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Essays on the use of e-Learning in statistics and the implementation of statistical software
Ziegenhagen, Uwe - 2009
des e-Learning in der Statistik-Ausbildung liegen. Kapitel 3, Koautoren Wolfgang Härdle und Sigbert Klinke, gibt … der "International Statistical Review", die eine technische Lösung für die Verbesserung des Verständnisses der Statistik … Statistik. Weiterhin stellt es die Quantnet Plattform vor, eine Plattform für die Verwaltung von Programmen und Daten. In …
Persistent link: https://www.econbiz.de/10009467154
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Models for Interest Rates and Interest Rate Derivatives
Groth, Lasse - 2009
This thesis gives an introduction to the principles of modern interest rate theory. After covering the basic tools for working in an environment with stochastic interest rates, we introduce different models for the term structure. The principals of risk neutral pricing are introduced and the...
Persistent link: https://www.econbiz.de/10009467155
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Measuring Risk with Extreme Value Theory
Georgescu, Vladimir - 2009
Persistent link: https://www.econbiz.de/10009467156
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Credit Quality Correlation Structure in the Emerging Markets
Boytsova, Tatiana - 2009
One-factor models claim, that credit quality of a firm is determined by some general factor (e.g. country condition) and individual factors. Further models expand the list of common factors, and introduce, e.g., industry condition as the common factor that drives credit quality correlation. The...
Persistent link: https://www.econbiz.de/10009467161
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Adaptive Interest Rate Modelling
Guo, Mengmeng - 2010
Persistent link: https://www.econbiz.de/10009467171
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MD*Book Online
Witzel, Rodrigo - 2001
Persistent link: https://www.econbiz.de/10009467180
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Models for Interest Rates and Interest Rate Derivatives
Sun, Li - 2009
This thesis gives an introduction to the principles of modern interest rate theory. After covering the basic tools for working in an environment with stochastic interest rates, we introduce different models for the term structure. The principals of risk neutral pricing are introduced and the...
Persistent link: https://www.econbiz.de/10009467185
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Uniform Confidence Band for Pricing Kernels
Wang, Weining - 2010
Pricing kernels implicit in option prices play a key role in assessing the risk aversion over equity returns. We deal with nonparametric estimation of the pricing kernel (Empirical Pricing Kernel) given by the ratio of the risk-neutral density estimator and the subjective density estimator. The...
Persistent link: https://www.econbiz.de/10009467187
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Anwendung probabilistisch-testtheoretischer Modelle auf Statistikklausuren des Grundstudiums
Westermeier, Christian - 2010
Persistent link: https://www.econbiz.de/10009467188