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A Time Series Approach to Option Pricing : Models, Methods and Empirical Performances
Chorro, Christophe - 2015
The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book explains how the economic messages delivered by the dynamic evolution of financial asset returns are strongly related to option prices....
Persistent link: https://www.econbiz.de/10012401993
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The Mathematics of Options : Quantifying Derivative Price, Payoff, Probability, and Risk
Thomsett, Michael C. - 2017
This book is written for the experienced portfolio manager and professional options traders. It is a practical guide offering how to apply options math in a trading world that demands mathematical measurement. Every options trader deals with an array of calculations: beginners learn to identify...
Persistent link: https://www.econbiz.de/10012397291
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Handbook of Quantitative Finance and Risk Management
Lee, Cheng F. - 2010
Overview of Quantitative Finance and Risk Management Research -- Portfolio Theory and Investment Analysis -- Options … and Option Pricing Theory -- Risk Management -- Theory, Methodology, and Applications … theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the …
Persistent link: https://www.econbiz.de/10013522707
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Predictive Data Mining Models
Olson, David L - 2017
This book reviews forecasting data mining models, from basic tools for stable data through causal models, to more advanced models using trends and cycles. These models are demonstrated on the basis of business-related data, including stock indices, crude oil prices, and the price of gold. The...
Persistent link: https://www.econbiz.de/10014020799
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Preference-Based-Recommender-Systeme : Individuelle neuronale Präferenzmodellierung am Beispiel von Investmentfonds
Schneider, Tobias - 2005 - Gabler Edition Wissenschaft
Die Vorlieben der Kunden zu kennen zählt zu den wichtigsten Voraussetzungen für eine erfolgreiche Produktpolitik, und ihre Messung ist ein zentrales Thema der Marketingforschung. Tobias Schneider stellt einen neuen Typus von Recommender-Systemen vor, der auf der Modellierung von Präferenzen...
Persistent link: https://www.econbiz.de/10013517427
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Metaheuristic Procedures for Training Neutral Networks
Alba, Enrique (contributor); Martí, Rafael (contributor) - 2006
This book provides successful implementations of metaheuristic methods for neural network training. It is the first book to achieve this objective. Moreover, the basic principles and fundamental ideas given in the book will allow the readers to create successful training methods on their own....
Persistent link: https://www.econbiz.de/10013520443
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Foreign-Exchange-Rate Forecasting With Artificial Neural Networks
Yu, Lean - 2007
The book focuses on forecasting foreign exchange rates via artificial neural networks. It creates and applies the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange-rate forecasting. The result is an up-to-date review of the most recent research...
Persistent link: https://www.econbiz.de/10013522719
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Fusions- und Übernahmekandidaten in der deutschen Stahlindustrie : Ein Vergleich zwischen binär logistischen Regressionen und künstlichen neuronalen Netzen
Önder, Fatih - 2016
Einleitung in die Ermittlung der Übernahme- und Fusionswahrscheinlichkeit für Akquiseziele in der deutschen Stahlindustrie auf Basis von Finanzkennzahlen -- Methodisch-konzeptionelle Grundlagen zu den eingesetzten Arbeitstechniken und Hypothesen zu Übernahmen und Fusionen -- Identifizierung...
Persistent link: https://www.econbiz.de/10013503462
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Derivate auf Alternative Investments : Konstruktion und Bewertungsmöglichkeiten
Hoppe, Christian - 2005 - Gabler Edition Wissenschaft
Alternative Investments, die sich durch ihr Streben nach marktphasenunabhängigen, absoluten Renditen auszeichnen, sind in den letzten Jahren verstärkt in den Fokus institutioneller Investoren gerückt. Damit erhalten auch die angebotenen Produktstrukturen auf Hedgefonds und Private Equity...
Persistent link: https://www.econbiz.de/10013517349
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Pricing of Bond Options : Unspanned Stochastic Volatility and Random Field Models
Repplinger, Detlef (contributor); Fandel, G. (contributor);  … - 2008
A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) and options on coupon bearing bonds (e.g. swaptions) are linked by no-arbitrage relations through the correlation structure of...
Persistent link: https://www.econbiz.de/10013521005