Encyclopedia of quantitative finance: 2 E - J
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
Chichester [u.a.]
Wiley
2010
|
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Hier auch später erschienene, unveränderte Nachdrucke |
| Physical Description: | XLV S., S. 508 - 994 zahlr. graph. Darst. |
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MARC
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| 245 | 1 | 0 | |a Encyclopedia of quantitative finance |n 2 |p E - J |c ed.-in-chief Rama Cont |
| 264 | 1 | |a Chichester [u.a.] |b Wiley |c 2010 | |
| 300 | |a XLV S., S. 508 - 994 |b zahlr. graph. Darst. | ||
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Record in the Search Index
| _version_ | 1804141131607310336 |
|---|---|
| adam_text | Xli
Volume 2
Early Exercise Options: Upper
Bounds
507
Econometrics of Diffusion Models
512
Econometrics of Option Pricing
518
Economic Capital
528
Economic Capital Allocation
531
Econophysics
535
Efficient Market Hypothesis
538
Efficient Markets Theory: Historical
Perspectives
542
Electricity Forward Contracts
546
Electricity Markets
549
Emissions Trading
555
Employee Stock Options
561
Entropy-based Estimation
567
Equity-Credit Problem
571
Equity Default Swaps
575
Equity Swaps
577
Equivalence of Probability Measures
580
Equivalent Martingale Measures
583
Esscher Transform
589
Eurodollar Futures and Options
592
Exchange Options
594
Exchange-traded Funds (ETFs)
611
Execution Costs
612
Exercise Boundary Optimization
Methods
617
Expectations Hypothesis
621
Expected Shortfall
630
Expected Utility Maximization
634
Expected Utility Maximization:
Duality Methods
638
Exponential Levy Models
646
Exposure to Default and Loss Given
Default
651
Extreme Value Theory
657
Factor Models
669
Filtering
674
Filtrations
683
Finite Difference Methods for Barrier
Options
687
Finite Difference Methods for Early
Exercise Options
695
Finite Element Methods
704
Fisher, Irving
711
Fixed Mix Strategy
714
Foreign Exchange Basket Options
717
Contents xiii
Foreign
Exchange
Markets
Foreign Exchange Options
Foreign Exchange Options: Delta-
and At-the-money Conventions
Foreign Exchange Smile
Interpolation
Foreign Exchange Smiles
Foreign Exchange Symmetries
Forward and Swap Measures
Forward-Backward Stochastic
Differential Equations (SDEs)
Forward-starting CDO Tranche
Forwards and Futures
Fourier Methods in Options Pricing
Fourier Transform
Fractional Brownian Motion
Free Lunch
Fundamental Theorem of Asset
Pricing
Gamma Hedging
Gamma Swap
GARCH Models
Gaussian Copula Model
Gaussian Interest-Rate Models
Generalized Hyperbolic Models
Generalized Method of Moments
(GMM)
Gerber-
Shiu Function
Glosten-Milgrom Models
Good-deal Bounds
Hazard Rate
Heath-Jarrow-Morton Approach
Heavy Tails
Heavy Tails in Insurance
Hedge Funds
Hedging
Hedging of Interest Rate Derivatives
Heston Model
High-frequency Data
Himalayan Option
Hull-White Stochastic Volatility
Model
Implied Volatility: Large Strike
Asymptotics
Implied Volatility: Long Maturity
Behavior
722
Implied Volatility: Market Models
916
727
Implied Volatility in Stochastic
Volatility Models
920
731
Implied Volatility Surface
926
Implied Volatility. Volvol Expansion
931
742
Infinite Divisibility
935
745
Inflation Derivatives
938
752
Insurance Derivatives
948
760
Insurance Risk Models
952
Integral Equation Methods for Free
763
Boundaries
956
770
Intensity-based Credit Risk Models
963
773
Intensity Gamma Model
966
778
Internal-ratings-based Approach
968
782
Intraday Price Efficiency
973
787
Inventory Effects
976
790
Ito,
Kiyosi
(1915-2008)
979
Itô s
Formula
981
792
Jarrow-Lando-Turnbull Model
985
803
Jump-diffusion Models
987
Јипто
Processes
990
809
820
828
833
836
841
842
846
853
856
860
873
875
881
884
889
898
904
905
909
913
Volume
3
Kelly Problem
995
Kolmogorov, Andrei Nikolaevich
998
Кои
Model
999
Kyle Model
1005
Large Deviations
1009
Large Pool Approximations
1017
Lattice Methods for Path-dependent
Options
1022
Leveraged Super-senior Tranche
1027
LIBOR
Market Model
