標(biāo)題: Titlebook: Statistics of Financial Markets; Exercises and Soluti Szymon Borak,Wolfgang Karl H?rdle,Brenda López-Cab Textbook 2013Latest edition Spring [打印本頁(yè)] 作者: HAND 時(shí)間: 2025-3-21 17:21
書(shū)目名稱Statistics of Financial Markets影響因子(影響力)
書(shū)目名稱Statistics of Financial Markets影響因子(影響力)學(xué)科排名
書(shū)目名稱Statistics of Financial Markets網(wǎng)絡(luò)公開(kāi)度
書(shū)目名稱Statistics of Financial Markets網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書(shū)目名稱Statistics of Financial Markets被引頻次
書(shū)目名稱Statistics of Financial Markets被引頻次學(xué)科排名
書(shū)目名稱Statistics of Financial Markets年度引用
書(shū)目名稱Statistics of Financial Markets年度引用學(xué)科排名
書(shū)目名稱Statistics of Financial Markets讀者反饋
書(shū)目名稱Statistics of Financial Markets讀者反饋學(xué)科排名
作者: endoscopy 時(shí)間: 2025-3-21 21:14
https://doi.org/10.1007/978-3-642-33929-5Copulas; Financial Engineering; GARCH; Mathematical Finance; Option Pricing; Statistics of Extremes; Value作者: Interstellar 時(shí)間: 2025-3-22 00:52 作者: 意外 時(shí)間: 2025-3-22 07:04
Stochastic Processes in Discrete TimeA . or random process consists of chronologically ordered random variables . For simplicity we assume that the process starts at time . = 0 in .作者: 共同給與 時(shí)間: 2025-3-22 12:22 作者: Antioxidant 時(shí)間: 2025-3-22 13:54 作者: 灰心喪氣 時(shí)間: 2025-3-22 19:24 作者: Cytology 時(shí)間: 2025-3-22 21:23 作者: dagger 時(shí)間: 2025-3-23 05:11 作者: 相一致 時(shí)間: 2025-3-23 09:27
Statistics of Financial Markets978-3-642-33929-5Series ISSN 0172-5939 Series E-ISSN 2191-6675 作者: 做事過(guò)頭 時(shí)間: 2025-3-23 11:04
Derivativesiables. Options, future contracts, forward contracts, and swaps are examples of derivatives. The aim of this chapter is to present and discuss various options strategies. The exercises emphasize the differences of the strategies through an intuitive approach using payoff graphs.作者: JUST 時(shí)間: 2025-3-23 15:21
Exotic Optionsver the counter) to meet special needs of corporate customers. For example, a compound option allows one to acquire an ordinary option at a later date, and a chooser option is a form of the compound option where the buyer can decide at a later date which type of option he would like to have.作者: 或者發(fā)神韻 時(shí)間: 2025-3-23 18:26
Value at Risk and Backtestingl importance to a credit institute. The description of risk is attained with the help of an “internal model”, whose job is to reflect the market risk of portfolios and similar uncertain investments over time. The objective parameter in the model is the probability forecast of portfolio changes over a given period.作者: 充氣球 時(shí)間: 2025-3-23 23:15 作者: fiction 時(shí)間: 2025-3-24 06:06 作者: 大量 時(shí)間: 2025-3-24 07:53 作者: organism 時(shí)間: 2025-3-24 12:20 作者: 租約 時(shí)間: 2025-3-24 15:50
Szymon Borak,Wolfgang Karl H?rdle,Brenda López-Cabrera作者: HACK 時(shí)間: 2025-3-24 20:34 作者: 侵略者 時(shí)間: 2025-3-24 23:33 作者: ORBIT 時(shí)間: 2025-3-25 03:50
Szymon Borak,Wolfgang Karl H?rdle,Brenda López-Cabrera作者: 雪上輕舟飛過(guò) 時(shí)間: 2025-3-25 09:15 作者: cruise 時(shí)間: 2025-3-25 13:20
Szymon Borak,Wolfgang Karl H?rdle,Brenda López-Cabrera Neubewertung der Rechtsprechung zu den Menschenrechten, die es letztlich erm?glichenwird, sie im Hinblick auf Rechtssicherheit, Klarheit und Schlüssigkeit zu verbessern..Das Lehrbuch richtet sich in erster Linie an fortgeschrittene Studierende der Rechtswissenschaft, die an einem tieferen Verst?ndn作者: 圣人 時(shí)間: 2025-3-25 16:10 作者: VOK 時(shí)間: 2025-3-25 21:37 作者: 配偶 時(shí)間: 2025-3-26 04:05
Szymon Borak,Wolfgang Karl H?rdle,Brenda López-Cabreraasmuch. AttheUniversityofSouthCarolina(USC)—where he teaches—chemistry enrolls, and graduates, ?ve times as many graduate students as physics. In this, USC is not unique. The discipline of chemistry is, in fact, enormous and enormously productive. Joachim Schummer in this volume (Chapter 2) makes th作者: 咽下 時(shí)間: 2025-3-26 04:36
Szymon Borak,Wolfgang Karl H?rdle,Brenda López-Cabrerach richtige S?tze formen kann, ohne die Regeln angeben zu k?nnen. Die Kinder kennen nicht die formal-logischen Regeln, nach denen sie schlie?en. Diese zu wissen, ist einer sp?teren Entwicklungsstufe vorbehalten.作者: upstart 時(shí)間: 2025-3-26 08:55 作者: 侵害 時(shí)間: 2025-3-26 16:01
Szymon Borak,Wolfgang Karl H?rdle,Brenda López-Cabrerates, ?ve times as many graduate students as physics. In this, USC is not unique. The discipline of chemistry is, in fact, enormous and enormously productive. Joachim Schummer in this volume (Chapter 2) makes th978-90-481-6825-5978-1-4020-3261-5Series ISSN 0068-0346 Series E-ISSN 2214-7942 作者: jocular 時(shí)間: 2025-3-26 19:36 作者: 消息靈通 時(shí)間: 2025-3-26 21:08
