In today's complex financial markets, "Algorithmic Trading" has become very important. The study delves into the amalgamation of four pivotal indicators - Relative Strength Index (RSI), Exponential Moving Average (EMA), Volume-Weighted Average Price (VWAP), and Moving Average...

I analyze the dynamics of European credit default swap spreads by estimating CDS spreads via an extension of the structural credit risk models by Black and Cox (1976) as well as Leland (1994), the so called CreditGrades model proposed by Finger et al. (2002). Using two different procedures in...

Replikation und verallgemeinerte Diskontierung -- Ein-Perioden-Modelle.-Mehr-Perioden-Modelle.-Optionen, Futures und andere Derivate.-Stochastische Analysis und verallgemeinerte Diskontierung -- Diskrete stochastische Analysis.-Diskrete stochastische Finanzmathematik.-Einführung in die stetige...

Chapter 1 Preliminaries -- Chapter 2 Risk and Expected Utility -- Chapter 3 Market Pricing and Market E ciency -- Chapter 4 Modern Portfolio Theory -- Chapter 5 Asset Pricing -- Chapter 6 Introduction to Derivatives -- Chapter 7 Arbitrage and Model-free Pricing Methods- Chapter 8 Modelling,...