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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 …-arbitrage relations through the correlation structure of interest rates. Therefore, unspanned stochastic volatility (USV) as well as … between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a …
Persistent link: https://www.econbiz.de/10013521005
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Die parametrische und semiparametrische Analyse von Finanzzeitreihen : Neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian - 2016 - 1. Aufl. 2016
Semiparametrische Volatilitätsmodelle -- Hochfrequente und Ultra-Hochfrequente Finanzdaten -- Berechnung des Value-at-Risk auf Grundlage parametrischer und semiparametrischer Modelle -- Analyse von Handelswartezeiten -- Glättung der Volatilität von hochfrequenten Finanzdaten in einem...
Persistent link: https://www.econbiz.de/10014018518
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Patente und Finanzierung am Kapitalmarkt : Eine theoretische und empirische Analyse
Bittelmeyer, Claudia (contributor) - 2008
Persistent link: https://www.econbiz.de/10013516773
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Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications
Ardia, David (contributor) - 2008
This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in...
Persistent link: https://www.econbiz.de/10013520959
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Artificial Market Experiments with the U-Mart System
Shiozawa, Yoshinori - 2008
Persistent link: https://www.econbiz.de/10013521078
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Die Rolle der Finanzanalysten bei der Verbreitung von Managementkonzepten : Eine Analyse am Beispiel von Kernkompetenzen und Downsizing in den 1990er Jahren in den USA
Schulz, Ann-Christine - 2011
Managementkonzepten, welche die Unternehmenspraxis in den USA nachhaltig beeinflusst haben (Kernkompetenzen und Downsizing) und leitet aus …
Persistent link: https://www.econbiz.de/10014015341
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Agent-Based Modeling : The Santa Fe Institute Artificial Stock Market Model Revisited
Ehrentreich, Norman (contributor) - 2008
This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institute Artificial Stock Market (SFI-ASM), it finds that when selective forces are weak, financial evolution cannot guarantee that only the...
Persistent link: https://www.econbiz.de/10013520765
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Encyclopedia of Finance
Lee, Cheng F. (contributor); Lee, Alice C. (contributor) - 2006
pricing models -- Conditional asset pricing -- Conditional performance evaluation -- Working capital and cash flow … indices under rank transformation -- Corporate failure -- Review of REIT and MBS -- Experimental economics and the theory of … the publicly trade corporation -- The Mexican peso crisis -- Portfolio performance evaluation -- Call auction trading …
Persistent link: https://www.econbiz.de/10013520881
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Advanced Simulation-Based Methods for Optimal Stopping and Control : With Applications in Finance
Belomestny, Denis; Schoenmakers, John - 2018
This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some...
Persistent link: https://www.econbiz.de/10012398321