標(biāo)題: Titlebook: Handbook of Computational Finance; Jin-Chuan Duan,Wolfgang Karl H?rdle,James E. Gentl Book 2012 Springer-Verlag Berlin Heidelberg 2012 Com [打印本頁] 作者: 連續(xù)不斷 時(shí)間: 2025-3-21 16:44
書目名稱Handbook of Computational Finance影響因子(影響力)
書目名稱Handbook of Computational Finance影響因子(影響力)學(xué)科排名
書目名稱Handbook of Computational Finance網(wǎng)絡(luò)公開度
書目名稱Handbook of Computational Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Handbook of Computational Finance被引頻次
書目名稱Handbook of Computational Finance被引頻次學(xué)科排名
書目名稱Handbook of Computational Finance年度引用
書目名稱Handbook of Computational Finance年度引用學(xué)科排名
書目名稱Handbook of Computational Finance讀者反饋
書目名稱Handbook of Computational Finance讀者反饋學(xué)科排名
作者: 偽證 時(shí)間: 2025-3-21 21:46
Modeling Asset Pricesf the asset. For most basic assets, realistic models of value must involve many variables relating not only to the individual asset, but also to the asset class, the industrial sector(s) of the asset, and both the local economy and the general global economic conditions. Rather than attempting to mo作者: Gobble 時(shí)間: 2025-3-22 03:47
Diffusion Models of Asset Pricesent paradigm. Explicit formulas for fundamental equilibrium quantities such as the state price density, the interest rate and the market price of risk are presented. Valuation formulas for stocks and contingent claims are also provided. Numerical implementation of the model is carried out in a setti作者: 圓錐 時(shí)間: 2025-3-22 06:02 作者: 運(yùn)動的我 時(shí)間: 2025-3-22 09:22 作者: 組成 時(shí)間: 2025-3-22 15:39 作者: guardianship 時(shí)間: 2025-3-22 18:11 作者: Essential 時(shí)間: 2025-3-22 22:50 作者: Bravado 時(shí)間: 2025-3-23 03:19 作者: 越自我 時(shí)間: 2025-3-23 07:39 作者: 相容 時(shí)間: 2025-3-23 12:05 作者: FRAUD 時(shí)間: 2025-3-23 13:54
Value at Risk Estimation are presented. The robustness and accuracy of these estimation methods are investigated based on the simulated and real data. In the backtesting procedure, the conditional coverage test (Christoffersen, Int. Econ. Rev. 39:841–862, 1998), the dynamic quantile test (Engle and Manganelli, J. Bus. Econ作者: 云狀 時(shí)間: 2025-3-23 21:07
Volatility Estimation Based on High-Frequency Datarecise than conventionally used volatility estimators, such as squared or absolute daily returns. The consistency of these estimators hinges on increasingly finer sampled high-frequency returns. In practice, however, the prices recorded at the very high frequency are contaminated by market microstru作者: deviate 時(shí)間: 2025-3-23 22:13
Identifying Jumps in Asset Pricesith these equations, such as the requirement of continuity, they often provide adequate local fits to the observed asset price process. There are, however, several aspects of the empirical process that are not fit by simple diffusion equations.作者: 錫箔紙 時(shí)間: 2025-3-24 06:08
Simulation-Based Estimation Methods for Financial Time Series Modelsconomics. The simulation-based methods have proven to be particularly useful when the likelihood function and moments do not have tractable forms and hence the maximum likelihood (ML) method and the generalized method of moments (GMM) are difficult to use. They are also useful for improving the fini作者: 征兵 時(shí)間: 2025-3-24 07:41
Beratung bei pr?nataler Diagnostikeld, written by experts in those areas. The purpose is to provide a survey and summary on each topic, ranging from basic background material through the current frontiers of research. The development of the field of computational statistics has been rather fragmented. We hope that the articles in th作者: 男生戴手銬 時(shí)間: 2025-3-24 14:39 作者: slow-wave-sleep 時(shí)間: 2025-3-24 16:47 作者: 盟軍 時(shí)間: 2025-3-24 21:45
Methods of Detection and Analysis,so-called .like fat-tails, high kurtosis, volatility clustering, and leverage. Modeling driven by “memoryless homogeneous” jump processes (Lévy processes) constitutes one of the most viable directions in this enterprise. The basic principle is to replace the underlying Brownian motion of the Black-S作者: 暴行 時(shí)間: 2025-3-24 23:50 作者: Endometrium 時(shí)間: 2025-3-25 03:24 作者: Lyme-disease 時(shí)間: 2025-3-25 09:43
Ultrasonic instruments: case studies,ls since the seminal works of Black and Scholes (J Polit Econ 81:637–654, 1973) and Merton (Bell J Econ Manag Sci 4:141–183, 1973). The literature on interest rate derivatives, however, has mainly focused on at-the-money interest rate options. This paper advances the literature on interest rate deri作者: BOLT 時(shí)間: 2025-3-25 12:09 作者: 是貪求 時(shí)間: 2025-3-25 18:49
