標(biāo)題: Titlebook: Statistics of Financial Markets; An Introduction Jürgen Franke,Wolfgang Karl H?rdle,Christian Matth Textbook 20154th edition Springer-Verla [打印本頁] 作者: grateful 時間: 2025-3-21 16:15
書目名稱Statistics of Financial Markets影響因子(影響力)
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書目名稱Statistics of Financial Markets網(wǎng)絡(luò)公開度學(xué)科排名
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書目名稱Statistics of Financial Markets讀者反饋
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作者: cardiopulmonary 時間: 2025-3-21 22:21
https://doi.org/10.1007/978-3-642-54539-9ARIMA; Copulae; Credit Risk; Discrete Time Dynamics; Exotic Options; Financial Time Series; Neural Network作者: dry-eye 時間: 2025-3-22 01:27 作者: 構(gòu)想 時間: 2025-3-22 05:47 作者: mutineer 時間: 2025-3-22 12:05 作者: cocoon 時間: 2025-3-22 15:59
Non-parametric and Flexible Time Series EstimatorsWith the analysis of (financial) time series, one of the most important goals is to produce forecasts. Using past data one can argue about the future mean, the future volatility, and so on, however a flexible method of producing such estimates will be introduced in this chapter.作者: 縱火 時間: 2025-3-22 18:51
Value-at-Risk and BacktestingThe Value-at-Risk (VaR) is probably the most known measure for quantifying and controlling the risk of a portfolio. The establishment of VaR is of central importance to a credit institute, since it is the basis for a regulatory notification technique and for required equity investments.作者: 彈藥 時間: 2025-3-22 21:45 作者: 異端 時間: 2025-3-23 01:43
Springer-Verlag GmbH Germany, part of Springer Nature 2015作者: commute 時間: 2025-3-23 06:51 作者: 生命 時間: 2025-3-23 13:14 作者: Hdl348 時間: 2025-3-23 16:18 作者: Intend 時間: 2025-3-23 20:58
Interest Rates and Interest Rate Derivativesular especially among large institutional investors. Thus, the valuation of these instruments has been a major challenge of both practitioners and academics. Pricing interest rate derivatives fundamentally depends on the term structure of interest rates.作者: 駕駛 時間: 2025-3-24 01:28 作者: locus-ceruleus 時間: 2025-3-24 04:35 作者: 性上癮 時間: 2025-3-24 08:01 作者: 糾纏 時間: 2025-3-24 10:42
Jürgen Franke,Wolfgang Karl H?rdle,Christian Matthias Hafnerts. This specific set-up of the book provides readers with a stimulating presentation of a growing and interconnecting number of problems that post-natural law theories face today. .While most of the contributions are new and specifically conceived for the present occasion, the volume includes also 作者: 爆米花 時間: 2025-3-24 16:40
Jürgen Franke,Wolfgang Karl H?rdle,Christian Matthias Hafnerts. This specific set-up of the book provides readers with a stimulating presentation of a growing and interconnecting number of problems that post-natural law theories face today. .While most of the contributions are new and specifically conceived for the present occasion, the volume includes also 作者: Rinne-Test 時間: 2025-3-24 20:46 作者: 一起平行 時間: 2025-3-25 01:49 作者: angiography 時間: 2025-3-25 04:01
0172-5939 eral new aspects, e.g. new chapters on long memory models, copulae and CDO valuation. Practical exercises with solutions have also been added. Both R and Matlab Code, together with the data, can be downloaded from the book’s product page and www.quantlet.de.978-3-642-54539-9Series ISSN 0172-5939 Series E-ISSN 2191-6675 作者: 語言學(xué) 時間: 2025-3-25 09:10 作者: jovial 時間: 2025-3-25 13:07 作者: maudtin 時間: 2025-3-25 17:13
Jürgen Franke,Wolfgang Karl H?rdle,Christian Matthias Hafner.作者: ACE-inhibitor 時間: 2025-3-25 21:48 作者: PANG 時間: 2025-3-26 04:00
Jürgen Franke,Wolfgang Karl H?rdle,Christian Matthias Hafner.作者: Peculate 時間: 2025-3-26 07:21 作者: 積極詞匯 時間: 2025-3-26 12:07
Jürgen Franke,Wolfgang Karl H?rdle,Christian Matthias Hafner.作者: outset 時間: 2025-3-26 12:51 作者: 變態(tài) 時間: 2025-3-26 20:06 作者: 充氣女 時間: 2025-3-27 00:09
Jürgen Franke,Wolfgang Karl H?rdle,Christian Matthias Hafnerrange of competences, including culturally grounded story interpretation and question-driven analysis. All this leads to a discussion of open questions and a reassessment of Turing’s paper’s fundamental contribution.作者: 追逐 時間: 2025-3-27 03:41
