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Principles of financial engineering
Neftci, Salih N. - 2008 - 2nd ed.
Persistent link: https://www.econbiz.de/10003760898
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Value at risk calculations, extreme events, and tail estimation
Neftci, Salih N. - In: The journal of derivatives : the official publication … 7 (2000) 3, pp. 23-37
Persistent link: https://www.econbiz.de/10001497755
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An introduction to the mathematics of financial derivatives
Neftci, Salih N. - 2000 - 2. ed.
Persistent link: https://www.econbiz.de/10001462845
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Naive trading rules in financial markets and Wiener-Kolmogorov prediction theory : a study of "technical analysis"
Neftci, Salih N. - In: The journal of business : B 64 (1991) 4, pp. 549-571
Persistent link: https://www.econbiz.de/10001115133
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Discretization of stochastic differential equations and econometric forecasting : an application totime-varying autoregressions
Neftci, Salih N. - In: Journal of forecasting 13 (1994) 3, pp. 265-278
Persistent link: https://www.econbiz.de/10001157665
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Is there a cyclical time unit?
Neftci, Salih N. - In: Carnegie Rochester conference series on public policy : … (1986), pp. 11-48
Persistent link: https://www.econbiz.de/10001034672
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Statistical analysis of shapes in macroeconomic time series : is there a business cycle?
Neftci, Salih N. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 215-224
Persistent link: https://www.econbiz.de/10001142124
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An introduction to the mathematics of financial derivatives
Neftci, Salih N. - 1996
Persistent link: https://www.econbiz.de/10013475089
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Why financial markets do not use econometric forecasting : foreign exchange exotics, central banks and position taking
Neftci, Salih N. - In: Papers in money, macroeconomics and finance : … 75 (2007), pp. 1-20
Persistent link: https://www.econbiz.de/10003903296
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Pricing and hedging of contingent credit lines
Loukoianova, Elena; Neftci, Salih N.; Sharma, Sunil - In: The journal of derivatives : the official publication … 14 (2007) 3, pp. 61-79
Persistent link: https://www.econbiz.de/10003447152