Narrow search
Showing 1 - 10 of 10,159
Cover Image
Volatility and correlation : the perfect hedger and the fox
Rebonato, Riccardo - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001932788
Cover Image
Stock Market Volatility and Mathematical Expectations
James, Robert G. - 2019
It is generally believed that excessive stock market volatility reflects non-mathematical market expectations that are driven by “irrational exuberance” or “animal spirits”. As shown in this paper, there is an alternative explanation. If ex-ante and ex-post expectations are calculated in...
Persistent link: https://www.econbiz.de/10012862894
Cover Image
Applied quantitative finance
Härdle, Wolfgang (ed.); Hautsch, Nikolaus (ed.);  … - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003719524
Cover Image
Nonlinear time series models in empirical finance
Franses, Philip Hans; Dijk, Dick van - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001484071
Cover Image
Volatility markets : consistent modeling, hedging and practical implementation
Bühler, Hans - 2006
Persistent link: https://www.econbiz.de/10003372033
Cover Image
Risk and financial management : mathematical and computational methods
Tapiero, Charles S. - 2004
Persistent link: https://www.econbiz.de/10001830103
Cover Image
Stochastic implied volatility : a factor-based model
Hafner, Reinhold - 2004
volatility derivatives. In the first part, the book develops a unifying theory for the analysis of contingent claims under both …
Persistent link: https://www.econbiz.de/10002063039
Cover Image
Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum (contributor); Li, Wai Keung (contributor);  … - International Workshop on Statistics and Finance <1999, … - 2000
Persistent link: https://www.econbiz.de/10001490756
Cover Image
Applied quantitative finance : theory and computational tools
Härdle, Wolfgang; Stahl, Gerhard - 2002
Persistent link: https://www.econbiz.de/10001676122