標(biāo)題: Titlebook: Simulating Security Returns; A Filtered Historica Giovanni Barone Adesi (Professor) Book 2014 Palgrave Macmillan, a division of Nature Amer [打印本頁(yè)] 作者: sprawl 時(shí)間: 2025-3-21 18:51
書目名稱Simulating Security Returns影響因子(影響力)
作者: 1FAWN 時(shí)間: 2025-3-21 21:11 作者: Friction 時(shí)間: 2025-3-22 02:45 作者: circumvent 時(shí)間: 2025-3-22 05:42
Palgrave Macmillan, a division of Nature America Inc. 2014作者: phlegm 時(shí)間: 2025-3-22 11:57
A GARCH Option Pricing Model with Filtered Historical Simulation,r different distributions of historical and pricing return dynamics, which enhances the model’s flexibility to fit market option prices. An extensive empirical analysis based on S&P 500 Index options shows that our model outperforms other competing GARCH pricing models and ad hoc Black-Scholes models.作者: 喚醒 時(shí)間: 2025-3-22 14:03 作者: anatomical 時(shí)間: 2025-3-22 20:18
Giovanni Barone Adesils, spheres, and balls.* cubic splines and splines based on reproducing kernels.* multiresolution analysis using wavelets and scaling functions.This textbook is written for students in mathematics, physics, engineering, and the geosciences who have a basic background in analysis and linear algebra. 作者: 反感 時(shí)間: 2025-3-22 23:03 作者: 項(xiàng)目 時(shí)間: 2025-3-23 05:03
Giovanni Barone Adesi,Kostas Giannopoulos,Les VosperPaving the way to the more advanced and specialized literature, the?material?will be?accessible to students in the third year and can be covered?in one semester..978-3-030-50182-2978-3-030-50180-8Series ISSN 0072-5285 Series E-ISSN 2197-5612 作者: DAFT 時(shí)間: 2025-3-23 06:55 作者: 女上癮 時(shí)間: 2025-3-23 13:22 作者: 動(dòng)脈 時(shí)間: 2025-3-23 17:43
ecurity returns. This approach has become increasingly popular over the last fifteen years, as it is both flexible and reliable, and is now being accepted in the academic community. Simulating Security Returns is a useful guide for researchers, students, and practitioners. It uses the FHS approach t作者: 孵卵器 時(shí)間: 2025-3-23 19:27
Book 2014turns. This approach has become increasingly popular over the last fifteen years, as it is both flexible and reliable, and is now being accepted in the academic community. Simulating Security Returns is a useful guide for researchers, students, and practitioners. It uses the FHS approach to help sim作者: 他很靈活 時(shí)間: 2025-3-24 01:40
VaR without Correlations for Portfolios of Derivative Securities,ets without restricting their values over time or computing them explicitly. VaR values for portfolios of derivative securities are obtained without linearizing them. Historical simulation assigns equal probability to past returns, neglecting current market conditions. Our methodology is a refinement of historical simulation.作者: 廣大 時(shí)間: 2025-3-24 04:31 作者: Conspiracy 時(shí)間: 2025-3-24 07:32 作者: frugal 時(shí)間: 2025-3-24 14:36 作者: 沉著 時(shí)間: 2025-3-24 16:20 作者: aquatic 時(shí)間: 2025-3-24 20:45 作者: Juvenile 時(shí)間: 2025-3-25 03:04
A GARCH Option Pricing Model with Filtered Historical Simulation,r different distributions of historical and pricing return dynamics, which enhances the model’s flexibility to fit market option prices. An extensive empirical analysis based on S&P 500 Index options shows that our model outperforms other competing GARCH pricing models and ad hoc Black-Scholes model作者: 殺蟲劑 時(shí)間: 2025-3-25 06:17 作者: 影響 時(shí)間: 2025-3-25 10:08
Giovanni Barone Adesis as they occur in the geosciences and medical imaging. It comprises the author’s lectures on classical approximation methods based on orthogonal polynomials and selected modern tools such as splines and wavelets..Methods for approximating functions on the real line are treated first, as they provid作者: 上釉彩 時(shí)間: 2025-3-25 14:04 作者: 不近人情 時(shí)間: 2025-3-25 16:16
Giovanni Barone Adesi,Kostas Giannopoulos,Les Vosper topics highlight the interactions between geometry and anal.This book provides?a self-contained introduction to?convex geometry in Euclidean space.??After covering the basic concepts and results, it develops?Brunn–Minkowski??theory, with an exposition of mixed volumes, the Brunn–Minkowski inequalit作者: 痛苦一生 時(shí)間: 2025-3-25 22:44 作者: arbovirus 時(shí)間: 2025-3-26 03:52 作者: 裙帶關(guān)系 時(shí)間: 2025-3-26 06:02
The European Large Area ISO Survey: Elaisxplore star formation in galaxies to a much higher redshift than was probed by IRAS. We expect to detect around 8000 extragalactic objects and a similar number of Galactic sources. The maps and source catalogues will represent a major legacy from ISO, inspiring follow up work for many years to come.作者: 輕觸 時(shí)間: 2025-3-26 09:31 作者: Heterodoxy 時(shí)間: 2025-3-26 16:11 作者: TATE 時(shí)間: 2025-3-26 20:18 作者: 不可比擬 時(shí)間: 2025-3-26 21:09 作者: HAUNT 時(shí)間: 2025-3-27 03:04
Teaching Postgraduate Students User Experience Evaluation Through Eye Tracking Technology: An Experinstead of a theoretical teaching of usability/UX evaluation with eye-tracking. More specifically, students valued the experience of conducting usability/UX evaluations using eye trackers and generating data visualization results using eye-tracking software.作者: 嘲弄 時(shí)間: 2025-3-27 08:59
Doris Altenkrüger,Winfried Büttner electron acceleration and heating mechanisms by obtaining time series of the electron spectrum; and the GRS observations enable one to study the high-energy electron and ion acceleration and interaction processes by obtaining time series of electron and ion spectra.作者: defenses 時(shí)間: 2025-3-27 11:41 作者: 啞巴 時(shí)間: 2025-3-27 14:47 作者: 招募 時(shí)間: 2025-3-27 19:31
