Similar Search Results

Applied quantitative finance

Härdle, Wolfgang (ed.); Chen, Cathy Yi-Hsuan (ed.); … - 2017 - Third edition

Persistent link: https://www.econbiz.de/10011607343

Quantitative financial risk management

Wu, Desheng Dash (ed.) - 2011

Persistent link: https://www.econbiz.de/10009231475

Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds

Berkelaar, Arjan B. (contributor); Berkelaar, Arjan B. (ed.) - 2010 - 1. publ.

"This edited volume contains essential readings for financial analysts and market practitioners working at Central Banks and Sovereign Wealth Funds. It presents the reader with state-of-the-art methods that are directly implementable, and industry 'best-practices' as followed by leading...

Persistent link: https://www.econbiz.de/10008657139

Essays on option pricing and portfolio planning with derivatives

Hansis, Alexandra - 2010

Persistent link: https://www.econbiz.de/10008780553

Market risk and financial markets modeling

Sornette, Didier (ed.) - 2012

Persistent link: https://www.econbiz.de/10009509256

Macroeconomic factors and asset prices : an empirical investigation

Mitrache, Andreea - 2015

Persistent link: https://www.econbiz.de/10011439183

Asset liability management for financial institutions : balancing financial stability with strategic objectives

Swarup, Bob (contributor) - 2012

Persistent link: https://www.econbiz.de/10009582193

The VaR implementation handbook

Gregoriou, Greg N. (contributor) - 2009

Persistent link: https://www.econbiz.de/10003801768

Option pricing and market risk management in the presence of jump risk

Vasiljević, Nikola - 2016

Persistent link: https://www.econbiz.de/10011933063

Essays on variance risk

Gruber, Peter H. - 2015

new three-factor model for index option pricing. A core feature of the model are unspanned skewness and term structure … volatility level. The second chapter studies the price of the smile, which is defined as the premia for individual option risk … factors. These risk factors are directly linked to the variance risk premium (VRP). I find that option risk premia are spanned …

Persistent link: https://www.econbiz.de/10011931531