標(biāo)題: Titlebook: Statistics of Financial Markets; An Introduction Jürgen Franke,Wolfgang K. H?rdle,Christian M. Hafn Textbook 20082nd edition Springer-Verla [打印本頁] 作者: 空隙 時(shí)間: 2025-3-21 19:37
書目名稱Statistics of Financial Markets影響因子(影響力)
書目名稱Statistics of Financial Markets影響因子(影響力)學(xué)科排名
書目名稱Statistics of Financial Markets網(wǎng)絡(luò)公開度
書目名稱Statistics of Financial Markets網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Statistics of Financial Markets被引頻次
書目名稱Statistics of Financial Markets被引頻次學(xué)科排名
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書目名稱Statistics of Financial Markets年度引用學(xué)科排名
書目名稱Statistics of Financial Markets讀者反饋
書目名稱Statistics of Financial Markets讀者反饋學(xué)科排名
作者: Counteract 時(shí)間: 2025-3-21 22:13
Value at Risk and Backtesting time. This often occurs though the choice of suitable portfolios of a specific risk factor, i.e., through principal components analysis (Chapter 20). With risks from option trading a linear transformation is often applied using the “Greeks” (Chapter 6).作者: 五行打油詩 時(shí)間: 2025-3-22 04:20
Textbook 20082nd editionn problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic..For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management..作者: 哥哥噴涌而出 時(shí)間: 2025-3-22 06:55 作者: 雪上輕舟飛過 時(shí)間: 2025-3-22 12:05 作者: 喃喃而言 時(shí)間: 2025-3-22 13:17 作者: 并入 時(shí)間: 2025-3-22 17:57
American Optionsthe Black-Scholes differential equations still hold as long as the options are not exercised. However the boundary conditions are so complicated that an analytical solution is not possible. In this section we study American options in more detail. The numerical procedures of pricing will also be discussed in the next section.作者: 秘方藥 時(shí)間: 2025-3-23 00:52 作者: Wernickes-area 時(shí)間: 2025-3-23 03:18 作者: 字形刻痕 時(shí)間: 2025-3-23 06:42 作者: CLAY 時(shí)間: 2025-3-23 13:05
Stochastic Integrals and Differential Equationschastic differential equations, has an important role to play. To illustrate these notions we use repeated approximations by stochastic processes in discrete time and refer to the results from Chapter 4.作者: Misgiving 時(shí)間: 2025-3-23 15:21 作者: 停止償付 時(shí)間: 2025-3-23 21:27 作者: 神圣不可 時(shí)間: 2025-3-24 01:05 作者: Mumble 時(shí)間: 2025-3-24 03:12
Introduction: Definitions and Conceptsdifferent economic theories exist in different markets (currency, interest rates, stocks, derivatives, etc.). Well known examples include the purchasing power parity for exchange rates, interest rate term structure models, the . (CAPM) and the Black-Scholes option pricing model. Most of these models作者: 歸功于 時(shí)間: 2025-3-24 09:10
Non-parametric Concepts for Financial Time Seriesements about the future mean, the future volatility, etc., for example, one would like to estimate the expectation and variance of the underlying process conditional on the past. One method of producing such estimates will be introduced in this chapter.作者: neurologist 時(shí)間: 2025-3-24 13:45
Pricing Options with Flexible Volatility Estimatorsd to financial market data. Thus, it is natural to discuss option pricing models where the underlying instrument follows an ARCH process. From an empirical point of view the form of the ., which is defined as a function of the current volatility dependent on yesterday’s returns, is the dominant fact作者: Pigeon 時(shí)間: 2025-3-24 18:50
Value at Risk and Backtesting central importance to a credit institute, since it is the basis for a regulatory notification technique and for required equity investments. The description of risk is done with the help of an “internal model”, whose job is to reflect the market risk of portfolios and similar risky investments over作者: 閑聊 時(shí)間: 2025-3-24 20:47 作者: 拋射物 時(shí)間: 2025-3-24 23:55
. Where does Aristotle draw the line?? Plant-like animals bring this question into focus and demonstrate the indeterminacy of any potential solution to the division. This analysis of Parts of Animals shows t978-3-319-37652-3978-3-319-01421-0Series ISSN 1871-7381 Series E-ISSN 2215-1958 作者: 多節(jié) 時(shí)間: 2025-3-25 05:35 作者: 脾氣暴躁的人 時(shí)間: 2025-3-25 10:53 作者: 營養(yǎng) 時(shí)間: 2025-3-25 14:25 作者: 致敬 時(shí)間: 2025-3-25 16:09 作者: Resection 時(shí)間: 2025-3-25 21:39
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: ETHER 時(shí)間: 2025-3-26 03:36
, of adaptation, of the struggle for existence, of the orderly sequence of Nature’s plan. Above all he was a student of Life itself. If he was a learned anatomist, a great student of the dead, still more was he a lover of the living. Evermore his world is in movement” (Thompson 1913, p. 15).作者: Cholagogue 時(shí)間: 2025-3-26 05:27
, of adaptation, of the struggle for existence, of the orderly sequence of Nature’s plan. Above all he was a student of Life itself. If he was a learned anatomist, a great student of the dead, still more was he a lover of the living. Evermore his world is in movement” (Thompson 1913, p. 15).作者: ANTE 時(shí)間: 2025-3-26 10:37