Szymon Borak,Wolfgang Karl H?rdle,Brenda López-Cabreraper and more existential process of understanding, goes beyond that: it possesses the other in one’s own patterns of perception, judgement, and values and, therefore, makes the other one’s own (“I make an opinion my own”), i.e. the identity of the subject is expanded.作者: 不怕任性 時(shí)間: 2025-3-27 02:04 作者: 不舒服 時(shí)間: 2025-3-27 07:04 作者: 連接 時(shí)間: 2025-3-27 13:05 作者: RLS898 時(shí)間: 2025-3-27 14:57 作者: 枯燥 時(shí)間: 2025-3-27 20:34
Binomial Model for European Optionsanalytically. Therefore, one relies on numerical price computation. The best known method is to approximate the stock price process by a discrete time stochastic process, or, as in the approach followed by Cox, Ross, Rubinstein, to model the stock price process as a discrete time process from the st作者: AMITY 時(shí)間: 2025-3-28 01:07
Exotic Optionsver the counter) to meet special needs of corporate customers. For example, a compound option allows one to acquire an ordinary option at a later date, and a chooser option is a form of the compound option where the buyer can decide at a later date which type of option he would like to have.作者: hemoglobin 時(shí)間: 2025-3-28 02:57
Models for the Interest Rate and Interest Rate Derivativeste and its independence of equity prices will not be reasonable when considering interest rate derivatives. Just as the dynamics of a stock price are modeled via a stochastic process, the term structure of interest rates is modeled stochastically. As interest rate derivatives have become increasingl作者: corn732 時(shí)間: 2025-3-28 09:39 作者: affluent 時(shí)間: 2025-3-28 13:15
ARIMA Time Series ModelsIt consists of two parts, an autoregressive (AR) part of order . and a moving average (MA) part of order .. When an ARMA model is not stationary, the methods of analyzing stationary time series cannot be used directly. In order to handle those processes within the framework of the classical time ser作者: 討厭 時(shí)間: 2025-3-28 18:11
Time Series with Stochastic Volatility is unobservable and thus must be estimated from market 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 volatility. It is interesting作者: Integrate 時(shí)間: 2025-3-28 21:08 作者: dermatomyositis 時(shí)間: 2025-3-29 02:42 作者: 駕駛 時(shí)間: 2025-3-29 03:52 作者: 微生物 時(shí)間: 2025-3-29 09:35 作者: Incommensurate 時(shí)間: 2025-3-29 11:23 作者: 尾隨 時(shí)間: 2025-3-29 18:19
Statistics of Extreme Risks %-VaR and for riskier types of investments, the risk is often underestimated when the innovations are assumed to be normally distributed, since a higher probability of extreme losses can be produced.作者: hallow 時(shí)間: 2025-3-29 22:24 作者: 音樂(lè)會(huì) 時(shí)間: 2025-3-30 01:23 作者: 外表讀作 時(shí)間: 2025-3-30 04:24 作者: 調(diào)整校對(duì) 時(shí)間: 2025-3-30 10:41 作者: 懶洋洋 時(shí)間: 2025-3-30 12:26
ARIMA Time Series Modelsmethods of analyzing stationary time series cannot be used directly. In order to handle those processes within the framework of the classical time series analysis, we must first form the differences to get a stationary process.作者: MONY 時(shí)間: 2025-3-30 17:49
Copulae and Value at Riskiskiness of a portfolio. This measure and its accuracy are of crucial importance in determining the capital requirement for financial institutions. That is one of the reasons why increasing attention has been paid to VaR computing methods.作者: 芳香一點(diǎn) 時(shí)間: 2025-3-30 23:12 作者: ERUPT 時(shí)間: 2025-3-31 02:21 作者: 變量 時(shí)間: 2025-3-31 07:45 作者: GOAT 時(shí)間: 2025-3-31 09:21
Szymon Borak,Wolfgang Karl H?rdle,Brenda López-Cabrerangeeignet sind. Nur das Konzept der Menschenwürde - basierend auf der kantischen Unterscheidung von Preis und Würde – ist als Grundlage geeignet. Die Ableitung der Menschenrechte aus dem Prinzip der Menschenwürde erlaubt es, das entscheidende Merkmal der Menschenrechte zu identifizieren, n?mlich den作者: 減震 時(shí)間: 2025-3-31 16:12
Szymon Borak,Wolfgang Karl H?rdle,Brenda López-Cabrerae prerequisite for the expansion of identity, in so far as that with is newly experienced is connected intra-mentally and socially by one’s own structures of perception-processing and experience-content to a new experience, so that experience, which implies understanding, results. Understanding is t作者: 史前 時(shí)間: 2025-3-31 20:49
