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Fundamental Aspects of Operational Risk and Insurance Analytics : A Handbook of Operational Risk

Cruz, Marcelo G.; Peters, Gareth W.; Shevchenko, Pavel V. - 2015 - 1. Aufl.

A one-stop guide for the theories, applications, andstatistical methodologies essential to operational risk Providing a complete overview of operational risk modeling andrelevant insurance analytics, Fundamental Aspects of OperationalRisk and Insurance Analytics: A Handbook of Operational...

Persistent link: https://www.econbiz.de/10011839011

Handbook of Market Risk.

Szylar, Christian - 2013 - 1st ed.

Asset Pricing Model and the Arbitrage Pricing Theory The use of a fundamental multi-factors model Financial derivatives … Commodity Market -- Further Reading -- Chapter Two: The Efficient Markets Theory -- 2.1 Assumptions behind a Perfectly ….3 Critics of Efficient Markets Theory -- 2.4 Development of Behavioral Finance -- 2.5 Beating the Market: Fundamental versus …

Persistent link: https://www.econbiz.de/10012666575

Handbook of volatility models and their applications

Bauwens, Luc (ed.) - 2012 - Online-Ausg.

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot …

Persistent link: https://www.econbiz.de/10012661919

Handbook of high-frequency trading and modeling in finance

Florescu, Ionuţ (contributor) - 2016

Intro -- Title page -- Copyright -- Notes on Contributors -- Editors -- List of Contributors -- Preface -- Chapter 1 Trends and Trades -- 1.1 Introduction -- 1.2 A trend-based trading strategy -- 1.3 CUSUM timing -- 1.4 Example: Random walk on ticks -- 1.5 CUSUM strategy Monte Carlo -- 1.6 The...

Persistent link: https://www.econbiz.de/10012684104

Extreme events in finance : a handbook of extreme value theory and its applications

Longin, François Michel (ed.) - 2017

-- 1.1 Extremes -- 1.2 History -- 1.3 Extreme value theory -- 1.4 Statistical estimation of extremes -- 1.5 Applications in … note -- References -- Chapter 2 Extremes Under Dependence-Historical Development and Parallels with Central Limit Theory … -- References -- Chapter 4 Extreme Value Theory: An Introductory Overview -- 4.1 Introduction -- 4.2 Univariate case -- 4 …

Persistent link: https://www.econbiz.de/10012684278

Handbook of fixed-income securities

Veronesi, Pietro (ed.) - 2016

Intro -- Title Page -- Copyright -- Table of Contents -- Dedication -- Notes on Contributors -- Preface -- The Handbook -- Part I: Fixed Income Markets -- 1 Fixed Income Markets: An Introduction -- 1.1 Introduction -- 1.2 U.S. Treasury Bills, Notes, and Bonds -- 1.3 Interest Rates, Yields, and...

Persistent link: https://www.econbiz.de/10012684291

Handbook of Modeling High-Frequency Data in Finance.

Viens, Frederi G - 2011 - 1st ed.

CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in...

Persistent link: https://www.econbiz.de/10012689442

Handbook in Monte Carlo Simulation : Applications in Financial Engineering, Risk Management, and Economics

Brandimarte, Paolo - 2014 - 1st ed.

derivation -- 2.2 Gaussian quadrature -- 2.2.1 Theory of Gaussian quadrature: The role of orthogonal polynomials -- 2 …

Persistent link: https://www.econbiz.de/10012690623