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Computational finance
Stentoft, Lars - In: Journal of risk and financial management : JRFM 13 (2020) 7/145, pp. 1-4
The field of computational finance is evolving ever faster. This book collects a number of novel contributions on the use of computational methods and techniques for modelling financial asset prices, returns, and volatility, and on the use of numerical methods for pricing, hedging, and risk...
Persistent link: https://www.econbiz.de/10012309311
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Portfolio management implications of volatility shifts : evidence from simulated data
Fernández, Viviana (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003336111
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Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco; Colangelo, Dominik - 2009
Persistent link: https://www.econbiz.de/10003885898
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Three essays on financial markets and institutions
Souto, Marcos Rietti - 2005
Persistent link: https://www.econbiz.de/10003904272
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Dynamic asset allocation with jump risk
Xu, Weidong; Wu, Chongfeng; Xu, Weijun; Li, Hongyi - In: Journal of risk 12 (2009/10) 3, pp. 29-44
Persistent link: https://www.econbiz.de/10003970172
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Element-by-element estimation of a volatility matrix : an Italian portfolio simulation
Naccarato, Alessia; Pierini, Andrea - In: Investment management and financial innovations 11 (2014) 3, pp. 34-43
Persistent link: https://www.econbiz.de/10010512185
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Dynamic simulation of pension funds' portfolio
Liutvinavicius, Marius; Sakalauskas, Virgilijus - In: Business information systems workshops : BIS 2012 …, (pp. 69-80). 2012
Persistent link: https://www.econbiz.de/10009664072
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FX volatility adjustment for risk factors simulation
Kondratyev, Alexei - In: Journal / The Capco Institute : journal of financial … 37 (2013), pp. 111-116
Persistent link: https://www.econbiz.de/10010341539
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Dampening hedge fund volatility through funds of hedge funds
Gunzberg, Jodie; Wang, Audrey - In: Stock market volatility, (pp. 275-292). 2009
Persistent link: https://www.econbiz.de/10003830475
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Market price analysis and risk management for convertible bonds
Ohtake, Fuminobu; Oda, Nobuyuki; Yoshiba, Toshinao - 1998
Persistent link: https://www.econbiz.de/10000994639