Profile Page Prof. Dr. Florentina Paraschiv

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Name Florentina Paraschiv
Title Prof. Dr.
Institute/School ior/cf - Institute for Operations Research and Computational Finance, s/bf - Swiss Institute of Banking and Finance
Email address

Latest Additions (all)

  1. Project Aka, Timur; Haeusler, Frank; Paraschiv, Florentina & Schürle, Michael (2005) Interest rate risk hedging of a bank balance (Phase 2) [industry project] .
  2. Project Aka, Timur; Haeusler, Frank; Paraschiv, Florentina & Schürle, Michael (2004) Development of ALM tool for non-maturing accounts [industry project] .
  3. Item Paraschiv, Florentina; Schmid, Markus & Wahlstrom, Ranik Raaen: Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. School of Finance Working Paper Series, 2021, [img]
  4. Item Wahlstrøm, Ranik Raaen; Paraschiv, Florentina & Schürle, Michael Hermann (2021) A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions. Computational Economics, ISSN 0927-7099
  5. Item Paraschiv, Florentina: Business models for power-to-gas: A real-options approach. [Conference or Workshop Item] [img]
  6. Item Frauendorfer, Karl; Paraschiv, Florentina & Schürle, Michael (2018) Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition. 30. [img]
  7. Item Hagfors, Lars Ivar; Kamperud, Hilde Hørthe; Paraschiv, Florentina; Prokopczuk, Marcel; Sator, Alma & Westgaard, Sjur (2016) Prediction of extreme price occurrences in the German day-ahead electricity market. Quantitative finance, 16 (12). ISSN 1469-7688 [img]
  8. Item Paraschiv, Florentina; Bunn, Derek & Westgaard, Sjur: Estimation and application of fully parametric multifactor quantile regression with dynamic coefficients. [Conference or Workshop Item] [img]
  9. Item Schürle, Michael; Kovacevic, Raimund & Paraschiv, Florentina: Optimization of hydro storage systems and indifference pricing of power contracts. 2016. - 19th European Conference on Mathematics for Industry (ECMI). - Santiago de Compostela. [img]
  10. Item Paraschiv, Florentina; Bunn, Derek & Westgaard, Sjur: A fully parametric approach for solving quantile regressions with time-varying coefficients. 2016. - Commodity Markets Conference 2016. - Hannover. [img]