, of adaptation, of the struggle for existence, of the orderly sequence of Nature’s plan. Above all he was a student of Life itself. If he was a learned anatomist, a great student of the dead, still more was he a lover of the living. Evermore his world is in movement” (Thompson 1913, p. 15).作者: Criteria 時(shí)間: 2025-3-26 15:35 作者: LINE 時(shí)間: 2025-3-26 19:54 作者: 出血 時(shí)間: 2025-3-26 22:16 作者: 溫和女人 時(shí)間: 2025-3-27 03:48
Pricing Options with Flexible Volatility Estimatorsuasi-Maximum-Likelihood-Estimator (QMLE) is not yet completely solved. Another Ansatz, as in the Threshold GARCH-Models, is to introduce thresholds in the news impact curve to create flexible asymmetry.作者: CAND 時(shí)間: 2025-3-27 06:00
0172-5939 c..For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management..978-3-540-76272-0Series ISSN 0172-5939 Series E-ISSN 2191-6675 作者: 茁壯成長 時(shí)間: 2025-3-27 09:51
notorious crimes in Philadelphia‘s history; .-thoroughly examines the organization of the Black Mafia and the group‘s alliances, conspiracies and conflicts; .-challenges many of the current historical and theoretical assumptions regarding organized crime. .978-1-4020-1421-5978-0-306-48132-1Series ISSN 1571-5493 作者: eustachian-tube 時(shí)間: 2025-3-27 14:06 作者: PAD416 時(shí)間: 2025-3-27 19:45
notorious crimes in Philadelphia‘s history; .-thoroughly examines the organization of the Black Mafia and the group‘s alliances, conspiracies and conflicts; .-challenges many of the current historical and theoretical assumptions regarding organized crime. .978-1-4020-1421-5978-0-306-48132-1Series ISSN 1571-5493 作者: d-limonene 時(shí)間: 2025-3-28 00:46 作者: 不能平靜 時(shí)間: 2025-3-28 03:20 作者: dapper 時(shí)間: 2025-3-28 07:04 作者: stroke 時(shí)間: 2025-3-28 12:02 作者: Ingrained 時(shí)間: 2025-3-28 16:46
ts. 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: BILIO 時(shí)間: 2025-3-28 18:57 作者: lavish 時(shí)間: 2025-3-28 23:35
ademicians in the fields of criminology, sociology, history, political science and African-American Studies will find the book compelling and important. This book provides the first sociological analysis to date of Philadelphia‘s infamous "Black Mafia" which has organized crime (with varying degrees作者: bleach 時(shí)間: 2025-3-29 06:30 作者: nautical 時(shí)間: 2025-3-29 11:05 作者: 范例 時(shí)間: 2025-3-29 13:16
e might describe as “merely” biological and the more philosophical, speculative discussions? Can the activity in which Aristotle is engaged be described as a philosophical biology? What would such an inquiry entail? This book aims to examine these questions through a detailed analysis of Aristotle’s作者: 邊緣 時(shí)間: 2025-3-29 17:01 作者: 鞏固 時(shí)間: 2025-3-29 21:56 作者: enchant 時(shí)間: 2025-3-30 01:43
e might describe as “merely” biological and the more philosophical, speculative discussions? Can the activity in which Aristotle is engaged be described as a philosophical biology? What would such an inquiry entail? This book aims to examine these questions through a detailed analysis of Aristotle’s作者: 結(jié)果 時(shí)間: 2025-3-30 06:26
e might describe as “merely” biological and the more philosophical, speculative discussions? Can the activity in which Aristotle is engaged be described as a philosophical biology? What would such an inquiry entail? This book aims to examine these questions through a detailed analysis of Aristotle’s作者: 陳舊 時(shí)間: 2025-3-30 08:21 作者: 描述 時(shí)間: 2025-3-30 15:58 作者: Custodian 時(shí)間: 2025-3-30 17:19 作者: 意外 時(shí)間: 2025-3-30 23:45 作者: climax 時(shí)間: 2025-3-31 02:35 作者: 秘密會(huì)議 時(shí)間: 2025-3-31 06:44
es contemporary contributions with seminal works.The intelle.This book presents a unique collection of the most relevant perspectives in contemporary human rights philosophy. Different intellectual traditions are brought together to explore some of the core postmodern issues challenging standard jus作者: excursion 時(shí)間: 2025-3-31 09:43
re brought together to explore some of the core postmodern issues challenging standard justifications. Widely accessible also to non experts, contributions aim at opening new perspectives on the state of the art of the philosophy of human rights. This makes this book particularly suitable to human r作者: 減少 時(shí)間: 2025-3-31 16:54 作者: 螢火蟲 時(shí)間: 2025-3-31 21:09 作者: GEON 時(shí)間: 2025-4-1 00:10
re brought together to explore some of the core postmodern issues challenging standard justifications. Widely accessible also to non experts, contributions aim at opening new perspectives on the state of the art of the philosophy of human rights. This makes this book particularly suitable to human r作者: expdient 時(shí)間: 2025-4-1 05:28
Springer-Verlag Berlin Heidelberg 2008
