Concepedia
Statistics
Publications
14
Citations
532
H-Index
13
Active since
1999
Affiliations
University of Zurich(Current)
ETH Zurich
Swiss Finance Institute
Friedrich Schiller University Jena
University of Wales
Walter Farkas is an author at University of Zurich specializing in business, functional analysis, and asset pricing.
Top concepts
BusinessFunctional AnalysisFinanceAsset PricingFinancial EngineeringManagementEngineeringRisk ManagementSpectral TheoryFinancial Risk Management
Publications per year
1999–2023
Characterisations of function spaces of generalised smoothness
Walter Farkas, Hans‐Gerd Leopold · Annali di Matematica Pura ed Applicata (1923 -) · 2004 · 151 citations · Full text
Interpolation Space, Generalized Function, Function Spaces +2
Function spaces related to continuous negative definite functions: ψ-Bessel potential spaces
Walter Farkas, Niels Jacob, René L. Schilling · Dissertationes Mathematicae · 2001 · 67 citations · Full text
Spectral Theory, ψ-Bessel Potential Spaces, Dirichlet Form +9
Feller semigroups, Lp -sub-Markovian semigroups, and applications to pseudo-differential operators with negative definite symbols
Walter Farkas, Niels Jacob, René L. Schilling · Forum Mathematicum · 2001 · 42 citations
Operational risk quantification using extreme value theory and copulas: from theory to practice
Elise Gourier, Donato Abbate, Walter Farkas · Zurich Open Repository and Archive (University of Zurich) · 2009 · 35 citations
Empirical Finance, Financial Risk Management, Risk Metric +20
ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS
Walter Farkas, Nils Reich, Christoph Schwab · Mathematical Models and Methods in Applied Sciences · 2007 · 34 citations
Numerical Analysis, Spectral Theory, Corresponding Lévy Copula +15
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