Linear factor models in finance
Year of publication: |
2005
|
---|---|
Authors: | Knight, John L. ; Satchell, Stephen |
Publisher: |
Amsterdam [u.a.] : Elsevier Butterworth-Heinemann |
Subject: | Finance | Mathematical models | Finanzwirtschaft | Faktorenanalyse | Aufsatzsammlung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
-
Why stock markets crash : critical events in complex financial systems
Sornette, Didier, (2004)
-
Risk neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H., (2004)
-
Practical applications of approximate equations in finance and economics
Tarrazo, Manuel, (2001)
- More ...
-
Estimation of stationary stochastic processes via the empirical characteristic function
Knight, John L., (1994)
-
Forecasting volatility in the financial markets
Knight, John L., (1998)
-
GARCH predictions and the predictions of option prices
Knight, John L., (2007)
- More ...