Titlebook: Simulating Security Returns; A Filtered Historica Giovanni Barone Adesi (Professor) Book 2014 Palgrave Macmillan, a division of Nature Amer

sprawl

書(shū)目名稱Simulating Security Returns影響因子(影響力)




書(shū)目名稱Simulating Security Returns影響因子(影響力)學(xué)科排名




書(shū)目名稱Simulating Security Returns網(wǎng)絡(luò)公開(kāi)度




書(shū)目名稱Simulating Security Returns網(wǎng)絡(luò)公開(kāi)度學(xué)科排名




書(shū)目名稱Simulating Security Returns被引頻次




書(shū)目名稱Simulating Security Returns被引頻次學(xué)科排名




書(shū)目名稱Simulating Security Returns年度引用




書(shū)目名稱Simulating Security Returns年度引用學(xué)科排名




書(shū)目名稱Simulating Security Returns讀者反饋




書(shū)目名稱Simulating Security Returns讀者反饋學(xué)科排名

1FAWN

Friction

circumvent

Palgrave Macmillan, a division of Nature America Inc. 2014

phlegm

A GARCH Option Pricing Model with Filtered Historical Simulation,r different distributions of historical and pricing return dynamics, which enhances the model’s flexibility to fit market option prices. An extensive empirical analysis based on S&P 500 Index options shows that our model outperforms other competing GARCH pricing models and ad hoc Black-Scholes models.

喚醒

anatomical

Giovanni Barone Adesils, spheres, and balls.* cubic splines and splines based on reproducing kernels.* multiresolution analysis using wavelets and scaling functions.This textbook is written for students in mathematics, physics, engineering, and the geosciences who have a basic background in analysis and linear algebra.

反感

項(xiàng)目

Giovanni Barone Adesi,Kostas Giannopoulos,Les VosperPaving the way to the more advanced and specialized literature, the?material?will be?accessible to students in the third year and can be covered?in one semester..978-3-030-50182-2978-3-030-50180-8Series ISSN 0072-5285 Series E-ISSN 2197-5612

DAFT