Showing 1 - 10 of 651
Persistent link: https://www.econbiz.de/10011531565
Persistent link: https://www.econbiz.de/10001676122
Persistent link: https://www.econbiz.de/10012669843
-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book … and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH …
Persistent link: https://www.econbiz.de/10009634376
Persistent link: https://www.econbiz.de/10011648924
Volatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options, American options, path-dependent options, multi-asset options) -- Fundamentals: stochastic analysis and applications, interest rate dynamics, and basic principles of pricing...
Persistent link: https://www.econbiz.de/10014239929
Persistent link: https://www.econbiz.de/10000771059
Persistent link: https://www.econbiz.de/10000757387
Persistent link: https://www.econbiz.de/10000759788
Persistent link: https://www.econbiz.de/10000706793