Narrow search
Showing 1 - 10 of 522
Cover Image
On some classes of continuous time series models and their use in financial economics
Surulescu, Nicolae Mircea - 2010
Persistent link: https://www.econbiz.de/10008935502
Cover Image
Modeling and pricing financial assets under long memory processes
Misiran, Masnita - 2010
An important research area in financial mathematics is the study of long memory phenomenon in financial data. Long memory had been known long before suitable stochastic models were developed. Fractional Brownian motion (FBM) can be used to characterize this phenomenon. This thesis examines the...
Persistent link: https://www.econbiz.de/10009434846
Cover Image
Elements of external calculus : with an application to mathematical finance
Koudjeti, Fouad - 1995
Persistent link: https://www.econbiz.de/10000920178
Cover Image
Bewertung von Zahlungsströmen mit variabler Verzinsung
Pichler, Stefan - 1999
Persistent link: https://www.econbiz.de/10001370929
Cover Image
Essays on the Foster-Hart measure of riskiness and ambiguity in real options games
Hellmann, Tobias - 2016
Persistent link: https://www.econbiz.de/10011486438
Cover Image
Volatility and correlation in financial markets : theoretical developments and numerical analysis
Pisani, Camilla - 2015
Persistent link: https://www.econbiz.de/10011526981
Cover Image
Fourier and Laplace transform inversion with applications in finance
Iseger, Peter den - 2014
Persistent link: https://www.econbiz.de/10010443069
Cover Image
Affine and quadratic models for volatility and interest rates markets
Gourier, Elise - 2013
Persistent link: https://www.econbiz.de/10011446524
Cover Image
The truncated multivariate normal distribution in finance and econometrics
Wilhelm, Stefan - 2014
Persistent link: https://www.econbiz.de/10010438565
Cover Image
General equilibrium foundations and continuous-time finance for heterogeneous and international economies
Berndt, Oliver - 2013
Persistent link: https://www.econbiz.de/10010236552