Narrow search
Showing 1 - 10 of 84,506
Cover Image
Further developments and applications
Mamon, Rogemar S. (ed.); Elliott, Robert J. (ed.) - 2014 - Softcover reprint of the hardcover 1st edition 2014
Persistent link: https://www.econbiz.de/10011539298
Cover Image
Pricing derivatives under Lévy models : modern finite-difference and pseudo-differential operators approach
Itkin, Andrey - 2017
-differential operators and several original contributions to the theory of finite-difference schemes, is new as applied to the Lévy processes … theory of finite-difference schemes, the theory of M-matrices and EM-matrices, etc., thus forming a self-contained work that …Basics of a finite difference method -- Modern finite difference approach -- An M-matrix theory and FD -- Brief …
Persistent link: https://www.econbiz.de/10011789530
Cover Image
Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - 2017
Persistent link: https://www.econbiz.de/10011708502
Cover Image
Hidden Markov Models in Finance : Further Developments and Applications, Volume II
Mamon, Rogemar S. - 2014
science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance …
Persistent link: https://www.econbiz.de/10014020477
Cover Image
Derivate, Arbitrage und Portfolio-Selection : stochastische Finanzmarktmodelle und ihre Anwendungen
Hausmann, Wilfried; Diener, Kathrin; Käsler, Joachim - 2002 - 1. Auflage
Persistent link: https://www.econbiz.de/10014012257
Cover Image
Introduction to Stochastic Calculus for Finance : A New Didactic Approach
Sondermann, Dieter - 2006
Useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis, this book contains lecture notes which start with an elementary approach to stochastic calculus due to Follmer, who showed that one can develop Ito's...
Persistent link: https://www.econbiz.de/10013520563
Cover Image
Arbitrage theory in a market of stochastic dimension
Bayraktar, Erhan; Kim, Donghan; Tilva, Abhishek - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 847-895
Persistent link: https://www.econbiz.de/10014565276
Cover Image
Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Trotz jahrzehntelanger Forschung zur Gültigkeit der Hypothese informationseffizienter Kapitalmärkte (EMH) sind wesentliche damit verbundene Fragestellungen noch immer ungeklärt. Eine ist diejenige nach der Existenz und der Erklärung von zeitvariablen Überrenditen ("Time Varying Excess...
Persistent link: https://www.econbiz.de/10011402080
Cover Image
Financial-market equilibrium with friction
Buss, Adrian; Dumas, Bernard - 2013
Persistent link: https://www.econbiz.de/10009767514
Cover Image
R-squared and the economy
Morck, Randall; Yeung, Bernard; Yu, Wayne - 2013
Persistent link: https://www.econbiz.de/10009745239