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Option data, missing tails, and the intraday variation of implied moments
Ivanovas, Anselm - 2015
The risk-neutral distribution of returns, implied by S&P 500 option prices, has been a popular topic of research for … many years. Because of its forward-looking nature, it gives valuable insights into the expectation and risk attitude of …
Persistent link: https://www.econbiz.de/10010510195
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Food, people and society : a european perspective of consumer's food choices ; with 63 tables
Frewer, Lynn (ed.); Risvik, Einar (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001576755
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Special issue: Copulae and multivariate probability distributions in finance
Dias, Alexandra (contributor) - 2009
Persistent link: https://www.econbiz.de/10003924434
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Bond yields : models and moments
Gabriel, Christian - 2015
Neben der Einleitung ist die Dissertation in zwei Teile aufgeteilt. In Teil I wird die Annahme eines Investors mit μ-σ Präferenz getroffen. Das erste Kapitel stellt ein Multi-Rating ATSM unter Arbitragefreiheit mit dem klaren Fokus auf Zinsstrukturkurvenmodelle für Unternehmensanleihen vor....
Persistent link: https://www.econbiz.de/10011317335
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Copulae and multivariate probability distributions in finance
Dias, Alexandra da Costa (ed.) - 2013
Persistent link: https://www.econbiz.de/10009729213
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Handbook of economic forecasting ; Volume 2B
Elliott, Graham (ed.); Timmermann, Allan (ed.) - 2013
Persistent link: https://www.econbiz.de/10011484749
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Special issue: Bayesian probability and statistics in management research
Zyphur, Michael J. (contributor) - 2015
Persistent link: https://www.econbiz.de/10010481703
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Econometric analysis of financial derivatives
Chang, Chia-Lin (ed.); McAleer, Michael (ed.) - 2015
Persistent link: https://www.econbiz.de/10011499675
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Contributions to modeling extreme events on financial and electricity markets : [kumulative Dissertation]
Korniichuk, Volodymyr - 2013
Persistent link: https://www.econbiz.de/10010464305
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Statistical tools for finance and insurance
Čížek, Pavel (contributor); Härdle, Wolfgang (contributor) - 2005
analyst and risk manager will benefit. Covering topics such as heavy tailed distributions, implied trinomial trees, pricing of … CAT bonds, simulation of risk processes and ruin probability approximation, the book does not only offer practitioners ….- Visualization of the Risk Process.- Approximation of Ruin Probability.- Deductibles.- Net Premiums.- Premium Calculation in the …
Persistent link: https://www.econbiz.de/10002123307