Narrow search
Showing 1 - 10 of 13,177
Cover Image
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
Cover Image
State-space of the Vasicek model for long-term bonds with Kalman filter
Mawonike, Romeo; Ikpe, Dennis; Gyamerah, Samuel Asante - In: International journal of financial engineering 10 (2023) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10014304258
Cover Image
Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth - 1994
Persistent link: https://www.econbiz.de/10000893910
Cover Image
Modeling high dimensional time series for factors driving volatility strings
Mungo, Julius - 2009
Persistent link: https://www.econbiz.de/10003835521
Cover Image
Skewness premium with Lévy processes
Barbachan, José Santiago Fajardo; Mordecki, Ernesto - 2009
Persistent link: https://www.econbiz.de/10003849514
Cover Image
Statistics of financial markets : exercises and solutions
Borak, Szymon; Härdle, Wolfgang; López Cabrera, Brenda - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003929526
Cover Image
Financial crisis: estimating the risk of assets in balance
Barone-Adesi, Giovanni; Corvasce, Giuseppe - 2009
Persistent link: https://www.econbiz.de/10003970456
Cover Image
Nonparametric estimation of risk-neutral densities
Grith, Maria; Härdle, Wolfgang; Schienle, Melanie - 2010
This chapter deals with nonparametric estimation of the risk neutral density. We present three different approaches which do not require parametric functional assumptions on the underlying asset price dynamics nor on the distributional form of the risk neutral density. The first estimator is a...
Persistent link: https://www.econbiz.de/10003953034
Cover Image
Statistics of financial markets : an introduction
Franke, Jürgen; Härdle, Wolfgang; Hafner, Christian M. - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003557320
Cover Image
Die Cairns-Familie von Zinsstrukturmodellen: Kalibrierung, Analyse und Anwendungen im Risikomanagement
Lutz, Matthias - 2007
Persistent link: https://www.econbiz.de/10003561608