Narrow search
Showing 1 - 5 of 5
Cover Image
Fundamentals and advanced techniques in derivatives hedging
Bouchard, Bruno; Chassagneux, Jean-François - 2016
Persistent link: https://www.econbiz.de/10011531565
Cover Image
Analytically tractable stochastic stock price models
Gulisashvili, Archil - 2012
Persistent link: https://www.econbiz.de/10009623216
Cover Image
Discrete time series, processes, and applications in finance
Zumbach, Gilles O. - 2013
-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book … and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH …
Persistent link: https://www.econbiz.de/10009634376
Cover Image
The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools
Larcher, Gerhard - 2023
Volatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options, American options, path-dependent options, multi-asset options) -- Fundamentals: stochastic analysis and applications, interest rate dynamics, and basic principles of pricing...
Persistent link: https://www.econbiz.de/10014239929
Cover Image
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael (ed.) - 2012 - 2., überarbeitete Auflage
Persistent link: https://www.econbiz.de/10014008462