Ultrasonic Nondestructive Evaluation Systemsstimating and testing linear asset pricing models. We focus on some of the recent developments of this methodology and highlight the importance of accounting for model misspecification in estimating risk premia and in comparing the performance of competing asset pricing models.作者: Lasting 時(shí)間: 2025-3-25 23:32
https://doi.org/10.1007/978-1-4613-3126-1tion principle. After justifying this hypothesis, we shall focus on parametric estimation methods for the risk neutral density functions determining the risk neutral distributions. We we shall differentiate between the direct and the indirect way. Following the direct way, parameter vectors are esti作者: 輕率看法 時(shí)間: 2025-3-26 01:53
Dwight D. Im,Neil B. Rosensheinnctional assumptions on the underlying asset price dynamics nor on the distributional form of the risk neutral density. The first estimator is a kernel smoother of the second derivative of call prices, while the second procedure applies kernel type smoothing in the implied volatility domain. In the 作者: 制定 時(shí)間: 2025-3-26 08:07
Josef Krautkr?mer,Herbert Krautkr?mer are presented. The robustness and accuracy of these estimation methods are investigated based on the simulated and real data. In the backtesting procedure, the conditional coverage test (Christoffersen, Int. Econ. Rev. 39:841–862, 1998), the dynamic quantile test (Engle and Manganelli, J. Bus. Econ作者: SPER 時(shí)間: 2025-3-26 08:33 作者: Fierce 時(shí)間: 2025-3-26 13:10 作者: 有害處 時(shí)間: 2025-3-26 17:43
Synthetic Focussing in Medical Ultrasound,conomics. The simulation-based methods have proven to be particularly useful when the likelihood function and moments do not have tractable forms and hence the maximum likelihood (ML) method and the generalized method of moments (GMM) are difficult to use. They are also useful for improving the fini作者: Cryptic 時(shí)間: 2025-3-26 23:27
Jin-Chuan Duan,Wolfgang Karl H?rdle,James E. GentlModern financial Tools.Computianal efficient algorithms.Pricing of complex products作者: 有幫助 時(shí)間: 2025-3-27 02:49 作者: 退潮 時(shí)間: 2025-3-27 06:10 作者: transient-pain 時(shí)間: 2025-3-27 12:18 作者: Guaff豪情痛飲 時(shí)間: 2025-3-27 14:02 作者: Integrate 時(shí)間: 2025-3-27 18:26 作者: MINT 時(shí)間: 2025-3-28 00:10 作者: 不容置疑 時(shí)間: 2025-3-28 04:40
978-3-662-50707-0Springer-Verlag Berlin Heidelberg 2012作者: 狂熱語言 時(shí)間: 2025-3-28 07:54 作者: 大約冬季 時(shí)間: 2025-3-28 12:31
2197-9790 rice. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying asse作者: fatuity 時(shí)間: 2025-3-28 16:10
Beratung bei pr?nataler Diagnostikhe current frontiers of research. The development of the field of computational statistics has been rather fragmented. We hope that the articles in this handbook series can provide a more unified framework for the field.作者: Surgeon 時(shí)間: 2025-3-28 22:11 作者: 名字的誤用 時(shí)間: 2025-3-29 00:29 作者: Decongestant 時(shí)間: 2025-3-29 06:58 作者: 障礙物 時(shí)間: 2025-3-29 09:24
Book 2012lue. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relev作者: Landlocked 時(shí)間: 2025-3-29 14:13
Dwight D. Im,Neil B. Rosensheinthe risk neutral density by solving a constrained optimization problem. The methods are compared using European call option prices. The focus of the presentation is on practical aspects such as appropriate choice of smoothing parameters in order to facilitate the application of the techniques.作者: MILL 時(shí)間: 2025-3-29 19:01 作者: convert 時(shí)間: 2025-3-29 19:48
Methods of Detection and Analysis, are covered, providing an accessible overview, coupled with their financial applications and relevance. The material is drawn upon recent monographs (cf. Cont and Tankov (2004). .. Chapman & Hall.; Sato (1999). .. Cambridge University Press.) and papers in the field.作者: 使殘廢 時(shí)間: 2025-3-30 01:22
Driving Techniques for Ultrasonic Motors, of the performance investigation of one of the most popular volatility strategies - dispersion trading. The strategy was implemented using variance swaps on DAX and its constituents during the 5-year period from 2004 to 2008.作者: 禁止,切斷 時(shí)間: 2025-3-30 08:07 作者: Antarctic 時(shí)間: 2025-3-30 08:35
Volatility Investing with Variance Swaps of the performance investigation of one of the most popular volatility strategies - dispersion trading. The strategy was implemented using variance swaps on DAX and its constituents during the 5-year period from 2004 to 2008.作者: Receive 時(shí)間: 2025-3-30 12:59 作者: 疲憊的老馬 時(shí)間: 2025-3-30 17:59