growing and interconnecting number of problems that post-natural law theories face today. .While most of the contributions are new and specifically conceived for the present occasion, the volume includes also 978-94-017-8477-1978-94-007-2376-4作者: 稱贊 時間: 2025-3-27 06:47
Jürgen Franke,Wolfgang Karl H?rdle,Christian Matthias Hafner social scientists, statisticians, economists, historians of mathematics and statistics and, in general, to everyone is interested in subjective Bayesianism and related philosophical problems. The technical pre978-90-481-7805-6978-1-4020-8202-3Series ISSN 0166-6991 Series E-ISSN 2542-8292 作者: LEVY 時間: 2025-3-27 11:29
Textbook 20154th editionor this new edition the book has been updated and extensively revised and now includes several new aspects, e.g. new chapters on long memory models, copulae and CDO valuation. Practical exercises with solutions have also been added. Both R and Matlab Code, together with the data, can be downloaded from the book’s product page and www.quantlet.de.作者: integrated 時間: 2025-3-27 15:39
Black–Scholes Option Pricing Modelally easier to handle, the former, which we will consider as an approximation of a continuous time process for the time being, is particularly useful for numerical computations. In the second part of this text, the discrete time version will be discussed as a financial time series model.作者: CAND 時間: 2025-3-27 21:25 作者: 古董 時間: 2025-3-28 01:08 作者: jettison 時間: 2025-3-28 05:07 作者: FOLLY 時間: 2025-3-28 07:40
Introduction to Option Managementket, in which all investors dispose of the same pieces of information and in which all investors can react instantaneously, there should not be any arbitrage opportunity. Since otherwise each investor would try to realize the riskless profit instantaneously. The resulting transactions would change t作者: cringe 時間: 2025-3-28 11:44 作者: 明確 時間: 2025-3-28 16:37 作者: 隨意 時間: 2025-3-28 21:02 作者: DIKE 時間: 2025-3-28 22:56
Binomial Model for European Optionsexample being the American option. One therefore has to rely on numerical price computation. The best known method for this is to approximate the stock price process by a discrete time stochastic process, or, as in the approach followed by Cox, Ross, Rubinstein, model the stock price process as a di作者: ARCHE 時間: 2025-3-29 03:49
American Optionsoses to exercise option depends on the spot price of the underlying asset ... In this sense the exercising time is a random variable itself. The Black–Scholes differential equation continues to hold as long as the options are not exercised. However, the boundary conditions are so complicated that an作者: PRISE 時間: 2025-3-29 09:45
Interest Rates and Interest Rate Derivativesular especially among large institutional investors. Thus, the valuation of these instruments has been a major challenge of both practitioners and academics. Pricing interest rate derivatives fundamentally depends on the term structure of interest rates.作者: 羊欄 時間: 2025-3-29 12:57 作者: 一起平行 時間: 2025-3-29 19:17
Time Series with Stochastic Volatilityterm structure, volatility is unobservable and thus must be estimated from the data. >Reliable estimations and forecasts of volatility are important for large credit institutes where volatility is directly used to measure risk. The risk premium, for example, is often specified as a function of volat作者: 抓住他投降 時間: 2025-3-29 23:34 作者: 高興去去 時間: 2025-3-30 02:10 作者: biosphere 時間: 2025-3-30 07:05 作者: Endoscope 時間: 2025-3-30 09:25 作者: lattice 時間: 2025-3-30 15:59
Long Memory Time Seriesods of time the volatility is typically stationary with “mean reverting” behaviour. Such series are reported to be characterized by distinct, but non-periodic, cyclical patterns and their behaviour is such that current values are not only influenced by immediate past values but values from previous time periods.作者: agglomerate 時間: 2025-3-30 17:41