1031
LIBOR
Market Models: Simulation
1036
LIBOR
Rate
1041
Life Insurance
1042
Limit Order Markets
1057
Liquidity
1062
Liquidity Premium
1066
Loan Valuation
1071
Local Correlation Model
1075
Local Times
1078
Local Volatility Model
1080
Lognormal
Mixture Diffusion Model
1086
Long Range Dependence
1088
Long-Term
Capital Management
1091
Lookback
Options
1096
xiv Contents
Levy Copulas
1104
Oil Market
1315
Levy Processes
1108
Operational Risk
1319
Optimization Methods
1322
Managed CDO
1113
Option Pricing: General Principles
1327
Mandelbrot,
Benoit
1115
Option Pricing Theory: Historical
Margrabe
Formula
1118
Perspectives
1331
Market
Microstructure
Effects
1120
Options: Basic Definitions
1341
Market Risk
1123
Order Flow
1344
Market Transparency
1131
Order Types
1349
Markov Functional Models
1138
Ornstein-Uhlenbeck Processes
1352
Markov Processes
1142
Markovian Term Structure Models
1159
Parisian Option
1355
Markowitz,
Harry
1164
Partial Differential Equations
1357
Martingale Representation
Partial Integro-differential Equations
Theorem
1166
(PIDEs)
1363
Martingales
1171
■Passport Options
1368
Mean-Variance Hedging
1177
Performance Measures
1372
Measurements Errors
1181
Phase-type Distribution
1375
Merton Problem
1184
Point Processes
1376
Merton, Robert C.
1188
Poisson
Process
1380
Method of Lines
1191
Portfolio Credit Risk: Statistical
Minimal Entropy Martingale
Methods
1384
Measure
1195
Predictability of Asset Prices
1387
Minimal Martingale Measure
1200
Price Impact
1402
Mixed Data Sampling
1204
Pricing Formulae for Foreign
Mixture of Distribution Hypothesis
1207
Exchange Options
1408
Model Calibration
1210
Pricing Kernels
1418
Model Validation
1219
Probability of Informed Trading
1428
Modeling Correlation of Structured
Pseudorandom Number Generators
1431
Instruments in a Portfolio
Put-Call Parity
1437
Setting
1220
Models
1226
Quadratic Gaussian Models
1441
Modem Portfolio Theory
1232
Quadrature Methods
1444
Modigliani,
Franco
1239
Quantization Methods
1451
Modigliani-Miller
Theorem
1241
Quanto
Options
1455
Moment Explosions
1247
Quasi-Monte
Carlo Methods
1460
Monotone Schemes
1253
Monte Carlo Greeks
1263
Monte Carlo Simulation
1266
Monte Carlo Simulation for Stochastic
Differential Equations
1271
Multirraciais
1278
Multigrid Methods
1283
Multiname Reduced Form Models
1288
Multivariate Distributions
1296
Municipal Bonds
1300
Mutual Funds
1304
Nested Simulation
1307
Normal Inverse Gaussian Model
1311
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| indexdate | 2024-07-09T22:11:00Z |
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| language | English |
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| physical | XLV S., S. 508 - 994 zahlr. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
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| publisher | Wiley |
| record_format | marc |
| spelling | Encyclopedia of quantitative finance 2 E - J ed.-in-chief Rama Cont Chichester [u.a.] Wiley 2010 XLV S., S. 508 - 994 zahlr. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene, unveränderte Nachdrucke Cont, Rama Sonstige (DE-588)140923446 oth (DE-604)BV036076824 2 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018968020&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Encyclopedia of quantitative finance |
| title | Encyclopedia of quantitative finance |
| title_auth | Encyclopedia of quantitative finance |
| title_exact_search | Encyclopedia of quantitative finance |
| title_full | Encyclopedia of quantitative finance 2 E - J ed.-in-chief Rama Cont |
| title_fullStr | Encyclopedia of quantitative finance 2 E - J ed.-in-chief Rama Cont |
| title_full_unstemmed | Encyclopedia of quantitative finance 2 E - J ed.-in-chief Rama Cont |
| title_short | Encyclopedia of quantitative finance |
| title_sort | encyclopedia of quantitative finance e j |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018968020&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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