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Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps

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Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk

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Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk

Poncet, Patrice; Portait, Roland; Toder, Igor - 2022

Floating Rate Instruments and Swaps -- 8 Stocks, Stock Markets and Stock Indices -- Part 2 Futures and Options -- 9 Futures and … Forwards -- 10 Options (I): General Description, Parity Relations, Basic Concepts and Valuation Using the Binomial Model -- 11 … Options (II): Continuous-Time Models, Black–Scholes and Extensions -- 12 Option Portfolio Strategies: Tools and Methods -- 13 …

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Applied quantitative finance : theory and computational tools

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Applied Quantitative Finance : Theory and Computational Tools

Härdle, Wolfgang - 2002

Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned...