · Сатурн, ТЕ – Тiu за ... отбелязано

Skoczylas-Pliska Rod Testing UnderTorsionTension Bending

Pliska Stud. Math. Bulgar.pliska/Pliska-17/Pliska-17-2005-137-146.pdfthe following aspects: to evaluate the risk of ML-forecasting for vector autore-gressive time series under di erent

pliska/Pliska-07/Pliska-07-1984-109-117.pdfe-mail: [email protected] . MATEMATWIECKOE flPOUECCA ... 3neCb PaCCMOTPHM 110BeAeHHe MaTeMaTHqeCK01'O OH

Application of Peaks Over Threshold method in insurance · Embrechts P., Klüppelberg C., Mikosch T. (1997) Modelling Extremal Events for Insurance and Finance. Springer, Berlin

PLISKA, PRESLA V ET MADARA - ZONES PROTEGEES DE … · païen de Madara,llla I Grande Basilique et 1 'Egl ise du palais 'à Pliska ainsi que l'église Ronde de Pres-lav sont des joyaux

Regularly varying functionsweb.math.ku.dk/~mikosch/Preprint/Anders/jessen_mikosch.pdf · larly varying random walk (e.g. ruin probabilities) and heavy-tailed large deviation results,

Kinderaugen & Lernen - schularzt.at · Kinderaugen & Lernen Hildegard Gruber, Margit Mikosch Lernschwäche durch Fehlfunktionen der Augen Fotolia Logo ÖOG

Motivationweb.math.ku.dk/~mikosch/Preprint/JEcon12/nov2011revised.pdf · 2012. 5. 7. · 09-072331 "Point process modelling and statistical inference" and 10-084172 ﬁHeavy tail

Homework: Mikosch, T. (1998). Elementary Stochastic ...stat.wvu.edu/~rmnatsak/Note15_763spr09.pdfUsing the formula for linear transformations of Gaussian random vectors (see p. 18),

Functional large deviations for multivariate regularly varying …web.math.ku.dk/~mikosch/Preprint/Deviation/AAP0126.pdf · 2011-10-23 · FUNCTIONAL LARGE DEVIATIONS 2653 Motivated

Pliska Stud. Math. Bulgar.pliska/Pliska-18/Pliska-18-2007-019-040.pdf · In Winnicki (1988) it is noted that in the supercritical case men is a more e cient estimator than mn in the

Descriptifs des Programmes Année 2013/2014 Sommaire · ÉCONOMÈTRIE DE LA FINANCE 16 MÉTHODES NUMÉRIQUES DE LA FINANCE 17-18 ... - P. Embrechts, C. Kluppelberg and T. Mikosch

Cálculo Estocástico - IME-USPdreifus/CEF/CEF.pdf · 2010-12-16 · Mikosch T., Elementary Stochastic Calculus With Finance in View 1 Probabilidade, Processo Estocástico, Martingale

Into the Tails of Risk: An Intervention into the Process ...€¦ · 8 See Paul Embrechts, Claudia Klüppelberg, and Thomas Mikosch, Modelling Extremal Events for Insurance and Finance

Pliska Stud. Math. Bulgar

SAMSI RISK WS 2007 1 Heavy Tails and Financial Time Series Models Richard A. Davis Columbia University rdavis Thomas Mikosch University

Anne-Claire Pliska - Coopérative Saulistrom: Quelques expériences

REGULARLY VARYING FUNCTIONS Anders Hedegaard Jessen …web.math.ku.dk/~mikosch/Preprint/Anders/n094p171.pdf · REGULARLY VARYING FUNCTIONS Anders Hedegaard Jessen and Thomas Mikosch

Applications of Distance Correlation to Time Seriesweb.math.ku.dk/~mikosch/Preprint/Bernoulli17/DistCor...In time series analysis, modeling serial dependence is typically the overriding

MODELING TELETRAFFIC ARRIVALS BY A POISSON CLUSTERweb.math.ku.dk/~mikosch/Preprint/Tele/cluster.pdf · modeling teletraffic arrivals by a poisson cluster processy gilles fay, barbara

Stochastic Integral Equations without Probability · Stochastic integral equations without probability Citation for published version (APA): Mikosch, T., & Norvaisa, R. (2000). Stochastic

Institute of Mathematics and Informatics – Official site of IMI-BASpliska/Pliska-02/Pliska-02-1981-061-068.pdf · non-zero submodule of is held: ann annS1)l. It is easy to see that

Pliska Stud. Math. Bulgar.pliska/Pliska-20/Pliska-20-2011-149-154.pdf · 2013-11-27 · Pliska Stud. Math. Bulgar. 20 (2011), 149–154 STUDIA MATHEMATICA BULGARICA ANALYSING AND

TOWARDS ESTIMATING EXTREMAL SERIAL DEPENDENCE VIA THE BOOTSTRAPPED EXTREMOGRAMweb.math.ku.dk/~mikosch/Preprint/JEcon12/DavisMikosch... · 2012-05-07 · In this paper, we adopt the

СОДЕРЖАНИЕ К80-ЛЕТИЮВ.В.ПЕТРОВАweb.math.ku.dk/~mikosch/Preprint/Petrov/mikosch.pdf · УДК519.2 ВестникСПбГУ.Сер.1.2011.Вып.2 LARGEDEVIATIONSFORMINKOWSKISUMS

Introduction - web.math.ku.dkweb.math.ku.dk/~mikosch/Preprint/Extremes12/submission_extemes... · December 7, 2012 ESTIMATION OF THE TAIL INDEX FOR LATTICE-VALUED SEQUENCES MUNEYA

Pliska Stud. Math. Bulgar.pliska/Pliska-16/Pliska-16-2004-129-135.pdf[6] T. Rolski, H. Schmidli, V. Schmidt, J. Teugels, Stochastic Processes for Insurance and Finance,John Wiley &

pliska/Pliska-05/Pliska-05-1983-009-013.pdf · CHMMeTPHt1HOe 06'reKaHHe KpyroBoro UHaHHAPa c EHXPBMH 3a HRM. TpaeKTopHH BHxpeiå H C011POTHB.rreHHe UHJIHHAPa. — ,aoxnaðu AH CCCP,

Rosters Bill Chapman Invitational 2015 - Athletic Timing€¦ · Matthew Orfaly 1105 SO Augie Palena 1106 JR Grant Parsons 1107 JR Zack Pelster 1108 JR Luke Pliska 1109 FR Nick Pliska

Pliska - Introduction to Mathematical Finance

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Membrane capacitance recordings resolve dynamics and … · 2019. 10. 29. · thomas Holstein2 & Melanie Mikosch-Wersching1,2 Receptor-mediated endocytosis is an essential process