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Applied quantitative finance : theory and computational tools

Härdle, Wolfgang; Stahl, Gerhard - 2002

Persistent link: https://www.econbiz.de/10001676122

Applied Quantitative Finance : Theory and Computational Tools

Härdle, Wolfgang - 2002

Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned...

Persistent link: https://www.econbiz.de/10013523096

Adaptive estimation for a time inhomogeneous stochastic-volatility model

Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000

Persistent link: https://www.econbiz.de/10001470372

Discrete time option pricing with flexible volatility estimation

Härdle, Wolfgang; Hafner, Christian M. - In: Finance and stochastics 4 (2000) 2, pp. 189-207

Persistent link: https://www.econbiz.de/10001486714

Discrete time option pricing with flexible volatility estimation

Härdle, Wolfgang - 1997

Persistent link: https://www.econbiz.de/10000971105

Flexible stochastic volatility structures for high frequency financial data

Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998

Persistent link: https://www.econbiz.de/10000992362

A new method for volatility estimation with applications in foreign exchange rate series

Bossaerts, Peter L. - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 71-83). 1996

Persistent link: https://www.econbiz.de/10001318071

Local polynomial estimators of the volatility function in nonparametric autoregression

Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242

Persistent link: https://www.econbiz.de/10001336796

Semiparametric diffusion estimation and application to a stock market index

Härdle, Wolfgang (contributor) - 2001

Persistent link: https://www.econbiz.de/10001595495

Common factors governing VDAX movements and the maximum loss

Härdle, Wolfgang; Schmidt, Peter - 2000

Persistent link: https://www.econbiz.de/10001555314

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